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.

The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

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

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.

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.

Texture analysis by multi-resolution fractal descriptors

This work proposes a novel texture descriptor based on fractal theory. The method is based on the Bouligand- Minkowski descriptors. We decompose the original image recursively into four equal parts. In each recursion step, we estimate the average and the deviation of the Bouligand-Minkowski descriptors computed over each part. Thus, we extract entropy features from both average and deviation. The proposed descriptors are provided by concatenating such measures. The method is tested in a classification experiment under well known datasets, that is, Brodatz and Vistex. The results demonstrate that the novel technique achieves better results than classical and state-of-the-art texture descriptors, such as Local Binary Patterns, Gabor-wavelets and co-occurrence matrix.

Analysis of competitiveness in the NBA regular seasons

[EN] Research background and hypothesis. Several attempts have been made to understand some modalities of sport from the point of view of complexity. Most of these studies deal with this phenomenon with regard to the mechanics of the game itself (in isolation). Nevertheless, some research has been conducted from the perspective of competition between teams. Our hypothesis was that for the study of competitiveness levels in the system of league competition our analysis model (Shannon entropy), is a useful and highly sensitive tool to determine the degree of global competitiveness of a league. Research aim. The aim of our study was to develop a model for the analysis of competitiveness level in team sport competitions based on the uncertainty level that might exist for each confrontation. Research methods. Degree of uncertainty or randomness of the competition was analyzed as a factor of competitiveness. It was calculated on the basis of the Shannon entropy. Research results. We studied 17 NBA regular seasons, which showed a fairly steady entropic tendency. There were seasons less competitive (? 0.9800) than the overall average (0.9835), and periods where the competitiveness remained at higher levels (range: 0.9851 to 0.9902). Discussion and conclusions. A league is more competitive when it is more random. Thus, it is harder to predict the fi nal outcome. However, when the competition is less random, the degree of competitiveness will decrease signifi cantly. The NBA is a very competitive league, there is a high degree of uncertainty of knowing the fi nal result.

Quantum gravity effects in rotating black hole spacetimes

The aim of this work is to explore, within the framework of the presumably asymptotically safe Quantum Einstein Gravity, quantum corrections to black hole spacetimes, in particular in the case of rotating black holes. We have analysed this problem by exploiting the scale dependent Newton s constant implied by the renormalization group equation for the effective average action, and introducing an appropriate "cutoff identification" which relates the renormalization scale to the geometry of the spacetime manifold. We used these two ingredients in order to "renormalization group improve" the classical Kerr metric that describes the spacetime generated by a rotating black hole. We have focused our investigation on four basic subjects of black hole physics. The main results related to these topics can be summarized as follows. Concerning the critical surfaces, i.e. horizons and static limit surfaces, the improvement leads to a smooth deformation of the classical critical surfaces. Their number remains unchanged. In relation to the Penrose process for energy extraction from black holes, we have found that there exists a non-trivial correlation between regions of negative energy states in the phase space of rotating test particles and configurations of critical surfaces of the black hole. As for the vacuum energy-momentum tensor and the energy conditions we have shown that no model with "normal" matter, in the sense of matter fulfilling the usual energy conditions, can simulate the quantum fluctuations described by the improved Kerr spacetime that we have derived. Finally, in the context of black hole thermodynamics, we have performed calculations of the mass and angular momentum of the improved Kerr black hole, applying the standard Komar integrals. The results reflect the antiscreening character of the quantum fluctuations of the gravitational field. Furthermore we calculated approximations to the entropy and the temperature of the improved Kerr black hole to leading order in the angular momentum. More generally we have proven that the temperature can no longer be proportional to the surface gravity if an entropy-like state function is to exist.