Wavelet analysis and scaling properties of time series

Prioritizing cervical cancer candidate genes using chaos game and fractal-based time series approach

Cervical cancer is one of the most severe threats to women worldwide and holds fourth rank in lethality. It is estimated that 604, 127 cervical cancer cases have been reported in 2020 globally. With advancements in high throughput technologies and bioinformatics, several cervical candidate genes have been proposed for better therapeutic strategies. In this paper, we intend to prioritize the candidate genes that are involved in cervical cancer progression through a fractal time series-based cross-correlations approach. we apply the chaos game representation theory combining a two-dimensional multifractal detrended cross-correlations approach among the known and candidate genes involved in cervical cancer progression to prioritize the candidate genes. We obtained 16 candidate genes that showed cross-correlation with known cancer genes. Functional enrichment analysis of the candidate genes shows that they involve GO terms: biological processes, cell-cell junction assembly, cell-cell junction organization, regulation of cell shape, cortical actin cytoskeleton organization, and actomyosin structure organization. KEGG pathway analysis revealed genes' role in Rap1 signaling pathway, ErbB signaling pathway, MAPK signaling pathway, PI3K-Akt signaling pathway, mTOR signaling pathway, Acute myeloid leukemia, chronic myeloid leukemia, Breast cancer, Thyroid cancer, Bladder cancer, and Gastric cancer. Further, we performed survival analysis and prioritized six genes CDH2, PAIP1, BRAF, EPB41L3, OSMR, and RUNX1 as potential candidate genes for cervical cancer that has a crucial role in tumor progression. We found that our study through this integrative approach an efficient tool and paved a new way to prioritize the candidate genes and these genes could be evaluated experimentally for potential validation. We suggest this may be useful in analyzing the nucleotide sequences and protein sequences for clustering, classification, class affiliation, etc.

Improved assessment sensitivity of time-varying cavitation events based on wavelet analysis

Ultrasonic cavitation, characterized by the oscillation or abrupt collapse of cavitation nuclei in response to ultrasound stimulation, plays a significant role in various applications within both industrial and biomedical sectors. In particular, inertial cavitation (IC) has garnered considerable attention due to the resulting mechanical, chemical, and thermal effects. Passive cavitation detection (PCD) has emerged as a valuable technique for monitoring this procedure. While the fast Fourier transform (FFT) is a widely used algorithm to analyze IC-induced broadband noise detected by PCD system, it may not adequately capture the time-varying instability of cavitation due to potential nuclei collapse during ultrasound irradiation. In contrast, the continuous wavelet transform offers a more flexible approach, enabling more sensitive analysis of signals with varying frequencies over time. In this study, nanodiamond (ND) and its derivative, nitro-doped nanodiamond (N-AND), known to possess cavitation potential from previous research, were chosen as the source of cavitation nuclei. The cavitation signals detected by PCD were subjected to both FFT and wavelet analyses, with their results comprehensively compared. This research showcased the feasibility of employing wavelet analysis for effective inertial cavitation evaluation. It provided the advantage of monitoring the temporal evolution of cavitation events in real-time, enhancing sensitivity to weak and unstable cavitation signals, especially those in higher order components (3rd and 4th order). Additionally, it yielded a higher level of precision in determining IC thresholds and doses. Furthermore, the inclusion of time information through wavelet analysis offered insights into the limitations of low-cycle ultrasound in inducing IC. This study introduces a novel perspective for more sensitive and precise cavitation assessment, leveraging time and frequency data from wavelet analysis, and holds promise for effective utilization of cavitation effects while minimizing losses and damages resulting from unintended cavitation events.

Characterizing stroke-induced changes in the variability of lower limb kinematics using multifractal detrended fluctuation analysis

Movement variability reflects the adaptation of the neuromuscular control system to internal or external perturbations, but its relationship to stroke-induced injury is still unclear. In this study, the multifractal detrended fluctuation analysis was used to explore the stroke-induced changes in movement variability by analyzing the joint angles in a treadmill-walking task. Eight healthy subjects and ten patients after stroke participated in the experiment, performing a treadmill-walking task at a comfortable speed. The kinematics data of the lower limbs were collected by the motion-capture system, and two indicators, the degree of multifractality (α) and degree of correlation [h(2)], were used to investigate the mechanisms underlying neuromuscular control. The results showed that the knee and ankle joint angles were multifractal and persistent at various scales, and there was a significant difference in the degree of multifractality and the degree of correlation at the knee and ankle joint angles among the three groups, with the values being ranked in the following order: healthy subjects < non-paretic limb < paretic limb. These observations highlighted increased movement variability and multifractal strength in patients after stroke due to neuromotor defects. This study provided evidence that multifractal detrended analysis of the angles of the knee and ankle joints is useful to investigate the changes in movement variability and multifractal after stroke. Further research is needed to verify and promote the clinical applications.

Investigation on Vibration Signal Characteristics in a Centrifugal Pump Using EMD-LS-MFDFA

Vibration signals from centrifugal pumps are nonlinear, non-smooth, and possess implied trend terms, which makes it difficult for traditional signal processing methods to accurately extract their fault characteristics and details. With a view to rectifying this, we introduced empirical mode decomposition (EMD) to extract the trend term signals. These were then refit using the least squares (LS) method. The result (EMD-LS) was then combined with multi-fractal theory to form a new signal identification method (EMD-LS-MFDFA), whose accuracy was verified with a binomial multi-fractal sequence (BMS). Then, based on the centrifugal pump test platform, the vibration signals of shell failures under different degrees of cavitation and separate states of loosened foot bolts were collected. The signals’ multi-fractal spectra parameters were analyzed using the EMD-LS-MFDFA method, from which five spectral parameters (Δα, Δf, α0, αmax, and αmin) were extracted for comparison and analysis. The results showed EMD-LS-MFDFA’s performance was closer to the BMS theoretical value than that of MFDFA, displayed high accuracy, and was fully capable of revealing the multiple fractal characteristics of the centrifugal pump fault vibration signal. Additionally, the mean values of the five types of multi-fractal spectral characteristic parameters it extracted were much greater than the normal state values. This indicates that the parameters could effectively distinguish the normal state and fault state of the centrifugal pump. Moreover, α0 and αmax had a smaller mean square than Δα, Δf and αmin, and their stability was higher. Thus, compared to the feature parameters extracted by MFDFA, our method could better realize the separation between the normal state, cavitation (whether slight, moderate, or severe), and when the anchor bolt was loose. This can be used to characterize centrifugal pump failure, quantify and characterize a pump’s different working states, and provide a meaningful reference for the diagnosis and study of pump faults.

Multifractal and cross-correlation analysis on mitochondrial genome sequences using chaos game representation

We characterized the multifractality and power-law cross-correlation of mitochondrial genomes of various species through the recently developed method which combines the chaos game representation theory and 2D-multifractal detrended cross-correlation analysis. In the present paper, we analyzed 32 mitochondrial genomes of different species and the obtained results show that all the analyzed data exhibit multifractal nature and power-law cross-correlation behaviour. Further, we performed a cluster analysis from the calculated scaling exponents to identify the class affiliation and its outcome is represented as a dendrogram. We suggest that this integrative approach may help the researchers to understand the phylogeny of any kingdom with their varying genome lengths and also this approach may find applications in characterizing the protein sequences, mRNA sequences, next-generation sequencing, and drug development, etc.

Multifractal analysis of financial markets: a review

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originated, multifractal analysis of financial markets has bloomed, forming one of the main directions of econophysics. We review the multifractal analysis methods and multifractal models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. We survey the cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods and discuss the sources of multifractality. The usefulness of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented. We finally discuss open problems and further directions of multifractal analysis.

Non-stationary dynamics in the bouncing ball: a wavelet perspective

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding to neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.

Differing self-similarity in light scattering spectra: a potential tool for pre-cancer detection

The fluctuations in the elastic light scattering spectra of normal and dysplastic human cervical tissues analyzed through wavelet transform based techniques reveal clear signatures of self-similar behavior in the spectral fluctuations. The values of the scaling exponent observed for these tissues indicate the differences in the self-similarity for dysplastic tissues and their normal counterparts. The strong dependence of the elastic light scattering on the size distribution of the scatterers manifests in the angular variation of the scaling exponent. Interestingly, the spectral fluctuations in both these tissues showed multi-fractality (non-stationarity in fluctuations), the degree of multi-fractality being marginally higher in the case of dysplastic tissues. These findings using the multi-resolution analysis capability of the discrete wavelet transform can contribute to the recent surge in the exploration for non-invasive optical tools for pre-cancer detection.

Multiresolution entropy measure for neuronal multiunit activity

It is known that the multiunit activity (MUA) reflects the status of population of neurons in the vicinity of an electrode. We provide a quantitative measure of the time-varying multiunit neuronal spiking activity using an entropy based approach. To verify the status embedded in the neuronal activity of a population of neurons, we incorporate the discrete wavelet transform (DWT) to isolate the inherent spiking activity of MUA from the noise and background cortical activity or field potentials. Owing to the decorrelating property of DWT, the spiking activity would be preserved while reducing the non-spiking component such as the background noise. By evaluating the entropy of the wavelet coefficients of the denoised MUA, a multiresolution entropy of the MUA signal is developed. The proposed entropy measure was tested in the analysis of both simulated noisy MUA and actual MUA recorded from cortex in rodent model which undergoes hypoxic-ischemic brain injury. Simulation and Experimental results demonstrate that the dynamics of a population can be quantified by using the proposed multiresolution entropy.

Spectral fluctuations of billiards with mixed dynamics: from time series to superstatistics

A statistical analysis of the eigenfrequencies of two sets of superconducting microwave billiards, one with mushroomlike shape and the other from the family of the Limaçon billiards, is presented. These billiards have mixed regular-chaotic dynamics but different structures in their classical phase spaces. The spectrum of each billiard is represented as a time series where the level order plays the role of time. Two most important findings follow from the time series analysis. First, the spectra can be characterized by two distinct relaxation lengths. This is a prerequisite for the validity of the superstatistical approach, which is based on the folding of two distribution functions. Second, the shape of the resulting probability density function of the so-called superstatistical parameter is reasonably approximated by an inverse chi2 distribution. This distribution is used to compute nearest-neighbor spacing distributions and compare them with those of the resonance frequencies of billiards with mixed dynamics within the framework of superstatistics. The obtained spacing distribution is found to present a good description of the experimental ones and is of the same or even better quality as a number of other spacing distributions, including the one from Berry and Robnik. However, in contrast to other approaches toward a theoretical description of spectral properties of systems with mixed dynamics, superstatistics also provides a description of properties of the eigenfunctions in terms of a superstatistical generalization of the Porter-Thomas distribution. Indeed, the inverse chi2 parameter distribution is found suitable for the analysis of experimental resonance strengths in the Limaçon billiards within the framework of superstatistics.

Wavelet transforms in a critical interface model for Barkhausen noise

We discuss the application of wavelet transforms to a critical interface model which is known to provide a good description of Barkhausen noise in soft ferromagnets. The two-dimensional version of the model (one-dimensional interface) is considered, mainly in the adiabatic limit of very slow driving. On length scales shorter than a crossover length (which grows with the strength of the surface tension), the effective interface roughness exponent zeta is approximately 1.20 , close to the expected value for the universality class of the quenched Edwards-Wilkinson model. We find that the waiting times between avalanches are fully uncorrelated, as the wavelet transform of their autocorrelations scales as white noise. Similarly, detrended size-size correlations give a white-noise wavelet transform. Consideration of finite driving rates, still deep within the intermittent regime, shows the wavelet transform of correlations scaling as 1/f(1.5) for intermediate frequencies. This behavior is ascribed to intra-avalanche correlations.

Analysis and visualization of multiply oriented lattice structures by a two-dimensional continuous wavelet transform

The phase-field-crystal model [K. R. Elder and M. Grant, Phys. Rev. E 70, 051605 (2004)] produces multigrain structures on atomistic length scale but on diffusive time scales. Since individual atoms are resolved but are treated identically it is difficult to distinguish the exact position of grain boundaries and defects within grains. In order to analyze and visualize the whole grains a two-dimensional wavelet transform has been developed, which is capable of extracting grain boundaries and the lattice orientation of a grain relative to a laboratory frame of reference. This transformation makes it possible not only to easily visualize the multigrain structure, but also to perform exact measurements on low- and high-angle boundaries, grain size distributions and boundary-angle distributions, which can then be compared to experimental data. The presented wavelet transform can also be applied to results of other atomistic simulations, e.g., molecular dynamics or granular materials.

Wavelet versus detrended fluctuation analysis of multifractal structures

We perform a comparative study of applicability of the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus maxima (WTMM) method in proper detecting of monofractal and multifractal character of data. We quantify the performance of both methods by using different sorts of artificial signals generated according to a few well-known exactly soluble mathematical models: monofractal fractional Brownian motion, bifractal Lévy flights, and different sorts of multifractal binomial cascades. Our results show that in the majority of situations in which one does not know a priori the fractal properties of a process, choosing MFDFA should be recommended. In particular, WTMM gives biased outcomes for the fractional Brownian motion with different values of Hurst exponent, indicating spurious multifractality. In some cases WTMM can also give different results if one applies different wavelets. We do not exclude using WTMM in real data analysis, but it occurs that while one may apply MFDFA in a more automatic fashion, WTMM must be applied with care. In the second part of our work, we perform an analogous analysis on empirical data coming from the American and from the German stock market. For this data both methods detect rich multifractality in terms of broad f(alpha), but MFDFA suggests that this multifractality is poorer than in the case of WTMM.