A Study of Long-range Correlations in Schizophrenia EEG using Detrended Fluctuation Analysis

In this paper, we have studied electroencephalogram (EEG) activity of schizophrenia patients, in resting eyes closed condition, with detrended fluctuation analysis (DFA). The DFA gives information about scaling and long-range correlations in time series. We computed DFA exponents from 30 scalp locations of 18 male neuroleptic-naIve, recent-onset schizophrenia (NRS) subjects and 15 healthy male control subjects. Our results have shown two scaling regions in all the scalp locations in all the subjects, with different slopes, corresponding to two scaling exponents. No significant differences between the groups were found with first scaling exponent (short-range). However, the second scaling exponent (long-range) were significantly lower in control subjects at all scalp locations (p<0.05, Kruskal-Wallis test). These findings suggest that the long-range scaling behavior of EEG is sensitive to schizophrenia, and this may provide an additional insight into the brain dysfunction in schizophrenia.

A utilização de transformadas de wavelet e de detrended fluctuation analysis no estudo da microcirculação da pele humana

A Fluxometria por Laser Doppler (LDF) é uma técnica não invasiva usada para medir o fluxo microvascular da pele humana. No fluxo é possível isolar componentes oscilatórias em gamas de frequências características que se encontram relacionadas com as actividades cardíaca, respiratória, miogénica, simpática e metabólica. A LDF permite assim estudar a fisiologia do fluxo sanguíneo. Neste trabalho foram realizadas medições de LDF nos tornozelos de 9 mulheres saudáveis numa situação de restrição à perfusão, usando uma braçadeira nos tornozelos. Os dados foram analisados com Transformada de Wavelet e Detrended Fluctuation Analysis (DFA) de modo a estudar os rácios das amplitudes das componentes de Wavelet e os respectivos expoentes . Estes parâmetros foram comparados nas situações de repouso, de restrição à perfusão e de recuperação após remoção da braçadeira. Observou-se que durante a restrição à perfusão houve um aumento significativo dos rácios de amplitude e dos expoentes a para as componentes cardíaca, respiratória e miogénica, o que pode reflectir vasoconstrição. Os parâmetros da componente metabólica apresentaram uma diminuição que se pode relacionar com variações na libertação de NO por parte do endotélio. Após a libertação da braçadeira, os parâmetros das componentes respiratória, miogénica e metabólica retornaram aos valores iniciais. Aanálise combinada de Wavelet com DFAoferece uma nova visão sobre a regulação do fluxo microvascular.

Multifractal analysis of geomagnetic storm and solar flare indices and their class dependence

The multifractal properties of two indices of geomagnetic activity, D st (representative of low latitudes) and a p (representative of the global geomagnetic activity), with the solar X-ray brightness, X l , during the period from 1 March 1995 to 17 June 2003 are examined using multifractal detrended fluctuation analysis (MF-DFA). The h(q) curves of D st and a p in the MF-DFA are similar to each other, but they are different from that of X l , indicating that the scaling properties of X l are different from those of D st and a p . Hence, one should not predict the magnitude of magnetic storms directly from solar X-ray observations. However, a strong relationship exists between the classes of the solar X-ray irradiance (the classes being chosen to separate solar flares of class X-M, class C, and class B or less, including no flares) in hourly measurements and the geomagnetic disturbances (large to moderate, small, or quiet) seen in D st and a p during the active period. Each time series was converted into a symbolic sequence using three classes. The frequency, yielding the measure representations, of the substrings in the symbolic sequences then characterizes the pattern of space weather events. Using the MF-DFA method and traditional multifractal analysis, we calculate the h(q), D(q), and τ (q) curves of the measure representations. The τ (q) curves indicate that the measure representations of these three indices are multifractal. On the basis of this three-class clustering, we find that the h(q), D(q), and τ (q) curves of the measure representations of these three indices are similar to each other for positive values of q. Hence, a positive flare storm class dependence is reflected in the scaling exponents h(q) in the MF-DFA and the multifractal exponents D(q) and τ (q). This finding indicates that the use of the solar flare classes could improve the prediction of the D st classes.

Fluctuation analysis of lung function as a predictor of long-term response to beta2-agonists

The response to beta(2)-agonists differs between asthmatics and has been linked to subsequent adverse events, even death. Possible determinants include beta(2)-adrenoceptor genotype at position 16, lung function and airway hyperresponsiveness. Fluctuation analysis provides a simple parameter alpha measuring the complex correlation properties of day-to-day peak expiratory flow. The present study investigated whether alpha predicts clinical response to beta(2)-agonist treatment, taking into account other conventional predictors. Analysis was performed on previously published twice-daily peak expiratory flow measurements in 66 asthmatic adults over three 6-month randomised order treatment periods: placebo, salbutamol and salmeterol. Multiple linear regression was used to determine the association between alpha during the placebo period and response to treatment (change in the number of days with symptoms), taking into account other predictors namely beta(2)-adrenoceptor genotype, lung function and its variability, and airway hyperresponsiveness. The current authors found that alpha measured during the placebo period considerably improved the prediction of response to salmeterol treatment, taking into account genotype, lung function or its variability, or airway hyperresponsiveness. The present study provides further evidence that response to beta(2)-agonists is related to the time correlation properties of lung function in asthma. The current authors conclude that fluctuation analysis of lung function offers a novel predictor to identify patients who may respond well or poorly to treatment.

Risk of severe asthma episodes predicted from fluctuation analysis of airway function

Asthma is an increasing health problem worldwide, but the long-term temporal pattern of clinical symptoms is not understood and predicting asthma episodes is not generally possible. We analyse the time series of peak expiratory flows, a standard measurement of airway function that has been assessed twice daily in a large asthmatic population during a long-term crossover clinical trial. Here we introduce an approach to predict the risk of worsening airflow obstruction by calculating the conditional probability that, given the current airway condition, a severe obstruction will occur within 30 days. We find that, compared with a placebo, a regular long-acting bronchodilator (salmeterol) that is widely used to improve asthma control decreases the risk of airway obstruction. Unexpectedly, however, a regular short-acting beta2-agonist bronchodilator (albuterol) increases this risk. Furthermore, we find that the time series of peak expiratory flows show long-range correlations that change significantly with disease severity, approaching a random process with increased variability in the most severe cases. Using a nonlinear stochastic model, we show that both the increased variability and the loss of correlations augment the risk of unstable airway function. The characterization of fluctuations in airway function provides a quantitative basis for objective risk prediction of asthma episodes and for evaluating the effectiveness of therapy.

Fluctuation analysis of rotational speeds of the bacterial flagellar motor.

We measured the dependence of the variance in the rotation rate of tethered cells of Escherichia coli on the mean rotation rate over a regime in which the motor generates constant torque. This dependence was compared with that of broken motors. In either case, motor torque was augmented with externally applied torque. We show that, in contrast to broken motors, functioning motors in this regime do not freely rotationally diffuse and that the variance measurements are consistent with the predicted values of a stepping mechanism with exponentially distributed waiting times (a Poisson stepper) that steps approximately 400 times per revolution.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Multifractal analyses of daily rainfall time series in Pearl River basin of China

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q)K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter HH from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2)h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2)K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Fractal and complex network analyses of protein molecular dynamics

Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuation analysis (MF-DFA) and the topological and fractal properties of their converted horizontal visibility graphs (HVGs). The energy parameters of protein dynamics we considered are bonded potential, angle potential, dihedral potential, improper potential, kinetic energy, Van der Waals potential, electrostatic potential, total energy and potential energy. The shape of the h(q)h(q) curves from MF-DFA indicates that these time series are multifractal. The numerical values of the exponent h(2)h(2) of MF-DFA show that the series of total energy and potential energy are non-stationary and anti-persistent; the other time series are stationary and persistent apart from series of pressure (with H≈0.5H≈0.5 indicating the absence of long-range correlation). The degree distributions of their converted HVGs show that these networks are exponential. The results of fractal analysis show that fractality exists in these converted HVGs. For each energy, pressure or volume parameter, it is found that the values of h(2)h(2) of MF-DFA on the time series, exponent λλ of the exponential degree distribution and fractal dimension dBdB of their converted HVGs do not change much for different proteins (indicating some universality). We also found that after taking average over all proteins, there is a linear relationship between 〈h(2)〉〈h(2)〉 (from MF-DFA on time series) and 〈dB〉〈dB〉 of the converted HVGs for different energy, pressure and volume.

Fractals in fracture of bulk metallic glass

We investigate the nanoscale periodic corrugation (NPC) structures on the dynamic fracture surface of a typical tough bulk metallic glass, submitted to high-velocity plate impact and scanned by atomic force microscopy (AFM). The detrended fluctuation analysis (DFA) of the recorded AFM profiles reveals that the valley landscapes of the NPC are nearly memoryless, characterized by Hurst parameter of 0.52 and exhibiting a self-similar fractal character with the dimension of about 1.48. Our findings confirm the existence of the “quasi-cleavage” fracture underpinned by tension transformation zones (TTZs) in metallic glasses.

Spike avalanches exhibit universal dynamics across the sleep-wake cycle.

BACKGROUND: Scale-invariant neuronal avalanches have been observed in cell cultures and slices as well as anesthetized and awake brains, suggesting that the brain operates near criticality, i.e. within a narrow margin between avalanche propagation and extinction. In theory, criticality provides many desirable features for the behaving brain, optimizing computational capabilities, information transmission, sensitivity to sensory stimuli and size of memory repertoires. However, a thorough characterization of neuronal avalanches in freely-behaving (FB) animals is still missing, thus raising doubts about their relevance for brain function. METHODOLOGY/PRINCIPAL FINDINGS: To address this issue, we employed chronically implanted multielectrode arrays (MEA) to record avalanches of action potentials (spikes) from the cerebral cortex and hippocampus of 14 rats, as they spontaneously traversed the wake-sleep cycle, explored novel objects or were subjected to anesthesia (AN). We then modeled spike avalanches to evaluate the impact of sparse MEA sampling on their statistics. We found that the size distribution of spike avalanches are well fit by lognormal distributions in FB animals, and by truncated power laws in the AN group. FB data surrogation markedly decreases the tail of the distribution, i.e. spike shuffling destroys the largest avalanches. The FB data are also characterized by multiple key features compatible with criticality in the temporal domain, such as 1/f spectra and long-term correlations as measured by detrended fluctuation analysis. These signatures are very stable across waking, slow-wave sleep and rapid-eye-movement sleep, but collapse during anesthesia. Likewise, waiting time distributions obey a single scaling function during all natural behavioral states, but not during anesthesia. Results are equivalent for neuronal ensembles recorded from visual and tactile areas of the cerebral cortex, as well as the hippocampus. CONCLUSIONS/SIGNIFICANCE: Altogether, the data provide a comprehensive link between behavior and brain criticality, revealing a unique scale-invariant regime of spike avalanches across all major behaviors.