Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

Entropy Production in Nonequilibrium Systems at Stationary States

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.

Finite-size corrections of the entanglement entropy of critical quantum chains

Using the density matrix renormalization group, we calculated the finite-size corrections of the entanglement alpha-Renyi entropy of a single interval for several critical quantum chains. We considered models with U(1) symmetry such as the spin-1/2 XXZ and spin-1 Fateev-Zamolodchikov models, as well as models with discrete symmetries such as the Ising, the Blume-Capel, and the three-state Potts models. These corrections contain physically relevant information. Their amplitudes, which depend on the value of a, are related to the dimensions of operators in the conformal field theory governing the long-distance correlations of the critical quantum chains. The obtained results together with earlier exact and numerical ones allow us to formulate some general conjectures about the operator responsible for the leading finite-size correction of the alpha-Renyi entropies. We conjecture that the exponent of the leading finite-size correction of the alpha-Renyi entropies is p(alpha) = 2X(epsilon)/alpha for alpha > 1 and p(1) = nu, where X-epsilon denotes the dimensions of the energy operator of the model and nu = 2 for all the models.

Irreversible spherical model and its stationary entropy production rate

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.

Brazilian sardine (Sardinella brasiliensis Steindachner, 1879) spawning and nursery habitats: spatial-scale partitioning and multiscale relationships with thermohaline descriptors

We provide a detailed account of the spatial structure of the Brazilian sardine (Sardinella brasiliensis) spawning and nursery habitats, using ichthyoplankton data from nine surveys (1976-1993) covering the Southeastern Brazilian Bight (SBB). The spatial variability of sardine eggs and larvae was partitioned into predefined spatial-scale classes (broad scale, 200-500 km; medium scale, 50-100 km; and local scale, <50 km). The relationship between density distributions at both developmental stages and environmental descriptors (temperature and salinity) was also explored within these spatial scales. Spatial distributions of sardine eggs were mostly structured on medium and local scales, while larvae were characterized by broad-and medium-scale distributions. Broad-and medium-scale surface temperatures were positively correlated with sardine densities, for both developmental stages. Correlations with salinity were predominantly negative and concentrated on a medium scale. Broad-scale structuring might be explained by mesoscale processes, such as pulsing upwelling events and Brazil Current meandering at the northern portion of the SBB, while medium-scale relationships may be associated with local estuarine outflows. The results indicate that processes favouring vertical stability might regulate the spatial extensions of suitable spawning and nursery habitats for the Brazilian sardine.

Aging reduces complexity of heart rate variability assessed by conditional entropy and symbolic analysis

Increasing age is associated with a reduction in overall heart rate variability as well as changes in complexity of physiologic dynamics. The aim of this study was to verify if the alterations in autonomic modulation of heart rate caused by the aging process could be detected by Shannon entropy (SE), conditional entropy (CE) and symbolic analysis (SA). Complexity analysis was carried out in 44 healthy subjects divided into two groups: old (n = 23, 63 +/- A 3 years) and young group (n = 21, 23 +/- A 2). It was analyzed SE, CE [complexity index (CI) and normalized CI (NCI)] and SA (0V, 1V, 2LV and 2ULV patterns) during short heart period series (200 cardiac beats) derived from ECG recordings during 15 min of rest in a supine position. The sequences characterized by three heart periods with no significant variations (0V), and that with two significant unlike variations (2ULV) reflect changes in sympathetic and vagal modulation, respectively. The unpaired t test (or Mann-Whitney rank sum test when appropriate) was used in the statistical analysis. In the aging process, the distributions of patterns (SE) remain similar to young subjects. However, the regularity is significantly different; the patterns are more repetitive in the old group (a decrease of CI and NCI). The amounts of pattern types are different: 0V is increased and 2LV and 2ULV are reduced in the old group. These differences indicate marked change of autonomic regulation. The CE and SA are feasible techniques to detect alteration in autonomic control of heart rate in the old group.

Entropy, complexity and disequilibrium in compact stars

We used the statistical measurements of information entropy, disequilibrium and complexity to infer a hierarchy of equations of state for two types of compact stars from the broad class of neutron stars, namely, with hadronic composition and with strange quark composition. Our results show that, since order costs energy. Nature would favor the exotic strange stars even though the question of how to form the strange stars cannot be answered within this approach. (C) 2012 Elsevier B.V. All rights reserved.

Hadron mass spectrum and the shear viscosity to entropy density ratio of hot hadronic matter

Lattice calculations of the QCD trace anomaly at temperatures T < 160 MeV have been shown to match hadron resonance gas model calculations, which include an exponentially rising hadron mass spectrum. In this paper we perform a more detailed comparison of the model calculations to lattice data that confirms the need for an exponentially increasing density of hadronic states. Also, we find that the lattice data is compatible with a hadron density of states that goes as rho(m) similar to m(-a) exp(m/T-H) at large m with a > 5/2 (where T-H similar to 167 MeV). With this specific subleading contribution to the density of states, heavy resonances are most likely to undergo two-body decay (instead of multiparticle decay), which facilitates their inclusion into hadron transport codes. Moreover, estimates for the shear viscosity and the shear relaxation time coefficient of the hadron resonance model computed within the excluded volume approximation suggest that these transport coefficients are sensitive to the parameters that define the hadron mass spectrum.

Entanglement entropy in long-range harmonic oscillators

We study the Von Neumann and Renyi entanglement entropy of long-range harmonic oscillators (LRHO) by both theoretical and numerical means. We show that the entanglement entropy in massless harmonic oscillators increases logarithmically with the sub-system size as S - c(eff)/3 log l. Although the entanglement entropy of LRHO's shares some similarities with the entanglement entropy at conformal critical points we show that the Renyi entanglement entropy presents some deviations from the expected conformal behaviour. In the massive case we demonstrate that the behaviour of the entanglement entropy with respect to the correlation length is also logarithmic as the short-range case. Copyright (c) EPLA, 2012

A comparative study on multiscale fractal dimension descriptors

Fractal theory presents a large number of applications to image and signal analysis. Although the fractal dimension can be used as an image object descriptor, a multiscale approach, such as multiscale fractal dimension (MFD), increases the amount of information extracted from an object. MFD provides a curve which describes object complexity along the scale. However, this curve presents much redundant information, which could be discarded without loss in performance. Thus, it is necessary the use of a descriptor technique to analyze this curve and also to reduce the dimensionality of these data by selecting its meaningful descriptors. This paper shows a comparative study among different techniques for MFD descriptors generation. It compares the use of well-known and state-of-the-art descriptors, such as Fourier, Wavelet, Polynomial Approximation (PA), Functional Data Analysis (FDA), Principal Component Analysis (PCA), Symbolic Aggregate Approximation (SAX), kernel PCA, Independent Component Analysis (ICA), geometrical and statistical features. The descriptors are evaluated in a classification experiment using Linear Discriminant Analysis over the descriptors computed from MFD curves from two data sets: generic shapes and rotated fish contours. Results indicate that PCA, FDA, PA and Wavelet Approximation provide the best MFD descriptors for recognition and classification tasks. (C) 2012 Elsevier B.V. All rights reserved.

Quantification of fractal dimension and Shannon’s entropy in histological diagnosis of prostate cancer

Background: Prostate cancer is a serious public health problem that affects quality of life and has a significant mortality rate. The aim of the present study was to quantify the fractal dimension and Shannon’s entropy in the histological diagnosis of prostate cancer. Methods: Thirty-four patients with prostate cancer aged 50 to 75 years having been submitted to radical prostatectomy participated in the study. Histological slides of normal (N), hyperplastic (H) and tumor (T) areas of the prostate were digitally photographed with three different magnifications (40x, 100x and 400x) and analyzed. The fractal dimension (FD), Shannon’s entropy (SE) and number of cell nuclei (NCN) in these areas were compared. Results: FD analysis demonstrated the following significant differences between groups: T vs. N and H vs. N groups (p < 0.05) at a magnification of 40x; T vs. N (p < 0.01) at 100x and H vs. N (p < 0.01) at 400x. SE analysis revealed the following significant differences groups: T vs. H and T vs. N (p < 0.05) at 100x; and T vs. H and T vs. N (p < 0.001) at 400x. NCN analysis demonstrated the following significant differences between groups: T vs. H and T vs. N (p < 0.05) at 40x; T vs. H and T vs. N (p < 0.0001) at 100x; and T vs. H and T vs. N (p < 0.01) at 400x. Conclusions: The quantification of the FD and SE, together with the number of cell nuclei, has potential clinical applications in the histological diagnosis of prostate cancer.

A comparison for a multiscale study of structural lineaments in southern Brazil: LANDSAT-7 ETM+ and shaded relief images from SRTM3-DEM

This paper presents a comparison of descriptive statistics obtained for brittle structural lineaments extracted manually from LANDSAT images and shaded relief images from SRTM 3 DEM at 1:100, 000 and 1:500, 000 scales. The selected area is located in the southern of Brazil and comprises Precambrian rocks and stratigraphic units of the Paraná Basin. The application of this methodology shows that the visual interpretation depends on the kind of remote sensing image. The resulting descriptive statistics obtained for lineaments extracted from the images do not follow the same pattern according to the scale adopted. The main direction obtained for Proterozoic rocks using both image types at a 1:500, 000 scale are close to NS±10, whereas at a 1:100, 000 scale N45E was obtained for shaded relief images from SRTM 3 DEM and N10W for LANDSAT images. The Paleozoic sediments yielded the best results for the different images and scales (N50W). On the other hand, the Mesozoic igneous rocks showed greatest differences, the shaded relief images from SRTM 3 DEM images highlighting NE structures and the LANDSAT images highlighting NW structures. The accumulated frequency demonstrated high similarity between products for each image type no matter the scale, indicating that they can be used in multiscale studies. Conversely, major differences were found when comparing data obtained using shaded relief images from SRTM 3 DEM and Landsat images at a 1:100, 000 scale.

Irreversibility by competition on a Glauber-Ising model by means of the entropy production.

An out of equilibrium Ising model subjected to an irreversible dynamics is analyzed by means of a stochastic dynamics, on a effort that aims to understand the observed critical behavior as consequence of the intrinsic microscopic characteristics. The study focus on the kinetic phase transitions that take place by assuming a lattice model with inversion symmetry and under the influence of two competing Glauber dynamics, intended to describe the stationary states using the entropy production, which characterize the system behavior and clarifies its reversibility conditions. Thus, it is considered a square lattice formed by two sublattices interconnected, each one of which is in contact with a heat bath at different temperature from the other. Analytical and numerical treatments are faced, using mean-field approximations and Monte Carlo simulations. For the one dimensional model exact results for the entropy production were obtained, though in this case the phase transition that takes place in the two dimensional counterpart is not observed, fact which is in accordance with the behavior shared by lattice models presenting inversion symmetry. Results found for the stationary state show a critical behavior of the same class as the equilibrium Ising model with a phase transition of the second order, which is evidenced by a divergence with an exponent µ ¼ 0:003 of the entropy production derivative.

Multiscale fractal descriptors applied to nanoscale images

This work proposes the application of fractal descriptors to the analysis of nanoscale materials under different experimental conditions. We obtain descriptors for images from the sample applying a multiscale transform to the calculation of fractal dimension of a surface map of such image. Particularly, we have used the Bouligand-Minkowski fractal dimension. We applied these descriptors to discriminate between two titanium oxide films prepared under different experimental conditions. Results demonstrate the discrimination power of proposed descriptors in such kind of application.