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]

Inference of gene regulatory networks from time series by Tsallis entropy

Background: The inference of gene regulatory networks (GRNs) from large-scale expression profiles is one of the most challenging problems of Systems Biology nowadays. Many techniques and models have been proposed for this task. However, it is not generally possible to recover the original topology with great accuracy, mainly due to the short time series data in face of the high complexity of the networks and the intrinsic noise of the expression measurements. In order to improve the accuracy of GRNs inference methods based on entropy (mutual information), a new criterion function is here proposed. Results: In this paper we introduce the use of generalized entropy proposed by Tsallis, for the inference of GRNs from time series expression profiles. The inference process is based on a feature selection approach and the conditional entropy is applied as criterion function. In order to assess the proposed methodology, the algorithm is applied to recover the network topology from temporal expressions generated by an artificial gene network (AGN) model as well as from the DREAM challenge. The adopted AGN is based on theoretical models of complex networks and its gene transference function is obtained from random drawing on the set of possible Boolean functions, thus creating its dynamics. On the other hand, DREAM time series data presents variation of network size and its topologies are based on real networks. The dynamics are generated by continuous differential equations with noise and perturbation. By adopting both data sources, it is possible to estimate the average quality of the inference with respect to different network topologies, transfer functions and network sizes. Conclusions: A remarkable improvement of accuracy was observed in the experimental results by reducing the number of false connections in the inferred topology by the non-Shannon entropy. The obtained best free parameter of the Tsallis entropy was on average in the range 2.5 <= q <= 3.5 (hence, subextensive entropy), which opens new perspectives for GRNs inference methods based on information theory and for investigation of the nonextensivity of such networks. The inference algorithm and criterion function proposed here were implemented and included in the DimReduction software, which is freely available at http://sourceforge.net/projects/dimreduction and http://code.google.com/p/dimreduction/.

Entropy Production In Thermodynamic Climate Models

We present a non-equilibrium theory in a system with heat and radiative fluxes. The obtained expression for the entropy production is applied to a simple one-dimensional climate model based on the first law of thermodynamics. In the model, the dissipative fluxes are assumed to be independent variables, following the criteria of the Extended Irreversible Thermodynamics (BIT) that enlarges, in reference to the classical expression, the applicability of a macroscopic thermodynamic theory for systems far from equilibrium. We analyze the second differential of the classical and the generalized entropy as a criteria of stability of the steady states. Finally, the extreme state is obtained using variational techniques and observing that the system is close to the maximum dissipation rate

The multipoint Morisita index for the analysis of spatial patterns

In many fields, the spatial clustering of sampled data points has many consequences. Therefore, several indices have been proposed to assess the level of clustering affecting datasets (e.g. the Morisita index, Ripley's Kfunction and Rényi's generalized entropy). The classical Morisita index measures how many times it is more likely to select two measurement points from the same quadrats (the data set is covered by a regular grid of changing size) than it would be in the case of a random distribution generated from a Poisson process. The multipoint version (k-Morisita) takes into account k points with k >= 2. The present research deals with a new development of the k-Morisita index for (1) monitoring network characterization and for (2) detection of patterns in monitored phenomena. From a theoretical perspective, a connection between the k-Morisita index and multifractality has also been found and highlighted on a mathematical multifractal set.

Groups, information theory, and Einstein's likelihood principle

We propose a unifying picture where the notion of generalized entropy is related to information theory by means of a group-theoretical approach. The group structure comes from the requirement that an entropy be well defined with respect to the composition of independent systems, in the context of a recently proposed generalization of the Shannon-Khinchin axioms. We associate to each member of a large class of entropies a generalized information measure, satisfying the additivity property on a set of independent systems as a consequence of the underlying group law. At the same time, we also show that Einstein's likelihood function naturally emerges as a byproduct of our informational interpretation of (generally nonadditive) entropies. These results confirm the adequacy of composable entropies both in physical and social science contexts.

Generalized squeezing operators, bipartite Wigner functions and entanglement via Wehrl's entropy functionals

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Generalized models from Beta(p,2) densities with strong allee effect: dynamical approach

A dynamical approach to study the behaviour of generalized populational growth models from Bets(p, 2) densities, with strong Allee effect, is presented. The dynamical analysis of the respective unimodal maps is performed using symbolic dynamics techniques. The complexity of the correspondent discrete dynamical systems is measured in terms of topological entropy. Different populational dynamics regimes are obtained when the intrinsic growth rates are modified: extinction, bistability, chaotic semistability and essential extinction.

Fractional Order Generalized Information

This paper formulates a novel expression for entropy inspired in the properties of Fractional Calculus. The characteristics of the generalized fractional entropy are tested both in standard probability distributions and real world data series. The results reveal that tuning the fractional order allow an high sensitivity to the signal evolution, which is useful in describing the dynamics of complex systems. The concepts are also extended to relative distances and tested with several sets of data, confirming the goodness of the generalization.

Fractional Order Generalized Information

This paper formulates a novel expression for entropy inspired in the properties of Fractional Calculus. The characteristics of the generalized fractional entropy are tested both in standard probability distributions and real world data series. The results reveal that tuning the fractional order allow an high sensitivity to the signal evolution, which is useful in describing the dynamics of complex systems. The concepts are also extended to relative distances and tested with several sets of data, confirming the goodness of the generalization.

Integer and Fractional Order Entropy Analysis of Earthquake Data-series

This paper studies the statistical distributions of worldwide earthquakes from year 1963 up to year 2012. A Cartesian grid, dividing Earth into geographic regions, is considered. Entropy and the Jensen–Shannon divergence are used to analyze and compare real-world data. Hierarchical clustering and multi-dimensional scaling techniques are adopted for data visualization. Entropy-based indices have the advantage of leading to a single parameter expressing the relationships between the seismic data. Classical and generalized (fractional) entropy and Jensen–Shannon divergence are tested. The generalized measures lead to a clear identification of patterns embedded in the data and contribute to better understand earthquake distributions.

Entropy Analysis of Industrial Accident Data Series

Complex industrial plants exhibit multiple interactions among smaller parts and with human operators. Failure in one part can propagate across subsystem boundaries causing a serious disaster. This paper analyzes the industrial accident data series in the perspective of dynamical systems. First, we process real world data and show that the statistics of the number of fatalities reveal features that are well described by power law (PL) distributions. For early years, the data reveal double PL behavior, while, for more recent time periods, a single PL fits better into the experimental data. Second, we analyze the entropy of the data series statistics over time. Third, we use the Kullback–Leibler divergence to compare the empirical data and multidimensional scaling (MDS) techniques for data analysis and visualization. Entropy-based analysis is adopted to assess complexity, having the advantage of yielding a single parameter to express relationships between the data. The classical and the generalized (fractional) entropy and Kullback–Leibler divergence are used. The generalized measures allow a clear identification of patterns embedded in the data.

A non-extensive maximum entropy based regulations method for bad conditioned inverse problems

A regularization method based on the non-extensive maximum entropy principle is devised. Special emphasis is given to the q=1/2 case. We show that, when the residual principle is considered as constraint, the q=1/2 generalized distribution of Tsallis yields a regularized solution for bad-conditioned problems. The so devised regularized distribution is endowed with a component which corresponds to the well known regularized solution of Tikhonov (1977).

Transfer entropy reconstruction and labeling of neuronal connections from simulated calcium imaging

Neuronal dynamics are fundamentally constrained by the underlying structural network architecture, yet much of the details of this synaptic connectivity are still unknown even in neuronal cultures in vitro. Here we extend a previous approach based on information theory, the Generalized Transfer Entropy, to the reconstruction of connectivity of simulated neuronal networks of both excitatory and inhibitory neurons. We show that, due to the model-free nature of the developed measure, both kinds of connections can be reliably inferred if the average firing rate between synchronous burst events exceeds a small minimum frequency. Furthermore, we suggest, based on systematic simulations, that even lower spontaneous inter-burst rates could be raised to meet the requirements of our reconstruction algorithm by applying a weak spatially homogeneous stimulation to the entire network. By combining multiple recordings of the same in silico network before and after pharmacologically blocking inhibitory synaptic transmission, we show then how it becomes possible to infer with high confidence the excitatory or inhibitory nature of each individual neuron.

Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions

The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

Brain tissue segmentation using q-entropy in multiple sclerosis magnetic resonance images

The loss of brain volume has been used as a marker of tissue destruction and can be used as an index of the progression of neurodegenerative diseases, such as multiple sclerosis. In the present study, we tested a new method for tissue segmentation based on pixel intensity threshold using generalized Tsallis entropy to determine a statistical segmentation parameter for each single class of brain tissue. We compared the performance of this method using a range of different q parameters and found a different optimal q parameter for white matter, gray matter, and cerebrospinal fluid. Our results support the conclusion that the differences in structural correlations and scale invariant similarities present in each tissue class can be accessed by generalized Tsallis entropy, obtaining the intensity limits for these tissue class separations. In order to test this method, we used it for analysis of brain magnetic resonance images of 43 patients and 10 healthy controls matched for gender and age. The values found for the entropic q index were 0.2 for cerebrospinal fluid, 0.1 for white matter and 1.5 for gray matter. With this algorithm, we could detect an annual loss of 0.98% for the patients, in agreement with literature data. Thus, we can conclude that the entropy of Tsallis adds advantages to the process of automatic target segmentation of tissue classes, which had not been demonstrated previously.