Magnitude and sign correlations in heartbeat fluctuations

Nonlinear Heart Rate Variability Analysis for Sleep Stage Classification Using Integration of Ballistocardiogram and Apple Watch

Purpose

Wearable or non-contact, non-intrusive devices present a practical alternative to traditional polysomnography (PSG) for daily assessment of sleep quality. Physiological signals have been known to be nonlinear and nonstationary as the body adapts to states of rest or activity. By integrating more sophisticated nonlinear methodologies, the accuracy of sleep stage identification using such devices can be improved. This advancement enables individuals to monitor and adjust their sleep patterns more effectively without visiting sleep clinics.

Patients and Methods

Six participants slept for three cycles of at least three hours each, wearing PSG as a reference, along with an Apple Watch, an actigraphy device, and a ballistocardiography (BCG) bed sensor. The physiological signals were processed with nonlinear methods and trained with a long short-term memory (LSTM) model to classify sleep stages. Nonlinear methods, such as return maps with advanced techniques to analyze the shape and asymmetry in physiological signals, were used to relate these signals to the autonomic nervous system (ANS). The changing dynamics of cardiac signals in restful or active states, regulated by the ANS, were associated with sleep stages and quality, which were measurable.

Results

Approximately 73% agreement was obtained by comparing the combination of the BCG and Apple Watch signals against a PSG reference system to classify rapid eye movement (REM) and non-REM sleep stages.

Conclusion

Utilizing nonlinear methods to evaluate cardiac dynamics showed an improved sleep quality detection with the non-intrusive devices in this study. A system of non-intrusive devices can provide a comprehensive outlook on health by regularly measuring sleeping patterns and quality over time, offering a relatively accessible method for participants. Additionally, a non-intrusive system can be integrated into a user's or clinic's bedroom environment to measure and evaluate sleep quality without negatively impacting sleep. Devices placed around the bedroom could measure user vitals over longer periods with minimal interaction from the user, representing their natural sleeping trends for more accurate health and sleep disorder diagnosis.

Physics-informed and data-driven discovery of governing equations for complex phenomena in heterogeneous media

Rapid evolution of sensor technology, advances in instrumentation, and progress in devising data-acquisition software and hardware are providing vast amounts of data for various complex phenomena that occur in heterogeneous media, ranging from those in atmospheric environment, to large-scale porous formations, and biological systems. The tremendous increase in the speed of scientific computing has also made it possible to emulate diverse multiscale and multiphysics phenomena that contain elements of stochasticity or heterogeneity, and to generate large volumes of numerical data for them. Thus, given a heterogeneous system with annealed or quenched disorder in which a complex phenomenon occurs, how should one analyze and model the system and phenomenon, explain the data, and make predictions for length and time scales much larger than those over which the data were collected? We divide such systems into three distinct classes. (i) Those for which the governing equations for the physical phenomena of interest, as well as data, are known, but solving the equations over large length scales and long times is very difficult. (ii) Those for which data are available, but the governing equations are only partially known, in the sense that they either contain various coefficients that must be evaluated based on the data, or that the number of degrees of freedom of the system is so large that deriving the complete equations is very difficult, if not impossible, as a result of which one must develop the governing equations with reduced dimensionality. (iii) In the third class are systems for which large amounts of data are available, but the governing equations for the phenomena of interest are not known. Several classes of physics-informed and data-driven approaches for analyzing and modeling of the three classes of systems have been emerging, which are based on machine learning, symbolic regression, the Koopman operator, the Mori-Zwanzig projection operator formulation, sparse identification of nonlinear dynamics, data assimilation combined with a neural network, and stochastic optimization and analysis. This perspective describes such methods and the latest developments in this highly important and rapidly expanding area and discusses possible future directions.

Multi-fractal detrended cross-correlation heatmaps for time series analysis

Complex systems in biology, climatology, medicine, and economy hold emergent properties such as non-linearity, adaptation, and self-organization. These emergent attributes can derive from large-scale relationships, connections, and interactive behavior despite not being apparent from their isolated components. It is possible to better comprehend complex systems by analyzing cross-correlations between time series. However, the accumulation of non-linear processes induces multiscale structures, therefore, a spectrum of power-law exponents (the fractal dimension) and distinct cyclical patterns. We propose the Multifractal detrended cross-correlation heatmaps (MF-DCCHM) based on the DCCA cross-correlation coefficients with sliding boxes, a systematic approach capable of mapping the relationships between fluctuations of signals on different scales and regimes. The MF-DCCHM uses the integrated series of magnitudes, sliding boxes with sizes of up to 5% of the entire series, and an average of DCCA coefficients on top of the heatmaps for the local analysis. The heatmaps have shown the same cyclical frequencies from the spectral analysis across different multifractal regimes. Our dataset is composed of sales and inventory from the Brazilian automotive sector and macroeconomic descriptors, namely the Gross Domestic Product (GDP) per capita, Nominal Exchange Rate (NER), and the Nominal Interest Rate (NIR) from the Central Bank of Brazil. Our results indicate cross-correlated patterns that can be directly compared with the power-law spectra for multiple regimes. We have also identified cyclical patterns of high intensities that coincide with the Brazilian presidential elections. The MF-DCCHM uncovers non-explicit cyclic patterns, quantifies the relations of two non-stationary signals (noise effect removed), and has outstanding potential for mapping cross-regime patterns in multiple domains.

Dynamic scaling of stochastic thermodynamic observables for chemical reactions at and away from equilibrium

Physical kinetic roughening processes are well-known to exhibit universal scaling of observables that fluctuate in space and time. Are there analogous dynamic scaling laws that are unique to the chemical reaction mechanisms available synthetically and occurring naturally? Here, we formulate an approach to the dynamic scaling of stochastic fluctuations in thermodynamic observables at and away from equilibrium. Both analytical expressions and numerical simulations confirm our dynamic scaling ansatz with associated scaling exponents, function, and law. A survey of common chemical mechanisms reveals classes that organize according to the molecularity of the reactions involved, the nature of the reaction vessel and external reservoirs, (non)equilibrium conditions, and the extent of autocatalysis in the reaction network. Varying experimental parameters, such as temperature, can cause coupled reactions capable of chemical feedback to transition between these classes. While path observables, such as the dynamical activity, have scaling exponents that are time-independent, the variance in the entropy production and flow can have time-dependent scaling exponents and self-averaging properties as a result of temporal correlations that emerge during thermodynamically irreversible processes. Altogether, these results establish dynamic universality classes in the nonequilibrium fluctuations of thermodynamic observables for well-mixed chemical reactions.

Ensemble of coupling forms and networks among brain rhythms as function of states and cognition

The current paradigm in brain research focuses on individual brain rhythms, their spatiotemporal organization, and specific pairwise interactions in association with physiological states, cognitive functions, and pathological conditions. Here we propose a conceptually different approach to understanding physiologic function as emerging behavior from communications among distinct brain rhythms. We hypothesize that all brain rhythms coordinate as a network to generate states and facilitate functions. We analyze healthy subjects during rest, exercise, and cognitive tasks and show that synchronous modulation in the micro-architecture of brain rhythms mediates their cross-communications. We discover that brain rhythms interact through an ensemble of coupling forms, universally observed across cortical areas, uniquely defining each physiological state. We demonstrate that a dynamic network regulates the collective behavior of brain rhythms and that network topology and links strength hierarchically reorganize with transitions across states, indicating that brain-rhythm interactions play an essential role in generating physiological states and cognition.

The finding and researching algorithm for potentially oscillating enzymatic systems

Many processes in living organisms are subject to periodic oscillations at different hierarchical levels of their organization: from molecular-genetic to population and ecological. Oscillatory processes are responsible for cell cycles in both prokaryotes and eukaryotes, for circadian rhythms, for synchronous coupling of respiration with cardiac contractions, etc. Fluctuations in the numbers of organisms in natural populations can be caused by the populations' own properties, their age structure, and ecological relationships with other species. Along with experimental approaches, mathematical and computer modeling is widely used to study oscillating biological systems. This paper presents classical mathematical models that describe oscillatory behavior in biological systems. Methods for the search for oscillatory molecular-genetic systems are presented by the example of their special case - oscillatory enzymatic systems. Factors influencing the cyclic dynamics in living systems, typical not only of the molecular-genetic level, but of higher levels of organization as well, are considered. Application of different ways to describe gene networks for modeling oscillatory molecular-genetic systems is considered, where the most important factor for the emergence of cyclic behavior is the presence of feedback. Techniques for finding potentially oscillatory enzymatic systems are presented. Using the method described in the article, we present and analyze, in a step-by-step manner, first the structural models (graphs) of gene networks and then the reconstruction of the mathematical models and computational experiments with them. Structural models are ideally suited for the tasks of an automatic search for potential oscillating contours (linked subgraphs), whose structure can correspond to the mathematical model of the molecular-genetic system that demonstrates oscillatory behavior in dynamics. At the same time, it is the numerical study of mathematical models for the selected contours that makes it possible to confirm the presence of stable limit cycles in them. As an example of application of the technology, a network of 300 metabolic reactions of the bacterium Escherichia coli was analyzed using mathematical and computer modeling tools. In particular, oscillatory behavior was shown for a loop whose reactions are part of the tryptophan biosynthesis pathway.

Extended Methodology for DFA and DCCA: Application of Automatic Search Procedure and Correlation Map to the Weierstrass-Mandelbrot Functions

Detrended fluctuation analysis and detrended cross-correlation analysis are used in this study to identify and characterize correlated data. The objective of these two techniques is to separate different fluctuations from the contributions due to external trends by evaluating the autocorrelation and cross-correlation exponents, in order to determine if scale properties persist with the size of the series. Two new methodologies were extended from cross-correlation coefficients for local analysis, which we call the \textit{automatic search procedure.

Cardiac Autonomic Response to Active Standing in Calcific Aortic Valve Stenosis

Aortic stenosis is a progressive heart valve disorder characterized by calcification of the leaflets. Heart rate variability (HRV) analysis has been proposed for assessing the heart response to autonomic activity, which is documented to be altered in different cardiac diseases. The objective of the study was to evaluate changes of HRV in patients with aortic stenosis by an active standing challenge. Twenty-two volunteers without alterations in the aortic valve (NAV) and twenty-five patients diagnosed with moderate and severe calcific aortic valve stenosis (AVS) participated in this cross-sectional study. Ten minute electrocardiograms were performed in a supine position and in active standing positions afterwards, to obtain temporal, spectral, and scaling HRV indices: mean value of all NN intervals (meanNN), low-frequency (LF) and high-frequency (HF) bands spectral power, and the short-term scaling indices (α1 and αsign1). The AVS group showed higher values of LF, LF/HF and αsign1 compared with the NAV group at supine position. These patients also expressed smaller changes in meanNN, LF, HF, LF/HF, α1, and αsign1 between positions. In conclusion, we confirmed from short-term recordings that patients with moderate and severe calcific AVS have a decreased cardiac parasympathetic supine response and that the dynamic of heart rate fluctuations is modified compared to NAV subjects, but we also evidenced that they manifest reduced autonomic adjustments caused by the active standing challenge.

A surrogate approach to estimate the intrinsic multifractality in financial returns using adaptive network-based fuzzy inference system (ANFIS)

The multifractal behaviors in financial markets results from temporal correlations as well as broad distribution. To evaluate the intrinsic multifractality caused by temporal correlations, surrogate approach is employed under the rank order remapping technique and sign randomization. In contrast to raw multifractality, it is found that intrinsic multifractality is more stable across many years. In this work, we utilize ANFIS model for estimating the intrinsic multifractality in financial returns. Furthermore, the intrinsic multifractality of serial major instruments are highly correlated, which can be served as an index of global market.

Thermal effects on cardiac alternans onset and development: A spatiotemporal correlation analysis

Alternans of cardiac action potential duration represent critical precursors for the development of life-threatening arrhythmias and sudden cardiac death. The system's thermal state affects these electrical disorders requiring additional theoretical and experimental efforts to improve a patient-specific clinical understanding. In such a scenario, we generalize a recent work from Loppini et al. [Phys. Rev. E 100, 020201(R) (2019)PREHBM2470-004510.1103/PhysRevE.100.020201] by performing an extended spatiotemporal correlation study. We consider high-resolution optical mapping recordings of canine ventricular wedges' electrical activity at different temperatures and pacing frequencies. We aim to recommend the extracted characteristic length as a potential predictive index of cardiac alternans onset and evolution within a wide range of system states. In particular, we show that a reduction of temperature results in a drop of the characteristic length, confirming the impact of thermal instabilities on cardiac dynamics. Moreover, we theoretically investigate the use of such an index to identify and predict different alternans regimes. Finally, we propose a constitutive phenomenological law linking conduction velocity, characteristic length, and temperature in view of future numerical investigations.

Network Physiology of Exercise: Vision and Perspectives

The basic theoretical assumptions of Exercise Physiology and its research directions, strongly influenced by reductionism, may hamper the full potential of basic science investigations, and various practical applications to sports performance and exercise as medicine. The aim of this perspective and programmatic article is to: (i) revise the current paradigm of Exercise Physiology and related research on the basis of principles and empirical findings in the new emerging field of Network Physiology and Complex Systems Science; (ii) initiate a new area in Exercise and Sport Science, Network Physiology of Exercise (NPE), with focus on basic laws of interactions and principles of coordination and integration among diverse physiological systems across spatio-temporal scales (from the sub-cellular level to the entire organism), to understand how physiological states and functions emerge, and to improve the efficacy of exercise in health and sport performance; and (iii) to create a forum for developing new research methodologies applicable to the new NPE field, to infer and quantify nonlinear dynamic forms of coupling among diverse systems and establish basic principles of coordination and network organization of physiological systems. Here, we present a programmatic approach for future research directions and potential practical applications. By focusing on research efforts to improve the knowledge about nested dynamics of vertical network interactions, and particularly, the horizontal integration of key organ systems during exercise, NPE may enrich Basic Physiology and diverse fields like Exercise and Sports Physiology, Sports Medicine, Sports Rehabilitation, Sport Science or Training Science and improve the understanding of diverse exercise-related phenomena such as sports performance, fatigue, overtraining, or sport injuries.

Can the Detrended Fluctuation Analysis Reveal Nonlinear Components of Heart Rate Variabilityƒ

The Detrended Fluctuation Analysis (DFA) is widely employed to quantify the fractal dynamics of R-R intervals (RRI). This is usually done by estimating a short- and a long-term coefficient, but it is still unclear how much the information provided by such a bi-scale DFA is independent of that of traditional spectral indices. However, more sophisticated DFA approaches have been recently proposed, including the multifractal-multiscale DFA and the DFA for magnitude and sign of RRI changes. The aim of our work is to investigate whether novel DFA approaches allow extracting the information on the nonlinear RRI dynamics that traditional spectral methods cannot retrieve.We selected 4-hour segments of beat-by-beat RRI series from a 24-hour Holter recording, one during daytime (wake), one at night (sleep) in a healthy volunteer. From the wake segment, we generated 100 surrogate series shuffling the phases but preserving the power spectrum, and then from each of the resulting RRI series, we generated the series of the sign and the series of the magnitude of successive RRI changes. We generated similar series from the sleep recording. Thus, we finally obtained 6 original beat-to-beat series to be compared with 600 surrogate series, each of 4-hour duration.The comparison between original and surrogate series showed that for this experimental setting, the traditional monofractal DFA provides the same information retrievable by the power spectrum. However, specific components of the multifractal DFA reveal information not detectable by the power spectrum, particularly in the sleep condition. Furthermore, the DFA of the magnitude of RRI changes reflects important nonlinear components. Therefore, these more sophisticated DFA approaches might effectively improve the clinical value of RRI variability analysis.

Stress and Anxiety Measurement "In-the-Wild" Using Quality-aware Multi-scale HRV Features

Heart rate variability (HRV) has been studied in the context of human behavior analysis and many features have been extracted from the inter-beat interval (RR) time series and tested as correlates of constructs such as mental workload, stress and anxiety. Most studies, however, have been conducted in controlled laboratory environments with artificially-induced psychological responses. While this assures that high quality data are collected, the amount of data is limited and the transferability of the findings to more ecologically-appropriate settings (i.e., "in-the-wild") remains unknown. In this paper, we explore the use of motif-based multi-scale HRV features to predict anxiety and stress in-the-wild. To further improve their robustness to artifacts, we propose a quality-aware feature aggregation method. The new quality-aware features are tested on a dataset collected using a wearable biometric sensor from over 200 hospital workers (nurses and staff) during their work shifts. Results show improved stress/anxiety measurement over using conventional time- and frequency-domain HRV measures.

Nonlinear correlations in multifractals: Visibility graphs of magnitude and sign series

Correlations in a multifractal series have been investigated extensively. Almost all approaches try to find scaling features of a given time series. However, the scaling analysis has always been encountered with some difficulties. Of particular importance is finding a proper scaling region and removing the impact of the probability distribution function of the series on the correlation extraction methods. In this article, we apply the horizontal visibility graph algorithm to map a stochastic time series into networks. By investigating the magnitude and sign of a multifractal time series, we show that one can detect linear as well as nonlinear correlations, even for situations that have been considered as uncorrelated noises by typical approaches such as the multifractal detrended fluctuation analysis. Furthermore, we introduce a topological parameter that can well measure the strength of nonlinear correlations. This parameter is independent of the probability distribution function and calculated without the need to find any scaling region. Our findings may provide new insights about the multifractal analysis of a time series in a variety of complex systems.

Fractal nature of groundwater level fluctuations affected by riparian zone vegetation water use and river stage variations

Groundwater systems affected by various factors can exhibit complex fractal behaviors, whose reliable characterization however is not straightforward. This study explores the fractal scaling behavior of the groundwater systems affected by plant water use and river stage fluctuations in the riparian zone, using multifractal detrended fluctuation analysis (MFDFA). The multifractal spectrum based on the local Hurst exponent is used to quantify the complexity of fractal nature. Results show that the water level variations at the riparian zone of the Colorado River, USA, exhibit multifractal characteristics mainly caused by the memory of time series of the water level fluctuations. The groundwater level at the monitoring well close to the river characterizes the season-dependent scaling behavior, including persistence from December to February and anti-persistence from March to November. For the site with high-density plants (Tamarisk ramosissima, which requires direct access to groundwater as its source of water), the groundwater level fluctuation becomes persistent in spring and summer, since the plants have the most significant and sustained influence on the groundwater in these seasons, which can result in stronger memory of the water level fluctuation. Results also show that the high-density plants weaken the complexity of the multifractal property of the groundwater system. In addition, the groundwater level variations at the site close to the river exhibit the most complex multifractality due to the influence of the river stage fluctuation.

Decomposing the complexity of heart-rate variability by the multifractal-multiscale approach to detrended fluctuation analysis: an application to low-level spinal cord injury

OBJECTIVE

While several studies have assessed autonomic cardiovascular control after a spinal cord lesion using heart-rate variability (HRV) indices in the frequency and time domains, complexity measures have rarely been used, even if detrended fluctuation analysis (DFA) appeared promising. Recent developments in DFA decompose the multifractal contributions using temporal scales. Our aim is to evaluate the potential of these new DFA tools, considering as an example application the decomposition of HRV complexity in individuals with spinal cord injury (SCI) at a low lesion level, for whom alterations in traditional indices are not expected.

APPROACH

We enrolled 14 subjects with SCI with a lesion below the eleventh thoracic vertebra and 34 able-bodied (AB) controls. We recorded the R-R intervals (RRI) for 10 min in supine and sitting postures. We applied the multifractal-multiscale (MFMS) DFA to derive scale coefficients, α(q,τ), with function of the multifractal order q and scale τ, and evaluated a scale-coefficient dispersion index, α _SD(τ), as the standard deviation of α(q,τ) over q. We calculated the RRI increments, their magnitude and sign, estimating the MFMS DFA coefficients for the series of magnitude α _m(q,τ) and sign α _s(q,τ).

MAIN RESULTS

While sitting, differences between SCI and AB groups depended on q for coefficients 16  <  τ  <  32 s, so that α _SD(τ) was lower in individuals with SCI at τ  =  25 s. In the supine condition, short-term scales were greater in individuals with SCI for all q, and α _SD(τ) did not differ between groups. Group differences were found in α _s(q,τ) and not in α _m(q,τ) or in traditional HRV indices. The surrogate analysis showed AB-SCI differences in linear HRV components at scales τ  <  16 s and nonlinear components at larger scales.

SIGNIFICANCE

Complexity decomposition by DFA describes autonomic alterations in HRV in low-level paraplegia better than traditional indices, probably pointing out a loss of system complexity in the sitting posture and an impaired sympatho/vagal modulation in the supine position.

Falk T. Multi-Scale Heart Beat Entropy Measures for Mental Workload Assessment of Ambulant Users

Mental workload assessment is crucial in many real life applications which require constant attention and where imbalance of mental workload resources may cause safety hazards. As such, mental workload and its relationship with heart rate variability (HRV) have been well studied in the literature. However, the majority of the developed models have assumed individuals are not ambulant, thus bypassing the issue of movement-related electrocardiography (ECG) artifacts and changing heart beat dynamics due to physical activity. In this work, multi-scale features for mental workload assessment of ambulatory users is explored. ECG data was sampled from users while they performed different types and levels of physical activity while performing the multi-attribute test battery (MATB-II) task at varying difficulty levels. Proposed features are shown to outperform benchmark ones and further exhibit complementarity when used in combination. Indeed, results show gains over the benchmark HRV measures of 24.41% in accuracy and of 27.97% in F1 score can be achieved even at high activity levels.

The relationship between multiscale dynamics in tremulous motion of upper limb when aiming and aiming performance in different physical load conditions

The dynamics of tremulous motion in the upper limb is complex. We aimed to explore the relationship between the complexity of upper limb tremor when aiming and aiming performance and the influences of physical load on the two outcomes. Fifteen modern pentathlon athletes were recruited and completed two 1000-m treadmill running and three 60-s standard aiming task trials: one at baseline and each of the other two immediately after each running. The time series of light spot trace on the target was measured using a high-speed camera. The complexity of this time series was quantified using multiscale entropy. The effective aiming rate was used to assess the aiming performance. We observed that participants with lower tremor complexity had lower effective aiming rate across three physical load conditions (r² > 0.38, p < 0.01). Physical load decreased both tremor complexity (F = 4.8, p = 0.01) and effective aiming rate (F = 13.5, p < 0.0001), but no difference was observed after 1000-m running compared to that after 2000-m running. The per cent change of tremor complexity associated with the change of effective aiming rate (r² = 0.55, p < 0.0001). This pilot study demonstrates that multiscale complexity of tremulous motion in the upper limb when aiming may serve as a novel marker to assess the physiologic system functionality when aiming.

Spatiotemporal correlation uncovers characteristic lengths in cardiac tissue

Complex spatiotemporal patterns of action potential duration have been shown to occur in many mammalian hearts due to period-doubling bifurcations that develop with increasing frequency of stimulation. Here, through high-resolution optical mapping experiments and mathematical modeling, we introduce a characteristic spatial length of cardiac activity in canine ventricular wedges via a spatiotemporal correlation analysis, at different stimulation frequencies and during fibrillation. We show that the characteristic length ranges from 40 to 20 cm during one-to-one responses and it decreases to a specific value of about 3 cm at the transition from period-doubling bifurcation to fibrillation. We further show that during fibrillation, the characteristic length is about 1 cm. Another significant outcome of our analysis is the finding of a constitutive phenomenological law obtained from a nonlinear fitting of experimental data which relates the conduction velocity restitution curve with the characteristic length of the system. The fractional exponent of 3/2 in our phenomenological law is in agreement with the domain size remapping required to reproduce experimental fibrillation dynamics within a realistic cardiac domain via accurate mathematical models.

Investigation of Linear and Nonlinear Properties of a Heartbeat Time Series Using Multiscale Rényi Entropy

The time series of interbeat intervals of the heart reveals much information about disease and disease progression. An area of intense research has been associated with cardiac autonomic neuropathy (CAN). In this work we have investigated the value of additional information derived from the magnitude, sign and acceleration of the RR intervals. When quantified using an entropy measure, these time series show statistically significant differences between disease classes of Normal, Early CAN and Definite CAN. In addition, pathophysiological characteristics of heartbeat dynamics provide information not only on the change in the system using the first difference but also the magnitude and direction of the change measured by the second difference (acceleration) with respect to sequence length. These additional measures provide disease categories to be discriminated and could prove useful for non-invasive diagnosis and understanding changes in heart rhythm associated with CAN.

Multifractal Dynamic Functional Connectivity in the Resting-State Brain

Assessing the functional connectivity (FC) of the brain has proven valuable in enhancing our understanding of brain function. Recent developments in the field demonstrated that FC fluctuates even in the resting state, which has not been taken into account by the widely applied static approaches introduced earlier. In a recent study using functional near-infrared spectroscopy (fNIRS) global dynamic functional connectivity (DFC) has also been found to fluctuate according to scale-free i.e., fractal dynamics evidencing the true multifractal (MF) nature of DFC in the human prefrontal cortex. Expanding on these findings, we performed electroencephalography (EEG) measurements in 14 regions over the whole cortex of 24 healthy, young adult subjects in eyes open (EO) and eyes closed (EC) states. We applied dynamic graph theoretical analysis to capture DFC by computing the pairwise time-dependent synchronization between brain regions and subsequently calculating the following dynamic graph topological measures: Density, Clustering Coefficient, and Efficiency. We characterized the dynamic nature of these global network metrics as well as local individual connections in the networks using focus-based multifractal time series analysis in all traditional EEG frequency bands. Global network topological measures were found fluctuating–albeit at different extent–according to true multifractal nature in all frequency bands. Moreover, the monofractal Hurst exponent was found higher during EC than EO in the alpha and beta bands. Individual connections showed a characteristic topology in their fractal properties, with higher autocorrelation owing to short-distance connections–especially those in the frontal and pre-frontal cortex–while long-distance connections linking the occipital to the frontal and pre-frontal areas expressed lower values. The same topology was found with connection-wise multifractality in all but delta band connections, where the very opposite pattern appeared. This resulted in a positive correlation between global autocorrelation and connection-wise multifractality in the higher frequency bands, while a strong anticorrelation in the delta band. The proposed analytical tools allow for capturing the fine details of functional connectivity dynamics that are evidently present in DFC, with the presented results implying that multifractality is indeed an inherent property of both global and local DFC.

Differences in nonlinear heart dynamics during rest and exercise and for different training

OBJECTIVE

In this work we want to analyze differences in nonlinear properties between rest and exercise and also to study the permanent effects of physical exercise on heart rate dynamics.

APPROACH

It has been shown that physical exercise alters heart dynamics by increasing heart rate and decreasing variability, modifying spectral power and linear correlations, etc. We hypothesize that physical exercise should also reduce nonlinearity in the heartbeat time series. To quantify nonlinearity in the heartbeat time series, we use an index of nonlinearity recently proposed by Bernaola et al based on correlations of the magnitude time series.

MAIN RESULTS

Our results confirm our initial hypothesis of loss of nonlinearity during physical exercise. Moreover, regarding the permanent effects of physical exercise on heart rate dynamics, we also obtain that aerobic physical training tends to increase nonlinearity in heart dynamics during rest.

SIGNIFICANCE

It is well-known that heart dynamics are controlled by complex interactions between the sympathetic and parasympathetic branches of the autonomic nervous system. Moreover, these two branches act in a competing way, resulting in a clear parasympathetic withdrawal and sympathetic activation during physical exercise. We associate these interactions during physical exercise with a drastic loss of nonlinear properties in the heartbeat time series, revealing the importance of nonlinearity measures in the study of complex systems.

Multifractal Analysis Reveals Decreased Non-linearity and Stronger Anticorrelations in Heart Period Fluctuations of Fibromyalgia Patients

Objective: To characterize the multifractal behavior of the beat to beat heart-period or RR fluctuations in fibromyalgia patients (FM) in comparison with healthy-matched subjects.

Methods: Multifractral detrended fluctuation analysis (MDFA) was used to study multifractality in heartbeat times-series from 30 female healthy subjects and 30 female patients with fibromyalgia during day and night periods.The multifractal changes as derived from the magnitude and sign analysis of these RR fluctuations were also assessed.

Results: The RR fluctuations dynamics of healthy subjects showed a broad multifractal spectrum. By contrast, a noticeable decrease in multifractality and non-linearity was observed for patients with fibromyalgia. In addition, the spectra corresponding to FM subjects were located on the average to the right of the spectra of healthy individuals, indicating that the local scaling exponents reflect a smoother behavior compared to healthy dynamics. Moreover, the multifractal analysis as applied to the magnitude and sign heartbeat series confirmed that, in addition to a decreased nonlinearity, fibromyalgia patients presented stronger anticorrelation in directionality, which did not remain invariant for small or rather larger fluctuations as it occurred in healthy subjects.

Conclusion: When compared to healthy controls, fibromyalgia patients display decreased nonlinearity and stronger anticorrelations in heart period fluctuations. These findings reinforce the hypothesis of the potential role of the dysfunctional autonomic nervous system in the pathogenesis of fibromyalgia.

Optimizing the detection of nonstationary signals by using recurrence analysis

Recurrence analysis and its quantifiers are strongly dependent on the evaluation of the vicinity threshold parameter, i.e., the threshold to regard two points close enough in phase space to be considered as just one. We develop a new way to optimize the evaluation of the vicinity threshold in order to assure a higher level of sensitivity to recurrence quantifiers to allow the detection of even small changes in the dynamics. It is used to promote recurrence analysis as a tool to detect nonstationary behavior of time signals or space profiles. We show that the ability to detect small changes provides information about the present status of the physical process responsible to generate the signal and offers mechanisms to predict future states. Here, a higher sensitive recurrence analysis is proposed as a precursor, a tool to predict near future states of a particular system, based on just (experimentally) obtained signals of some available variables of the system. Comparisons with traditional methods of recurrence analysis show that the optimization method developed here is more sensitive to small variations occurring in a signal. The method is applied to numerically generated time series as well as experimental data from physiology.

A Patient Suffering From Neurodegenerative Disease May Have a Strengthened Fractal Gait Rhythm

Scale invariance in stride series, namely, the series shows similar patterns across multiple time scales, is used widely as a non-invasive identifier of health assessment. Detailed calculations in the literature with standard tools, such as de-trended fluctuation analysis and wavelet transform modulus maxima seem to lead a conclusion that patients suffering from neurodegenerative diseases have weakened fractal gait rhythm compared with healthy persons. These variance-based methods are dynamical mechanism dependent, namely, for some dynamical process the scale invariance cannot be detected qualitatively, while for some others the scale invariance can be detected correctly, but the estimated value of scaling exponent is not correct. Generally, we have limited knowledge on the dynamical mechanism. What is more, the stride series for the patients have a typical finite length of ~300, which may lead to unreasonable statistical fluctuations to the evaluation procedure. Hence, how a neurodegenerative disorder disease affects the scale invariance is still an open problem. In this paper the balanced estimation of diffusion entropy (cBEDE) is used to overcome the limitations. The volunteers include healthy individuals and patients with/without freezing of gait (FOG). It is found that scale invariance exists widely in the gait time series for all the individuals. The average of scaling exponents for patients suffering from FOG is similar with or larger than that for healthy individuals, and similar with that for patients without FOG. The patients not suffering from FOG have an average of scaling exponent significantly larger than that for healthy people. From the results estimated by cBEDE, we can conclude that a patient may have an increased scaling exponent, which is contradictory qualitatively with that in the literatures.

Integer-dimensional fractals of nonlinear dynamics, control mechanisms, and physical implications

Fractal dimensionality is accepted as a measure of complexity for systems that cannot be described by integer dimensions. However, fractal control mechanisms, physical implications, and relations to nonlinear dynamics have not yet been fully clarified. Herein we explore these issues in a spacetime using a nonlinear integrated model derived by applying Newton’s second law into self-regulating systems. We discover that (i) a stochastic stable fixed point exhibits self-similarity and long-term memory, while a deterministic stable fixed point usually only exhibits self-similarity, if our observation scale is large enough; (ii) stochastic/deterministic period cycles and chaos only exhibit long-term memory, but also self-similarity for even restorative delays; (iii) fractal level of a stable fixed point is controlled primarily by the wave indicators that reflect the relative strength of extrinsic to intrinsic forces: a larger absolute slope (smaller amplitude) indicator leads to higher positive dependence (self-similarity), and a relatively large amplitude indicator or an even restorative delay could make the dependence oscillate; and (iv) fractal levels of period cycles and chaos rely on the intrinsic resistance, restoration, and regulative delays. Our findings suggest that fractals of self-regulating systems can be measured by integer dimensions.

Multiple scaling behaviour and nonlinear traits in music scores

We present a statistical analysis of music scores from different composers using detrended fluctuation analysis (DFA). We find different fluctuation profiles that correspond to distinct autocorrelation structures of the musical pieces. Further, we reveal evidence for the presence of nonlinear autocorrelations by estimating the DFA of the magnitude series, a result validated by a corresponding study of appropriate surrogate data. The amount and the character of nonlinear correlations vary from one composer to another. Finally, we performed a simple experiment in order to evaluate the pleasantness of the musical surrogate pieces in comparison with the original music and find that nonlinear correlations could play an important role in the aesthetic perception of a musical piece.

Heart Rate Fragmentation: A Symbolic Dynamical Approach

Background: We recently introduced the concept of heart rate fragmentation along with a set of metrics for its quantification. The term was coined to refer to an increase in the percentage of changes in heart rate acceleration sign, a dynamical marker of a type of anomalous variability. The effort was motivated by the observation that fragmentation, which is consistent with the breakdown of the neuroautonomic-electrophysiologic control system of the sino-atrial node, could confound traditional short-term analysis of heart rate variability.

Objective: The objectives of this study were to: (1) introduce a symbolic dynamical approach to the problem of quantifying heart rate fragmentation; (2) evaluate how the distribution of the different dynamical patterns (“words”) varied with the participants' age in a group of healthy subjects and patients with coronary artery disease (CAD); and (3) quantify the differences in the fragmentation patterns between the two sample populations.

Methods: The symbolic dynamical method employed here was based on a ternary map of the increment NN interval time series and on the analysis of the relative frequency of symbolic sequences (words) with a pre-defined set of features. We analyzed annotated, open-access Holter databases of healthy subjects and patients with CAD, provided by the University of Rochester Telemetric and Holter ECG Warehouse (THEW).

Results: The degree of fragmentation was significantly higher in older individuals than in their younger counterparts. However, the fragmentation patterns were different in the two sample populations. In healthy subjects, older age was significantly associated with a higher percentage of transitions from acceleration/deceleration to zero acceleration and vice versa (termed “soft” inflection points). In patients with CAD, older age was also significantly associated with higher percentages of frank reversals in heart rate acceleration (transitions from acceleration to deceleration and vice versa, termed “hard” inflection points). Compared to healthy subjects, patients with CAD had significantly higher percentages of soft and hard inflection points, an increased percentage of words with a high degree of fragmentation and a decreased percentage of words with a lower degree of fragmentation.

Conclusion: The symbolic dynamical method employed here was useful to probe the newly recognized property of heart rate fragmentation. The findings from these cross-sectional studies confirm that CAD and older age are associated with higher levels of heart rate fragmentation. Furthermore, fragmentation with healthy aging appears to be phenotypically different from fragmentation in the context of CAD.

Sign and magnitude scaling properties of heart rate variability in patients with end-stage renal failure: Are these properties useful to identify pathophysiological adaptations?

The scaling properties of heart rate variability data are reliable dynamical features to predict mortality and for the assessment of cardiovascular risk. The aim of this manuscript was to determine if the scaling properties, as provided by the sign and magnitude analysis, can be used to differentiate between pathological changes and those adaptations basically introduced by modifications of the mean heart rate in distinct manoeuvres (active standing or hemodialysis treatment, HD), as well as clinical conditions (end stage renal disease, ESRD). We found that in response to active standing, the short-term scaling index (α₁) increased in healthy subjects and in ESRD patients only after HD. The sign short-term scaling exponent (α_1sign) increased in healthy subjects and ESRD patients, showing a less anticorrelated behavior in active standing. Both α₁ and α_1sign did show covariance with the mean heart rate in healthy subjects, while in ESRD patients, this covariance was observed only after HD. A reliable estimation of the magnitude short-term scaling exponent (α_1magn) required the analysis of time series with a large number of samples (>3000 data points). This exponent was similar for both groups and conditions and did not show covariance with the mean heart rate. A surrogate analysis confirmed the presence of multifractal properties (α_1magn > 0.5) in the time series of healthy subjects and ESDR patients. In conclusion, α₁ and α_1sign provided insights into the physiological adaptations during active standing, which revealed a transitory impairment before HD in ESRD patients. The presence of multifractal properties indicated that a reduced short-term variability does not necessarily imply a declined regulatory complexity in these patients.

Correlations in magnitude series to assess nonlinearities: Application to multifractal models and heartbeat fluctuations

The correlation properties of the magnitude of a time series are associated with nonlinear and multifractal properties and have been applied in a great variety of fields. Here we have obtained the analytical expression of the autocorrelation of the magnitude series (C_{|x|}) of a linear Gaussian noise as a function of its autocorrelation (C_{x}). For both, models and natural signals, the deviation of C_{|x|} from its expectation in linear Gaussian noises can be used as an index of nonlinearity that can be applied to relatively short records and does not require the presence of scaling in the time series under study. In a model of artificial Gaussian multifractal signal we use this approach to analyze the relation between nonlinearity and multifractallity and show that the former implies the latter but the reverse is not true. We also apply this approach to analyze experimental data: heart-beat records during rest and moderate exercise. For each individual subject, we observe higher nonlinearities during rest. This behavior is also achieved on average for the analyzed set of 10 semiprofessional soccer players. This result agrees with the fact that other measures of complexity are dramatically reduced during exercise and can shed light on its relationship with the withdrawal of parasympathetic tone and/or the activation of sympathetic activity during physical activity.

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.

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.

Multiscale Entropy Analysis of the Differential RR Interval Time Series Signal and Its Application in Detecting Congestive Heart Failure

Cardiovascular systems essentially have multiscale control mechanisms. Multiscale entropy (MSE) analysis permits the dynamic characterization of the cardiovascular time series for both short-term and long-term processes, and thus can be more illuminating. The traditional MSE analysis for heart rate variability (HRV) is performed on the original RR interval time series (named as MSE_RR). In this study, we proposed an MSE analysis for the differential RR interval time series signal, named as MSE_dRR. The motivation of using the differential RR interval time series signal is that this signal has a direct link with the inherent non-linear property of electrical rhythm of the heart. The effectiveness of the MSE_RR and MSE_dRR were tested and compared on the long-term MIT-Boston’s Beth Israel Hospital (MIT-BIH) 54 normal sinus rhythm (NSR) and 29 congestive heart failure (CHF) RR interval recordings, aiming to explore which one is better for distinguishing the CHF patients from the NSR subjects. Four RR interval length for analysis were used ( N = 500 , N = 1000 , N = 2000 and N = 5000 ). The results showed that MSE_RR did not report significant differences between the NSR and CHF groups at several scales for each RR segment length type (Scales 7, 8 and 10 for N = 500 , Scales 3 and 10 for N = 1000 , Scales 2 and 3 for both N = 2000 and N = 5000 ). However, the new MSE_dRR gave significant separation for the two groups for all RR segment length types except N = 500 at Scales 9 and 10. The area under curve (AUC) values from the receiver operating characteristic (ROC) curve were used to further quantify the performances. The mean AUC of the new MSE_dRR from Scales 1–10 are 79.5%, 83.1%, 83.5% and 83.1% for N = 500 , N = 1000 , N = 2000 and N = 5000 , respectively, whereas the mean AUC of MSE_RR are only 68.6%, 69.8%, 69.6% and 67.1%, respectively. The five-fold cross validation support vector machine (SVM) classifier reports the classification Accuracy ( A c c ) of MSE_RR as 73.5%, 75.9% and 74.6% for N = 1000 , N = 2000 and N = 5000 , respectively, while for the new MSE_dRR analysis accuracy was 85.5%, 85.6% and 85.6%. Different biosignal editing methods (direct deletion and interpolation) did not change the analytical results. In summary, this study demonstrated that compared with MSE_RR, MSE_dRR reports better statistical stability and better discrimination ability for the NSR and CHF groups.

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.

Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity

The stationary/nonstationary regimes of time series generated by the discrete version of the Ornstein-Uhlenbeck equation are studied by using the detrended fluctuation analysis. Our findings point out to the prevalence of the drift parameter in determining the crossover time between the nonstationary and stationary regimes. The fluctuation functions coincide in the nonstationary regime for a constant diffusion parameter, and in the stationary regime for a constant ratio between the drift and diffusion stochastic forces. In the generalized Ornstein-Uhlenbeck equations, the Hurst exponent H influences the crossover time that increases with the decrease of H.

Spatial and Structural Metrics for Living Cells Inspired by Statistical Mechanics

Experimental observations in cell biology have advanced to a stage where theory could play a larger role, much as it has done in the physical sciences. Possibly the lack of a common framework within which experimentalists, computational scientists and theorists could equally contribute has hindered this development, for the worse of both disciplines. Here we demonstrate the usage of tools and concepts from statistical mechanics to describe processes inside living cells based on experimental data, suggesting that future theoretical/computational models may be based on such concepts. To illustrate the ideas, we describe the organisation of subcellular structures within the cell in terms of (density) pair correlation functions, and subsequently use the same concepts to follow nano-sized objects being transported inside the cell. Finally, we quantify an interesting subcellular re-organisation, not previously discerned by molecular biology methods.

The similarity analysis of financial stocks based on information clustering

Similarity in time series is an important feature of dynamical systems such as financial systems, with potential use for clustering of series in system. Here, we mainly introduce a novel method: the reconstructed phase space information clustering method to analyze the financial markets. The method is used to examine the similarity of different sequences by calculating the distances between them, which the main difference from previous method is the way to map the original time series to symbolic sequences. Here we make use of the state space reconstruction to construct the symbolic sequences and quantify the similarity of different stock markets and exchange rate markets considering the chaotic behavior between the complex time series. And we compare the results of similarity of artificial and real data using the modified method, information categorization method and system clustering method. We conclude that the reconstructed phase space information clustering method is effective to research the close relationship in time series and for short time series especially. Besides, we report the results of similarity of different exchange rate time series in different periods and find the effect of the exchange rate regime in 2008 on the time series. Also we acquire some characteristics of exchange rate time series in China market, especially for the top four trading partners of China.

Interactive Effects of Dorsomedial Hypothalamic Nucleus and Time-Restricted Feeding on Fractal Motor Activity Regulation

One evolutionary adaptation in motor activity control of animals is the anticipation of food that drives foraging under natural conditions and is mimicked in laboratory with daily scheduled food availability. Food anticipation is characterized by increased activity a few hours before the feeding period. Here we report that 2-h food availability during the normal inactive phase of rats not only increases activity levels before the feeding period but also alters the temporal organization of motor activity fluctuations over a wide range of time scales from minutes up to 24 h. We demonstrate this multiscale alteration by assessing fractal patterns in motor activity fluctuations—similar fluctuation structure at different time scales—that are robust in intact animals with ad libitum food access but are disrupted under food restriction. In addition, we show that fractal activity patterns in rats with ad libitum food access are also perturbed by lesion of the dorsomedial hypothalamic (DMH)—a neural node that is involved in food anticipatory behavior. Instead of further disrupting fractal regulation, food restriction restores the disrupted fractal patterns in these animals after the DMH lesion despite the persistence of the 24-h rhythms. This compensatory effect of food restriction is more clearly pronounced in the same animals after the additional lesion of the suprachiasmatic nucleus (SCN)—the central master clock in the circadian system that generates and orchestrates circadian rhythms in behavior and physiological functions in synchrony with day-night cycles. Moreover, all observed influences of food restriction persist even when data during the food anticipatory and feeding period are excluded. These results indicate that food restriction impacts dynamics of motor activity at different time scales across the entire circadian/daily cycle, which is likely caused by the competition between the food-induced time cue and the light-entrained circadian rhythm of the SCN. The differential impacts of food restriction on fractal activity control in intact and DMH-lesioned animals suggest that the DMH plays a crucial role in integrating these different time cues to the circadian network for multiscale regulation of motor activity.

Irregular Liesegang-type patterns in gas phase revisited. II. Statistical correlation analysis

We present a statistical analysis of Liesegang-type patterns formed in a gaseous HCl-NH3 system by ammonium chloride precipitation along glass tubes, as described in Paper I [J. C. Torres-Guzmán et al., J. Chem. Phys. 144, 174701 (2016)] of this work. We focus on the detection and characterization of short and long-range correlations within the non-stationary sequence of apparently irregular precipitation bands. To this end we applied several techniques to estimate spatial correlations stemming from different fields, namely, linear auto-correlation via the power spectral density, detrended fluctuation analysis (DFA), and methods developed in the context of random matrix theory (RMT). In particular RMT methods disclose well pronounced long-range correlations over at least 40 bands in terms of both, band positions and intensity values. By using a variant of the DFA we furnish proof of the nonlinear nature of the detected long-range correlations.

Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation

We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range power-law linearly correlated time series into magnitude and sign series derived from the consecutive increments in the original series, and we study their correlation properties. We find analytical expressions for the correlation exponent of the sign series as a function of the exponent of the original series. Such expressions are necessary for modeling surrogate time series with desired scaling properties. Next, we study linear and nonlinear correlation properties of series composed as products of independent magnitude and sign series. These surrogate series can be considered as a zero-order approximation to the analysis of the coupling of magnitude and sign in real data, a problem still open in many fields. We find analytical results for the scaling behavior of the composed series as a function of the correlation exponents of the magnitude and sign series used in the composition, and we determine the ranges of magnitude and sign correlation exponents leading to either single scaling or to crossover behaviors. Finally, we obtain how the linear and nonlinear properties of the composed series depend on the correlation exponents of their magnitude and sign series. Based on this information we propose a method to generate surrogate series with controlled correlation exponent and multifractal spectrum.

Persistence in eye movement during visual search

As any cognitive task, visual search involves a number of underlying processes that cannot be directly observed and measured. In this way, the movement of the eyes certainly represents the most explicit and closest connection we can get to the inner mechanisms governing this cognitive activity. Here we show that the process of eye movement during visual search, consisting of sequences of fixations intercalated by saccades, exhibits distinctive persistent behaviors. Initially, by focusing on saccadic directions and intersaccadic angles, we disclose that the probability distributions of these measures show a clear preference of participants towards a reading-like mechanism (geometrical persistence), whose features and potential advantages for searching/foraging are discussed. We then perform a Multifractal Detrended Fluctuation Analysis (MF-DFA) over the time series of jump magnitudes in the eye trajectory and find that it exhibits a typical multifractal behavior arising from the sequential combination of saccades and fixations. By inspecting the time series composed of only fixational movements, our results reveal instead a monofractal behavior with a Hurst exponent , which indicates the presence of long-range power-law positive correlations (statistical persistence). We expect that our methodological approach can be adopted as a way to understand persistence and strategy-planning during visual search.

The diagnostic line: A novel criterion for condition monitoring of rotating machinery

This study examined scaling properties of an increment series from rotating machinery. Moreover, two fluctuation parameters for the smallest and largest time scales of a scaling range served as a pair of fluctuation parameters to describe system conditions. Therefore, an interesting phenomenon is observed: the data points, each representing a pair of fluctuation parameters, for fault conditions almost form a straight line, while those for normal clearly depart from the straight line. To describe the phenomenon, a novel concept termed the diagnostic line was introduced. Subsequently, properties of the diagnostic line were carefully investigated theoretically and numerically. Consequently, a decisive role of noise in forming the diagnostic line was determined. Accordingly, this study develops a novel criterion for condition monitoring of rotating machinery.

A comparison of heart rate variability in women at the third trimester of pregnancy and during low-risk labour

Heart rate variability (HRV) has been recognised as a non-invasive method for assessing cardiac autonomic regulation. Aiming to characterize HRV changes at labour in women, we studied 10 minute ECG recordings from young mothers (n=30) at the third trimester of pregnancy (P) or during augmentation of labour (L) (n=30). Data of the L group were collected when no-contractions (L-NC) or the contractile activity (L-C) was manifested. Accordingly, the inter-beat interval (IBI) time series were processed to estimate relevant parameters of HRV such as the mean IBI (IBI¯), the mean heart rate HR¯, the root mean square of successive differences (RMSSD) in IBIs, the natural logarithm of high-frequency component (LnHF), the short-term scaling parameters from detrended fluctuation and magnitude and sign analyses such as (α1, α1(MAG), α1(SIGN)), and the sample entropy (SampEn). We found statistical differences (p<0.05) for RMSSD among P and L-NC/L-C groups (25 ± 13 vs. 36 ± 14/34 ± 16 ms) and for LnHF between P and L-NC (5.37 ± 1.15 vs. 6.05 ± 0.86 ms(2)). Likewise, we identified statistical differences (p<0.05) for α1(SIGN) among P and L-NC/L-C groups (0.19 ± 0.20 vs. 0.32 ± 0.17/0.39 ± 0.13). By contrast, L-NC and L-C groups showed statistical differences (p<0.05) in α1(MAG) (0.67 ± 0.12 vs. 0.79 ± 0.12), and SampEn (1.62 ± 0.26 vs. 1.20 ± 0.44). These results suggest that during labour, despite preserving a concomitant non-linear influence, the maternal short-term cardiac autonomic regulation becomes weakly anticorrelated (as indicated by α1(SIGN)); furthermore, an increased vagally mediated activity is observed (as indicated by RMSSD and LnHF), which may reflect a cholinergic pathway activation owing to the use of oxytocin or the anti-inflammatory cholinergic response triggered during labour.