Effect of trends on detrended fluctuation analysis

Tightening Up the Control of Treadmill Walking: Effects of Maneuverability Range and Acoustic Pacing on Stride-to-Stride Fluctuations

The correlational structure of stride-to-stride fluctuations differs between healthy and pathological gait. Uncorrelated and anti-persistent stride-to-stride fluctuations are believed to indicate pathology whereas persistence represents healthy functioning. However, this reading can be questioned because the correlational structure changes with task constraints, like acoustic pacing, signifying the tightness of control over particular gait parameters. We tested this "tightness-of-control interpretation" by varying the maneuverability range during treadmill walking (small, intermediate, and large walking areas), with and without acoustic pacing. Stride-speed fluctuations exhibited anti-persistence, suggesting that stride speeds were tightly controlled, with a stronger degree of anti-persistence for smaller walking areas. Constant-speed goal-equivalent-manifold decompositions revealed simultaneous control of stride times and stride lengths, especially for smaller walking areas to limit stride-speed fluctuations. With acoustic pacing, participants followed both constant-speed and constant-stride-time task goals. This was reflected by a strong degree of anti-persistence around the stride-time by stride-length point that uniquely satisfied both goals. Our results strongly support the notion that anti-persistence in stride-to-stride fluctuations reflect the tightness of control over the associated gait parameter, while not tightly regulated gait parameters exhibit statistical persistence. We extend the existing body of knowledge by showing quantitative changes in anti-persistence of already tightly regulated stride-speed fluctuations.

Identifying the Occurrence Time of the Deadly Mexico M8.2 Earthquake on 7 September 2017

It has been shown that some dynamic features hidden in the time series of complex systems can be unveiled if we analyze them in a time domain termed natural time. In this analysis, we can identify when a system approaches a critical point (dynamic phase transition). Here, based on natural time analysis, which enables the introduction of an order parameter for seismicity, we discuss a procedure through which we could achieve the identification of the occurrence time of the M8.2 earthquake that occurred on 7 September 2017 in Mexico in Chiapas region, which is the largest magnitude event recorded in Mexico in more than a century. In particular, we first investigated the order parameter fluctuations of seismicity in the entire Mexico and found that, during an almost 30-year period, i.e., from 1 January 1988 until the M8.2 earthquake occurrence, they were minimized around 27 July 2017. From this date, we started computing the variance of seismicity in Chiapas region and found that it approached the critical value 0.070 on 6 September 2017, almost one day before this M8.2 earthquake occurrence.

Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average

We present a bottom-up derivation of fluctuation analysis with detrending for the detection of long-range correlations in the presence of additive trends or intrinsic nonstationarities. While the well-known detrended fluctuation analysis (DFA) and detrending moving average (DMA) were introduced ad hoc, we claim basic principles for such methods where DFA and DMA are then shown to be specific realizations. The mean-squared displacement of the summed time series contains the same information about long-range correlations as the autocorrelation function but has much better statistical properties for large time lags. However, the scaling exponent of its estimator on a single time series is affected not only by trends on the data but also by intrinsic nonstationarities. We therefore define the fluctuation function as mean-squared displacement with weighting kernel. We require that its estimator be unbiased and exhibit the correct scaling behavior for the random component of a signal, which is only achieved if the weighting kernel implies detrending. We show how DFA and DMA satisfy these requirements and we extract their kernel weights.

Long-range temporal correlation in Auditory Brainstem Responses to Spoken Syllable/da/

The speech auditory brainstem response (sABR) is an objective clinical tool to diagnose particular impairments along the auditory brainstem pathways. We explore the scaling behavior of the brainstem in response to synthetic /da/ stimuli using a proposed pipeline including Multifractal Detrended Moving Average Analysis (MFDMA) modified by Singular Value Decomposition. The scaling exponent confirms that all normal sABR are classified into the non-stationary process. The average Hurst exponent is H = 0:77 ± 0:12 at 68% confidence interval indicating long-range correlation which shows the first universality behavior of sABR. Our findings exhibit that fluctuations in the sABR series are dictated by a mechanism associated with long-term memory of the dynamic of the auditory system in the brainstem level. The q-dependency of h(q) demonstrates that underlying data sets have multifractal nature revealing the second universality behavior of the normal sABR samples. Comparing Hurst exponent of original sABR with the results of the corresponding shuffled and surrogate series, we conclude that its multifractality is almost due to the long-range temporal correlations which are devoted to the third universality. Finally, the presence of long-range correlation which is related to the slow timescales in the subcortical level and integration of information in the brainstem network is confirmed.

Multifractal analysis of uterine electromyography signals to differentiate term and preterm conditions

In this study, an attempt has been made to identify the origin of multifractality in uterine electromyography signals and to differentiate term (gestational age > 37 weeks) and preterm (gestational age ≤ 37 weeks) conditions by multifractal detrended moving average technique. The signals obtained from a publicly available database, recorded from the abdominal surface during the second trimester, are used in this study. The signals are preprocessed and converted to shuffle and surrogate series to examine the source of multifractality. Multifractal detrended moving average algorithm is applied on all the signals. The presence of multifractality is verified using scaling exponents, and multifractal spectral features are extracted from the spectrum. The variation of multifractal features in term and preterm conditions is analyzed statistically using Student's t-test. The results of scaling exponents show that the uterine electromyography or electrohysterography signals reveal multifractal characteristics in term and preterm conditions. Further investigation indicates the existence of long-range correlation as the primary source of multifractality. Among all extracted features, strength of multifractality, exponent index, and maximum and peak singularity exponents are statistically significant ( p < 0.05) in differentiating term and preterm conditions. The coefficient of variation is found to be lower for strength of multifractality and peak singularity exponent, which reveal that these features exhibit less inter-subject variance. Hence, it appears that multifractal analysis can aid in the diagnosis of preterm or term delivery of pregnant women.

Distribution of Air Temperature Multifractal Characteristics Over Greece

In this study, Multifractal Detrended Fluctuation Analysis (MF-DFA) is applied to daily temperature time series (mean, maximum and minimum values) from 22 Greek meteorological stations with the purpose of examining firstly their scaling behavior and then checking if there are any differences in their multifractal characteristics. The results showed that the behavior is the same at almost all stations, i.e., time series are positive long-term correlated and their multifractal structure is insensitive to local fluctuations with large magnitude. Moreover, this study deals with the spatial distribution of the main characteristics of multifractal (singularity) spectrum: the dominant Hurst exponent, the width of the spectrum, the asymmetry and the truncation type of the spectrum. The spatial distributions are discussed in terms of possible effects from various climatic features. In general, local atmospheric circulation and weather conditions are found to affect the shape of the spectrum and the corresponding spatial distributions. Furthermore, the intercorrelation of the main multifractal spectrum parameters resulted in a well-defined group of stations sharing similar multifractal characteristics. The results indicate the usefulness of the non-linear analysis in climate research due to the complex interactions among the natural processes.

Random deposition with a power-law noise model: Multiaffine analysis

We study the random deposition model with power-law distributed noise and rare-event dominated fluctuation. In this model instead of particles with unit sizes, rods with variable lengths are deposited onto the substrate. The length of each rod is chosen from a power-law distribution P(l)∼l^{-(μ+1)}, and the site at which each rod is deposited is chosen randomly. The results show that for μ<μ_{c}=3 the log-log diagram of roughness, W(t), versus deposition time, t, increases as a step function, where the roughness in each interval acts as W_{loc}(t)≈t^{β_{loc}}. The local growth exponent, β_{loc}, is zero for μ=1. By increasing the μ exponent, the value of β_{loc} is increased. It tends to the growth exponent of the random distribution model with Gaussian noise, β=1/2, at μ_{c}=3. The fractal analysis of the height fluctuations for this model was performed by multifractal detrended fluctuation analysis algorithm. The results show multiaffinity behavior for the height fluctuations at μ<μ_{c} and the multiaffinity strength is greater for smaller values of the μ exponent.

Bayesian analysis of single-particle tracking data using the nested-sampling algorithm: maximum-likelihood model selection applied to stochastic-diffusivity data

We employ Bayesian statistics using the nested-sampling algorithm to compare and rank multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess their optimal parameters for in silico-generated and real time-series. We focus on the recently-introduced model of Brownian motion with "diffusing diffusivity"-giving rise to widely-observed non-Gaussian displacement statistics-and its comparison to Brownian and fractional Brownian motion, also for the time-series with some measurement noise. We conduct this model-assessment analysis using Bayesian statistics and the nested-sampling algorithm on the level of individual particle trajectories. We evaluate relative model probabilities and compute best-parameter sets for each diffusion model, comparing the estimated parameters to the true ones. We test the performance of the nested-sampling algorithm and its predictive power both for computer-generated (idealised) trajectories as well as for real single-particle-tracking trajectories. Our approach delivers new important insight into the objective selection of the most suitable stochastic model for a given time-series. We also present first model-ranking results in application to experimental data of tracer diffusion in polymer-based hydrogels.

Long-Range Temporal Correlations of Patients in Minimally Conscious State Modulated by Spinal Cord Stimulation

Spinal cord stimulation (SCS) has been shown to improve the consciousness levels of patients with disorder of consciousness (DOC). However, the underlying mechanisms of SCS remain poorly understood. This study recorded resting-state electroencephalograms (EEG) from 16 patients with minimally conscious state (MCS), before and after SCS, and investigated the mechanisms of SCS on the neuronal dynamics in MCS patients. Detrended fluctuation analysis (DFA), combined with surrogate data method, was employed to measure the long-range temporal correlations (LRTCs) of the EEG signals. A surrogate data method was utilized to acquire the genuine DFA exponents (GDFAE) reflecting the genuine LRTCs of brain activity. We analyzed the GDFAE in four brain regions (frontal, central, posterior, and occipital) at five EEG frequency bands [delta (1-4 Hz), theta (4-8 Hz), alpha (8-13 Hz), beta (13-30 Hz), and gamma (30-45 Hz)]. The GDFAE values ranged from 0.5 to 1, and showed temporal and spatial variation between the pre-SCS and the post-SCS states. We found that the channels with GDFAE spread wider after SCS. This phenomenon may indicate that more cortical areas were engaged in the information integration after SCS. In addition, the GDFAE values increased significantly in the frontal area at delta, theta, and alpha bands after SCS. At the theta band, a significant increase in GDFAE was observed in the occipital area. No significant change was found at beta or gamma bands in any brain region. These findings show that the enhanced LRTCs after SCS occurred primarily at low-frequency bands in the frontal and occipital regions. As the LRTCs reflect the long-range temporal integration of EEG signals, our results indicate that information integration became more "complex" after SCS. We concluded that the brain activities at low-frequency oscillations, particularly in the frontal and occipital regions, were improved by SCS.

Automatic anesthesia depth staging using entropy measures and relative power of electroencephalogram frequency bands

Many of the surgeries performed under general anesthesia are aided by electroencephalogram (EEG) monitoring. With increased focus on detecting the anesthesia states of patients in the course of surgery, more attention has been paid to analyzing the power spectra and entropy measures of EEG signal during anesthesia. In this paper, by using the relative power of EEG frequency bands and the EEG entropy measures, a new method for detecting the depth of anesthesia states has been presented based on the least squares support vector machine (LS-SVM) classifiers. EEG signals were recorded from 20 patients before, during and after general anesthesia in the operating room at a sampling rate of 200 Hz. Then, 12 features were extracted from each EEG segment, 10 s in length, which are used for anesthesia state monitoring. No significant difference was observed (p > 0.05) between these features and the bispectral index (BIS), which is the commonly used measure of anesthetic effect. The used LS-SVM classifier based method is able to identify the anesthesia states with an accuracy of 80% with reference to the BIS index. Since the underlying equation of the utilized LS-SVM is linear, the computational time of the algorithm is not significant and therefore it can be used for online application in operation rooms.

Time averages and their statistical variation for the Ornstein-Uhlenbeck process: Role of initial particle distributions and relaxation to stationarity

How ergodic is diffusion under harmonic confinements? How strongly do ensemble- and time-averaged displacements differ for a thermally-agitated particle performing confined motion for different initial conditions? We here study these questions for the generic Ornstein-Uhlenbeck (OU) process and derive the analytical expressions for the second and fourth moment. These quantifiers are particularly relevant for the increasing number of single-particle tracking experiments using optical traps. For a fixed starting position, we discuss the definitions underlying the ensemble averages. We also quantify effects of equilibrium and nonequilibrium initial particle distributions onto the relaxation properties and emerging nonequivalence of the ensemble- and time-averaged displacements (even in the limit of long trajectories). We derive analytical expressions for the ergodicity breaking parameter quantifying the amplitude scatter of individual time-averaged trajectories, both for equilibrium and out-of-equilibrium initial particle positions, in the entire range of lag times. Our analytical predictions are in excellent agreement with results of computer simulations of the Langevin equation in a parabolic potential. We also examine the validity of the Einstein relation for the ensemble- and time-averaged moments of the OU-particle. Some physical systems, in which the relaxation and nonergodic features we unveiled may be observable, are discussed.

The long-range correlation and evolution law of centennial-scale temperatures in Northeast China

This paper applies the detrended fluctuation analysis (DFA) method to investigate the long-range correlation of monthly mean temperatures from three typical measurement stations at Harbin, Changchun, and Shenyang in Northeast China from 1909 to 2014. The results reveal the memory characteristics of the climate system in this region. By comparing the temperatures from different time periods and investigating the variations of its scaling exponents at the three stations during these different time periods, we found that the monthly mean temperature has long-range correlation, which indicates that the temperature in Northeast China has long-term memory and good predictability. The monthly time series of temperatures over the past 106 years also shows good long-range correlation characteristics. These characteristics are also obviously observed in the annual mean temperature time series. Finally, we separated the centennial-length temperature time series into two time periods. These results reveal that the long-range correlations at the Harbin station over these two time periods have large variations, whereas no obvious variations are observed at the other two stations. This indicates that warming affects the regional climate system’s predictability differently at different time periods. The research results can provide a quantitative reference point for regional climate predictability assessment and future climate model evaluation.

Fractal regulation and incident Alzheimer's disease in elderly individuals

Introduction:

Healthy physiological systems exhibit fractal regulation (FR), generating similar fluctuation patterns in physiological outputs across different time scales. FR in motor activity is degraded in dementia, and the degradation correlates to cognitive decline. We tested whether degraded FR predicts Alzheimer’s dementia.

Methods:

FR in motor activity was assessed in 1097 nondemented older adults at baseline. Cognition was assessed annually for up to 11 years.

Results:

Participants with an FR metric at the 10th percentile in this cohort had a 1.8-fold Alzheimer’s disease risk (equivalent to the effect of being ~5.2 years older) and 1.3-fold risk for mild cognitive impairment (equivalent to the effect of being ~3.0 years older) than those at the 90th percentile. Consistently, degraded FR predicted faster cognitive decline. These associations were independent of physical activity, sleep fragmentation, and stability of daily activity rhythms.

Discussion:

FR may be a useful tool for predicting Alzheimer’s dementia.

Controlling the Temporal Structure of Brain Oscillations by Focused Attention Meditation

Our focus of attention naturally fluctuates between different sources of information even when we desire to focus on a single object. Focused attention (FA) meditation is associated with greater control over this process, yet the neuronal mechanisms underlying this ability are not entirely understood. Here, we hypothesize that the capacity of attention to transiently focus and swiftly change relates to the critical dynamics emerging when neuronal systems balance at a point of instability between order and disorder. In FA meditation, however, the ability to stay focused is trained, which may be associated with a more homogeneous brain state. To test this hypothesis, we applied analytical tools from criticality theory to EEG in meditation practitioners and meditation-naïve participants from two independent labs. We show that in practitioners-but not in controls-FA meditation strongly suppressed long-range temporal correlations (LRTC) of neuronal oscillations relative to eyes-closed rest with remarkable consistency across frequency bands and scalp locations. The ability to reduce LRTC during meditation increased after one year of additional training and was associated with the subjective experience of fully engaging one's attentional resources, also known as absorption. Sustained practice also affected normal waking brain dynamics as reflected in increased LRTC during an eyes-closed rest state, indicating that brain dynamics are altered beyond the meditative state. Taken together, our findings suggest that the framework of critical brain dynamics is promising for understanding neuronal mechanisms of meditative states and, specifically, we have identified a clear electrophysiological correlate of the FA meditation state.

Amplitude- and Fluctuation-Based Dispersion Entropy

Dispersion entropy (DispEn) is a recently introduced entropy metric to quantify the uncertainty of time series. It is fast and, so far, it has demonstrated very good performance in the characterisation of time series. It includes a mapping step, but the effect of different mappings has not been studied yet. Here, we investigate the effect of linear and nonlinear mapping approaches in DispEn. We also inspect the sensitivity of different parameters of DispEn to noise. Moreover, we develop fluctuation-based DispEn (FDispEn) as a measure to deal with only the fluctuations of time series. Furthermore, the original and fluctuation-based forbidden dispersion patterns are introduced to discriminate deterministic from stochastic time series. Finally, we compare the performance of DispEn, FDispEn, permutation entropy, sample entropy, and Lempel–Ziv complexity on two physiological datasets. The results show that DispEn is the most consistent technique to distinguish various dynamics of the biomedical signals. Due to their advantages over existing entropy methods, DispEn and FDispEn are expected to be broadly used for the characterization of a wide variety of real-world time series. The MATLAB codes used in this paper are freely available at http://dx.doi.org/10.7488/ds/2326.

Methods for classifying depression in single channel EEG using linear and nonlinear signal analysis

BACKGROUND AND OBJECTIVE

Depressive disorder is one of the leading causes of burden of disease today and it is presumed to take the first place in the world in 2030. Early detection of depression requires a patient-friendly inexpensive method based on easily measurable objective indicators. This study aims to compare various single-channel electroencephalographic (EEG) measures in application for detection of depression.

METHODS

The EEG recordings were performed on a group of 13 medication-free depressive outpatients and 13 gender and age matched controls. The recorded 30-channel EEG signal was analysed using linear methods spectral asymmetry index, alpha power variability and relative gamma power and nonlinear methods Higuchi's fractal dimension, detrended fluctuation analysis and Lempel-Ziv complexity. Classification accuracy between depressive and control subjects was calculated using logistic regression analysis with leave-one-out cross-validation. Calculations were performed separately for each EEG channel.

RESULTS

All calculated measures indicated increase with depression. Maximal testing accuracy using a single measure was 81% for linear and 77% for nonlinear measures. Combination of two linear measures provides the accuracy of 88% and two nonlinear measures of 85%. Maximal classification accuracy of 92% was indicated using mixed combination of three linear and three nonlinear measures.

CONCLUSIONS

The results of this preliminary study confirm that single-channel EEG analysis, employing the combination of measures, can provide discrimination of depression at the level of multichannel EEG analysis. The performed study shows that there is no single superior measure for detection of depression.

Evolving power grids with self-organized intermittent strain releases: An analogy with sandpile models and earthquakes

The stability of powergrid is crucial since its disruption affects systems ranging from street lightings to hospital life-support systems. While short-term dynamics of single-event cascading failures have been extensively studied, less is understood on the long-term evolution and self-organization of powergrids. In this paper, we introduce a simple model of evolving powergrid and establish its connection with the sandpile model and earthquakes, i.e., self-organized systems with intermittent strain releases. Various aspects during its self-organization are examined, including blackout magnitudes, their interevent waiting time, the predictability of large blackouts, as well as the spatiotemporal rescaling of blackout data. We examined the self-organized strain releases on simulated networks as well as the IEEE 118-bus system, and we show that both simulated and empirical blackout waiting times can be rescaled in space and time similarly to those observed between earthquakes. Finally, we suggested proactive maintenance strategies to drive the powergrids away from self-organization to suppress large blackouts.

Sustainable Energy Consumption in Northeast Asia: A Case from China’s Fuel Oil Futures Market

The sustainable energy consumption in northeast Asia has a huge impact on regional stability and economic growth, which gives price volatility research in the energy market both theoretical value and practical application. We select China’s fuel oil futures market as a research subject and use recurrence interval analysis to investigate the price volatility pattern in different thresholds. We utilize the stretched exponential function to fit the pattern of the recurrence intervals of price fluctuations and find that the probability density functions of the recurrence intervals in different thresholds do not show the scaling behavior. Then the conditional probability density function and detrended fluctuation analysis prove that there is short-term and long-term correlation. Last, we use a hazard function to introduce the recurrence intervals into the (value at risk) VaR calculation and establish a functional relationship between the mean recurrence interval and the threshold. Following this result, we also shed light on policy discussion for hedgers and government.

Long-Range Temporal Correlations Reflect Treatment Response in the Electroencephalogram of Patients with Infantile Spasms

Infantile spasms syndrome is an epileptic encephalopathy in which prompt diagnosis and treatment initiation are critical to therapeutic response. Diagnosis of the disease heavily depends on the identification of characteristic electroencephalographic (EEG) patterns, including hypsarrhythmia. However, visual assessment of the presence and characteristics of hypsarrhythmia is challenging because multiple variants of the pattern exist, leading to poor inter-rater reliability. We investigated whether a quantitative measurement of the control of neural synchrony in the EEGs of infantile spasms patients could be used to reliably distinguish the presence of hypsarrhythmia and indicate successful treatment outcomes. We used autocorrelation and Detrended Fluctuation Analysis (DFA) to measure the strength of long-range temporal correlations in 21 infantile spasms patients before and after treatment and 21 control subjects. The strength of long-range temporal correlations was significantly lower in patients with hypsarrhythmia than control patients, indicating decreased control of neural synchrony. There was no difference between patients without hypsarrhythmia and control patients. Further, the presence of hypsarrhythmia could be classified based on the DFA exponent and intercept with 92% accuracy using a support vector machine. Successful treatment was marked by a larger increase in the DFA exponent compared to those in which spasms persisted. These results suggest that the strength of long-range temporal correlations is a marker of pathological cortical activity that correlates with treatment response. Combined with current clinical measures, this quantitative tool has the potential to aid objective identification of hypsarrhythmia and assessment of treatment efficacy to inform clinical decision-making.

Auto-correlation in the motor/imaginary human EEG signals: A vision about the FDFA fluctuations

In this paper we analyzed, by the F_DFA root mean square fluctuation (rms) function, the motor/imaginary human activity produced by a 64-channel electroencephalography (EEG). We utilized the Physionet on-line databank, a publicly available database of human EEG signals, as a standardized reference database for this study. Herein, we report the use of detrended fluctuation analysis (DFA) method for EEG analysis. We show that the complex time series of the EEG exhibits characteristic fluctuations depending on the analyzed channel in the scalp-recorded EEG. In order to demonstrate the effectiveness of the proposed technique, we analyzed four distinct channels represented here by F₃32, F₆37 (frontal region of the head) and P₃49, P₆54 (parietal region of the head). We verified that the amplitude of the F_DFA rms function is greater for the frontal channels than for the parietal. To tabulate this information in a better way, we define and calculate the difference between F_DFA (in log scale) for the channels, thus defining a new path for analysis of EEG signals. Finally, related to the studied EEG signals, we obtain the auto-correlation exponent, α_DFA by DFA method, that reveals self-affinity at specific time scale. Our results shows that this strategy can be applied to study the human brain activity in EEG processing.

Decoding the Morphological Differences between Himalayan Glacial and Fluvial Landscapes Using Multifractal Analysis

Himalayas is the home to nearly 10,000 glaciers which are mostly located at high and inaccessible region. Digital Elevation Model (DEM) can be effective in the study of these glaciers. This paper aims at providing an automated distinction of glacial and fluvial morphologies using multifractal technique. We have studied the variation of elevation profile of Glacial and Fluvial landscapes using Multifractal Detrended Fluctuation Analysis (MFDFA). Glacial landscapes reveal more complex structure compared to the fluvial landscapes as indicated by fractal parameters degree of multifractality, asymmetry index.

Changes in Dimensionality and Fractal Scaling Suggest Soft-Assembled Dynamics in Human EEG

Humans are high-dimensional, complex systems consisting of many components that must coordinate in order to perform even the simplest of activities. Many behavioral studies, especially in the movement sciences, have advanced the notion of soft-assembly to describe how systems with many components coordinate to perform specific functions while also exhibiting the potential to re-structure and then perform other functions as task demands change. Consistent with this notion, within cognitive neuroscience it is increasingly accepted that the brain flexibly coordinates the networks needed to cope with changing task demands. However, evaluation of various indices of soft-assembly has so far been absent from neurophysiological research. To begin addressing this gap, we investigated task-related changes in two distinct indices of soft-assembly using the established phenomenon of EEG repetition suppression. In a repetition priming task, we assessed evidence for changes in the correlation dimension and fractal scaling exponents during stimulus-locked event-related potentials, as a function of stimulus onset and familiarity, and relative to spontaneous non-task-related activity. Consistent with predictions derived from soft-assembly, results indicated decreases in dimensionality and increases in fractal scaling exponents from resting to pre-stimulus states and following stimulus onset. However, contrary to predictions, familiarity tended to increase dimensionality estimates. Overall, the findings support the view from soft-assembly that neural dynamics should become increasingly ordered as external task demands increase, and support the broader application of soft-assembly logic in understanding human behavior and electrophysiology.

Universal temporal characteristics and vanishing of multifractality in Barkhausen avalanches

Barkhausen effect in ferromagnetic materials provides an excellent area for investigating scaling phenomena found in disordered systems exhibiting crackling noise. The critical dynamics is characterized by random pulses or avalanches with scale-invariant properties, power-law distributions, and universal features. However, the traditional Barkhausen avalanches statistics may not be sufficient to fully characterize the complex temporal correlation of the magnetic domain walls dynamics. Here we focus on the multifractal scenario to quantify the temporal scaling characteristics of Barkhausen avalanches in polycrystalline and amorphous ferromagnetic films with thicknesses from 50 to 1000 nm. We show that the multifractal properties are dependent on film thickness, although they seem to be insensitive to the structural character of the materials. Moreover, we observe for the first time the vanishing of the multifractality in the domain walls dynamics. As the thickness is reduced, the multifractal behavior gives place to a monofractal one over the entire range of time scales. This reorganization in the temporal scaling characteristics of Barkhausen avalanches is understood as a universal restructuring associated to the dimensional crossover, from three- to two-dimensional magnetization dynamics.

Impact of series length on statistical precision and sensitivity of autocorrelation assessment in human locomotion

Long-range autocorrelations (LRA) are a robust feature of rhythmic movements, which may provide important information about neural control and potentially constitute a powerful marker of dysfunction. A clear difficulty associated with the assessment of LRA is that it requires a large number of cycles to generate reliable results. Here we investigate how series length impacts the reliability of LRA assessment. A total of 94 time series extracted from walking or cycling tasks were re-assessed with series length varying from 64 to 512 data points. LRA were assessed using an approach combining the rescaled range analysis or the detrended fluctuation analysis (Hurst exponent, H), along with the shape of the power spectral density (α exponent). The statistical precision was defined as the ability to obtain estimates for H and α that are consistent with their theoretical relationship, irrespective of the series length. The sensitivity consisted of testing whether significant differences between experimental conditions found in the original studies when considering 512 data points persisted with shorter series. We also investigate the use of evenly-spaced diffusion plots as a methodological improvement of original version of methods for short series. Our results show that the reliable assessment of LRA requires 512 data points, or no shorter than 256 data points provided that more robust methods are considered such as the evenly-spaced algorithms. Such series can be reasonably obtained in clinical populations with moderate, or even more severe, gait impairments and open the perspective to extend the use of LRA assessment as a marker of gait stability applicable to a broad range of locomotor disorders.

Reduced Tolerance to Night Shift in Chronic Shift Workers: Insight From Fractal Regulation

Study Objectives

Healthy physiology is characterized by fractal regulation (FR) that generates similar structures in the fluctuations of physiological outputs at different time scales. Perturbed FR is associated with aging and age-related pathological conditions. Shift work, involving repeated and chronic exposure to misaligned environmental and behavioral cycles, disrupts circadian coordination. We tested whether night shifts perturb FR in motor activity and whether night shifts affect FR in chronic shift workers and non-shift workers differently.

Methods

We studied 13 chronic shift workers and 14 non-shift workers as controls using both field and in-laboratory experiments. In the in-laboratory study, simulated night shifts were used to induce a misalignment between the endogenous circadian pacemaker and the sleep-wake cycles (ie, circadian misalignment) while environmental conditions and food intake were controlled.

Results

In the field study, we found that FR was robust in controls but broke down in shift workers during night shifts, leading to more random activity fluctuations as observed in patients with dementia. The night shift effect was present even 2 days after ending night shifts. The in-laboratory study confirmed that night shifts perturbed FR in chronic shift workers and showed that FR in controls was more resilience to the circadian misalignment. Moreover, FR during real and simulated night shifts was more perturbed in those who started shift work at older ages.

Conclusions

Chronic shift work causes night shift intolerance, which is probably linked to the degraded plasticity of the circadian control system.

Consistency of detrended fluctuation analysis

The scaling function F(s) in detrended fluctuation analysis (DFA) scales as F(s)∼s^{H} for stochastic processes with Hurst exponent H. This scaling law is proven for stationary stochastic processes with 0<H<1 and nonstationary stochastic processes with 1<H<2. For H<0.5, it is observed that the asymptotic (power-law) autocorrelation function (ACF) scales as ∼s^{1/2}. It is also demonstrated that the fluctuation function in DFA is equal in expectation to (i) a weighted sum of the ACF and (ii) a weighted sum of the second-order structure function. These results enable us to compute the exact finite-size bias for signals that are scaling and to employ DFA in a meaningful sense for signals that do not exhibit power-law statistics. The usefulness is illustrated by examples where it is demonstrated that a previous suggested modified DFA will increase the bias for signals with Hurst exponents 1<H≤1.5. As a final application of these developments, an estimator F[over ̂](s) is proposed. This estimator can handle missing data in regularly sampled time series without the need of interpolation schemes. Under mild regularity conditions, F[over ̂](s) is equal in expectation to the fluctuation function F(s) in the gap-free case.

Multiscaling behavior of atomic-scale friction

The scaling behavior of friction between rough surfaces is a well-known phenomenon. It might be asked whether such a scaling feature also exists for friction at an atomic scale despite the absence of roughness on atomically flat surfaces. Indeed, other types of fluctuations, e.g., thermal and instrumental fluctuations, become appreciable at this length scale and can lead to scaling behavior of the measured atomic-scale friction. We investigate this using the lateral force exerted on the tip of an atomic force microscope (AFM) when the tip is dragged over the clean NaCl (001) surface in ultra-high vacuum at room temperature. Here the focus is on the fluctuations of the lateral force profile rather than its saw-tooth trend; we first eliminate the trend using the singular value decomposition technique and then explore the scaling behavior of the detrended data, which contains only fluctuations, using the multifractal detrended fluctuation analysis. The results demonstrate a scaling behavior for the friction data ranging from 0.2 to 2 nm with the Hurst exponent H=0.61±0.02 at a 1σ confidence interval. Moreover, the dependence of the generalized Hurst exponent, h(q), on the index variable q confirms the multifractal or multiscaling behavior of the nanofriction data. These results prove that fluctuation of nanofriction empirical data has a multifractal behavior which deviates from white noise.

Multiscale Information Theory and the Marginal Utility of Information

Complex systems display behavior at a range of scales. Large-scale behaviors can emerge from the correlated or dependent behavior of individual small-scale components. To capture this observation in a rigorous and general way, we introduce a formalism for multiscale information theory. Dependent behavior among system components results in overlapping or shared information. A system’s structure is revealed in the sharing of information across the system’s dependencies, each of which has an associated scale. Counting information according to its scale yields the quantity of scale-weighted information, which is conserved when a system is reorganized. In the interest of flexibility we allow information to be quantified using any function that satisfies two basic axioms. Shannon information and vector space dimension are examples. We discuss two quantitative indices that summarize system structure: an existing index, the complexity profile, and a new index, the marginal utility of information. Using simple examples, we show how these indices capture the multiscale structure of complex systems in a quantitative way.

Spurious Results of Fluctuation Analysis Techniques in Magnitude and Sign Correlations

Fluctuation Analysis (FA) and specially Detrended Fluctuation Analysis (DFA) are techniques commonly used to quantify correlations and scaling properties of complex time series such as the observable outputs of great variety of dynamical systems, from Economics to Physiology. Often, such correlated time series are analyzed using the magnitude and sign decomposition, i.e., by using FA or DFA to study separately the sign and the magnitude series obtained from the original signal. This approach allows for distinguishing between systems with the same linear correlations but different dynamical properties. However, here we present analytical and numerical evidence showing that FA and DFA can lead to spurious results when applied to sign and magnitude series obtained from power-law correlated time series of fractional Gaussian noise (fGn) type. Specifically, we show that: (i) the autocorrelation functions of the sign and magnitude series obtained from fGns are always power-laws; However, (ii) when the sign series presents power-law anticorrelations, FA and DFA wrongly interpret the sign series as purely uncorrelated; Similarly, (iii) when analyzing power-law correlated magnitude (or volatility) series, FA and DFA fail to retrieve the real scaling properties, and identify the magnitude series as purely uncorrelated noise; Finally, (iv) using the relationship between FA and DFA and the autocorrelation function of the time series, we explain analytically the reason for the FA and DFA spurious results, which turns out to be an intrinsic property of both techniques when applied to sign and magnitude series.

Conserved linear dynamics of single-molecule Brownian motion

Macromolecular diffusion in homogeneous fluid at length scales greater than the size of the molecule is regarded as a random process. The mean-squared displacement (MSD) of molecules in this regime increases linearly with time. Here we show that non-random motion of DNA molecules in this regime that is undetectable by the MSD analysis can be quantified by characterizing the molecular motion relative to a latticed frame of reference. Our lattice occupancy analysis reveals unexpected sub-modes of motion of DNA that deviate from expected random motion in the linear, diffusive regime. We demonstrate that a subtle interplay between these sub-modes causes the overall diffusive motion of DNA to appear to conform to the linear regime. Our results show that apparently random motion of macromolecules could be governed by non-random dynamics that are detectable only by their relative motion. Our analytical approach should advance broad understanding of diffusion processes of fundamental relevance.

Entropy measures, entropy estimators, and their performance in quantifying complex dynamics: Effects of artifacts, nonstationarity, and long-range correlations

Entropy measures are widely applied to quantify the complexity of dynamical systems in diverse fields. However, the practical application of entropy methods is challenging, due to the variety of entropy measures and estimators and the complexity of real-world time series, including nonstationarities and long-range correlations (LRC). We conduct a systematic study on the performance, bias, and limitations of three basic measures (entropy, conditional entropy, information storage) and three traditionally used estimators (linear, kernel, nearest neighbor). We investigate the dependence of entropy measures on estimator- and process-specific parameters, and we show the effects of three types of nonstationarities due to artifacts (trends, spikes, local variance change) in simulations of stochastic autoregressive processes. We also analyze the impact of LRC on the theoretical and estimated values of entropy measures. Finally, we apply entropy methods on heart rate variability data from subjects in different physiological states and clinical conditions. We find that entropy measures can only differentiate changes of specific types in cardiac dynamics and that appropriate preprocessing is vital for correct estimation and interpretation. Demonstrating the limitations of entropy methods and shedding light on how to mitigate bias and provide correct interpretations of results, this work can serve as a comprehensive reference for the application of entropy methods and the evaluation of existing studies.

Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

A new method-multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)-is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series.

Multiscale structure of time series revealed by the monotony spectrum

Observation of complex systems produces time series with specific dynamics at different time scales. The majority of the existing numerical methods for multiscale analysis first decompose the time series into several simpler components and the multiscale structure is given by the properties of their components. We present a numerical method which describes the multiscale structure of arbitrary time series without decomposing them. It is based on the monotony spectrum defined as the variation of the mean amplitude of the monotonic segments with respect to the mean local time scale during successive averagings of the time series, the local time scales being the durations of the monotonic segments. The maxima of the monotony spectrum indicate the time scales which dominate the variations of the time series. We show that the monotony spectrum can correctly analyze a diversity of artificial time series and can discriminate the existence of deterministic variations at large time scales from the random fluctuations. As an application we analyze the multifractal structure of some hydrological time series.

Relationship in Pacemaker Neurons Between the Long-Term Correlations of Membrane Voltage Fluctuations and the Corresponding Duration of the Inter-Spike Interval

Several studies of the behavior in the voltage and frequency fluctuations of the neural electrical activity have been performed. Here, we explored the particular association between behavior of the voltage fluctuations in the inter-spike segment (VFIS) and the inter-spike intervals (ISI) of F1 pacemaker neurons from H. aspersa, by disturbing the intracellular calcium handling with cadmium and caffeine. The scaling exponent α of the VFIS, as provided by detrended fluctuations analysis, in conjunction with the corresponding duration of ISI to estimate the determination coefficient R ² (48-50 intervals per neuron, N = 5) were all evaluated. The time-varying scaling exponent α(t) of VFIS was also studied (20 segments per neuron, N = 11). The R ² obtained in control conditions was 0.683 ([0.647 0.776] lower and upper quartiles), 0.405 [0.381 0.495] by using cadmium, and 0.151 [0.118 0.222] with caffeine (P < 0.05). A non-uniform scaling exponent α(t) showing a profile throughout the duration of the VFIS was further identified. A significant reduction of long-term correlations by cadmium was confirmed in the first part of this profile (P = 0.0001), but no significant reductions were detected by using caffeine. Our findings endorse that the behavior of the VFIS appears associated to the activation of different populations of ionic channels, which establish the neural membrane potential and are mediated by the intracellular calcium handling. Thus, we provide evidence to consider that the behavior of the VFIS, as determined by the scaling exponent α, conveys insights into mechanisms regulating the excitability of pacemaker neurons.

Intermittency-induced criticality in a resistor-inductor-diode circuit

The current fluctuations of a driven resistor-inductor-diode circuit are investigated here looking for signatures of critical behavior monitored by the driving frequency. The experimentally obtained time series of the voltage drop across the resistor (as directly proportional to the current flowing through the circuit) were analyzed by means of the method of critical fluctuations in analogy to thermal critical systems. Intermittent criticality was revealed for a critical frequency band signifying the transition between the normal rectifier phase in the low frequencies and a full-wave conducting, capacitorlike phase in the high frequencies. The transition possesses critical characteristics with a characteristic exponent p_{l}=1.65. A fractal analysis in terms of the rescale range (R/RSS) and detrended fluctuation analysis methods yielded results fully compatible with the critical dynamics analysis. Suggestions for the interpretation of the observed behavior in terms of p-n junction operation are discussed.

Transition of Temporal Scaling Behavior in Percolation Assisted Shear-branching Structure during Plastic Deformation

This paper explores the temporal scaling behavior induced shear-branching structure in response to variant temperatures and strain rates during plastic deformation of Zr-based bulk metallic glass (BMG). The data analysis based on the compression tests suggests that there are two states of shear-branching structures: the fractal structure with a long-range order at an intermediate temperature of 223 K and a larger strain rate of 2.5 × 10⁻² s⁻¹; the disordered structure dominated at other temperature and strain rate. It can be deduced from the percolation theory that the compressive ductility, e_c, can reach the maximum value at the intermediate temperature. Furthermore, a dynamical model involving temperature is given for depicting the shear-sliding process, reflecting the plastic deformation has fractal structure at the temperature of 223 K and strain rate of 2.5 × 10⁻² s⁻¹.

Power considerations for the application of detrended fluctuation analysis in gait variability studies

The assessment of gait variability using stochastic signal processing techniques such as detrended fluctuation analysis (DFA) has been shown to be a sensitive tool for evaluation of gait alterations due to aging and neuromuscular disease. However, previous studies have suggested that the application of DFA requires relatively long recordings (600 strides), which is difficult when working with clinical populations or older adults. In this paper we propose a model for predicting DFA variance in experimental data and conduct a Monte Carlo simulation to estimate the sample size and number of trials required to detect a change in DFA scaling exponent. We illustrate the model in a simulation to detect a difference of 0.1 (medium effect) between two groups of subjects when using short gait time series (100 to 200 strides) in the context of between- and within-subject designs. We assumed that the variance of DFA scaling exponent arises due to individual differences, time series length, and experimental error. Results showed that sample sizes required to achieve acceptable power of 80% are practically feasible, especially when using within-subject designs. For example, to detect a group difference in the DFA scaling exponent of 0.1, it would require either 25 subjects and 2 trials per subject or 12 subjects and 4 trials per subject using a within-subject design. We then compared plausibility of such power predictions to the empirically observed power from a study that required subjects to synchronize with a persistent fractal metronome. The results showed that the model adequately predicted the empirical pattern of results. Our power simulations could be used in conjunction with previous design guidelines in the literature when planning new gait variability experiments.