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Continuous adaptations of the movement system to changing environments or task demands rely on superposed fractal processes exhibiting power laws, that is, multifractality. The estimators of the multifractal spectrum potentially reflect the adaptive use of perception, cognition, and action. To observe time-specific behavior in multifractal dynamics, a multiscale multifractal analysis based on DFA (MFMS-DFA) has been recently proposed and applied to cardiovascular dynamics. Here we aimed at evaluating whether MFMS-DFA allows identifying multiscale structures in the dynamics of human movements. Thirty-six (12 females) participants pedaled freely, after a metronomic initiation of the cadence at 60 rpm, against a light workload for 10 min: in reference to cycling (C), cycling while playing "Tetris" on a computer, alone (CT) or collaboratively (CTC) with another pedaling participant. Pedal revolution periods (PRP) series were examined with MFMS-DFA and compared to linearized surrogates, which attested to a presence of multifractality at almost all scales. A marked alteration in multifractality when playing Tetris was evidenced at two scales, τ ≈ 16 and τ ≈ 64 s, yet less marked at τ ≈ 16 s when playing collaboratively. Playing Tetris in collaboration attenuated these alterations, especially in the best Tetris players. This observation suggests the high sensitivity to cognitive demand of MFMS-DFA estimators, extending to the assessment of skill/demand interplay from individual behavior. So, by identifying scale-dependent multifractal structures in movement dynamics, MFMS-DFA has obvious potential for examining brain-movement coordinative structures, likely with sufficient sensitivity to find echo in diagnosing disorders and monitoring the progress of diseases that affect cognition and movement control. [ABSTRACT FROM AUTHOR]

Continuous adaptations of the movement system to changing environments or task demands rely on superposed fractal processes exhibiting power laws, that is, multifractality. The estimators of the multifractal spectrum potentially reflect the adaptive use of perception, cognition, and action. To observe time-specific behavior in multifractal dynamics, a multiscale multifractal analysis based on DFA (MFMS-DFA) has been recently proposed and applied to cardiovascular dynamics. Here we aimed at evaluating whether MFMS-DFA allows identifying multiscale structures in the dynamics of human movements. Thirty-six (12 females) participants pedaled freely, after a metronomic initiation of the cadence at 60 rpm, against a light workload for 10 min: in reference to cycling (C), cycling while playing “Tetris” on a computer, alone (CT) or collaboratively (CTC) with another pedaling participant. Pedal revolution periods (PRP) series were examined with MFMS-DFA and compared to linearized surrogates, which attested to a presence of multifractality at almost all scales. A marked alteration in multifractality when playing Tetris was evidenced at two scales, τ ≈ 16 and τ ≈ 64 s, yet less marked at τ ≈ 16 s when playing collaboratively. Playing Tetris in collaboration attenuated these alterations, especially in the best Tetris players. This observation suggests the high sensitivity to cognitive demand of MFMS-DFA estimators, extending to the assessment of skill/demand interplay from individual behavior. So, by identifying scale-dependent multifractal structures in movement dynamics, MFMS-DFA has obvious potential for examining brain-movement coordinative structures, likely with sufficient sensitivity to find echo in diagnosing disorders and monitoring the progress of diseases that affect cognition and movement control.

Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and scaling properties of real-world complex time series. For a given scale ℓ of observation, DFA provides the function F(ℓ), which quantifies the fluctuations of the time series around the local trend, which is substracted (detrended). If the time series exhibits scaling properties, then F(ℓ)∼ℓα asymptotically, and the scaling exponent α is typically estimated as the slope of a linear fitting in the logF(ℓ) vs. log(ℓ) plot. In this way, α measures the strength of the correlations and characterizes the underlying dynamical system. However, in many cases, and especially in a physiological time series, the scaling behavior is different at short and long scales, resulting in logF(ℓ) vs. log(ℓ) plots with two different slopes, α1 at short scales and α2 at large scales of observation. These two exponents are usually associated with the existence of different mechanisms that work at distinct time scales acting on the underlying dynamical system. Here, however, and since the power-law behavior of F(ℓ) is asymptotic, we question the use of α1 to characterize the correlations at short scales. To this end, we show first that, even for artificial time series with perfect scaling, i.e., with a single exponent α valid for all scales, DFA provides an α1 value that systematically overestimates the true exponent α. In addition, second, when artificial time series with two different scaling exponents at short and large scales are considered, the α1 value provided by DFA not only can severely underestimate or overestimate the true short-scale exponent, but also depends on the value of the large scale exponent. This behavior should prevent the use of α1 to describe the scaling properties at short scales: if DFA is used in two time series with the same scaling behavior at short scales but very different scaling properties at large scales, very different values of α1 will be obtained, although the short scale properties are identical. These artifacts may lead to wrong interpretations when analyzing real-world time series: on the one hand, for time series with truly perfect scaling, the spurious value of α1 could lead to wrongly thinking that there exists some specific mechanism acting only at short time scales in the dynamical system. On the other hand, for time series with true different scaling at short and large scales, the incorrect α1 value would not characterize properly the short scale behavior of the dynamical system.

In this paper, we have modified the Detrended Fluctuation Analysis (DFA) using the ternary Cantor set. We propose a modification of the DFA algorithm, Cantor DFA (CDFA), which uses the Cantor set theory of base 3 as a scale for segment sizes in the DFA algorithm. An investigation of the phenomena generated from the proof using real-world time series based on the theory of the Cantor set is also conducted. This new approach helps reduce the overestimation problem of the Hurst exponent of DFA by comparing it with its inverse relationship with α of the Truncated Lévy Flight (TLF). CDFA is also able to correctly predict the memory behavior of time series.

Pulmonary hypertension (PH) is a fatal disease—even with state-of-the-art medical treatment. Non-invasive clinical tools for risk stratification are still lacking. The aim of this study was to investigate the clinical utility of heart rhythm complexity in risk stratification for PH patients. We prospectively enrolled 54 PH patients, including 20 high-risk patients (group A; defined as WHO functional class IV or class III with severely compromised hemodynamics), and 34 low-risk patients (group B). Both linear and non-linear heart rate variability (HRV) variables, including detrended fluctuation analysis (DFA) and multiscale entropy (MSE), were analyzed. In linear and non-linear HRV analysis, low frequency and high frequency ratio, DFAα1, MSE slope 5, scale 5, and area 6–20 were significantly lower in group A. Among all HRV variables, MSE scale 5 (AUC: 0.758) had the best predictive power to discriminate the two groups. In multivariable analysis, MSE scale 5 (p = 0.010) was the only significantly predictor of severe PH in all HRV variables. In conclusion, the patients with severe PH had worse heart rhythm complexity. MSE parameters, especially scale 5, can help to identify high-risk PH patients.

Estimates suggest that more than 70% of the world’s rangelands are degraded. The Normalized Difference Vegetation Index (NDVI) is commonly used by ecologists and agriculturalists to monitor vegetation and contribute to more sustainable rangeland management. This paper aims to explore the scaling character of NDVI and NDVI anomaly (NDVIa) time series by applying three fractal analyses: generalized structure function (GSF), multifractal detrended fluctuation analysis (MF-DFA), and Hurst index (HI). The study was conducted in four study areas in Southeastern Spain. Results suggest a multifractal character influenced by different land uses and spatial diversity. MF-DFA indicated an antipersistent character in study areas, while GSF and HI results indicated a persistent character. Different behaviors of generalized Hurst and scaling exponents were found between herbaceous and tree dominated areas. MF-DFA and surrogate and shuffle series allow us to study multifractal sources, reflecting the importance of long-range correlations in these areas. Two types of long-range correlation appear to be in place due to short-term memory reflecting seasonality and longer-term memory based on a time scale of a year or longer. The comparison of these series also provides us with a differentiating profile to distinguish among our four study areas that can improve land use and risk management in arid rangelands.

Recently, a multifractal-multiscale approach to detrended fluctuation analysis (DFA) was proposed to evaluate the cardiovascular fractal dynamics providing a surface of self-similarity coefficients α(q,τ), function of the scale τ, and moment order q. We hypothesize that this versatile DFA approach may reflect the cardiocirculatory adaptations in complexity and nonlinearity occurring during the day/night cycle. Our aim is, therefore, to quantify how α(q, τ) surfaces of cardiovascular series differ between daytime and night-time. We estimated α(q,τ) with −5 ≤ q ≤ 5 and 8 ≤ τ ≤ 2048 s for heart rate and blood pressure beat-to-beat series over periods of few hours during daytime wake and night-time sleep in 14 healthy participants. From the α(q,τ) surfaces, we estimated short-term (q. We found a long-term night/day modulation of α(q,τ) between 128 and 256 s affecting heart rate and blood pressure similarly, and multifractal short-term modulations at q < 0 for the heart rate and at q > 0 for the blood pressure. Consistent nonlinearity appeared at the shorter scales at night excluding q = 2. Long-term circadian modulations of the heart rate DFA were previously associated with the cardiac vulnerability period and our results may improve the risk stratification indicating the more relevant α(q,τ) area reflecting this rhythm. Furthermore, nonlinear components in the nocturnal α(q,τ) at q ≠ 2 suggest that DFA may effectively integrate the linear spectral information with complexity-domain information, possibly improving the monitoring of cardiac interventions and protocols of rehabilitation medicine.

The recent introduction of chronotaxic systems provides the means to describe nonautonomous systems with stable yet time-varying frequencies which are resistant to continuous external perturbations. This approach facilitates realistic characterization of the oscillations observed in living systems, including the observation of transitions in dynamics which were not considered previously. The novelty of this approach necessitated the development of a new set of methods for the inference of the dynamics and interactions present in chronotaxic systems. These methods, based on Bayesian inference and detrended fluctuation analysis, can identify chronotaxicity in phase dynamics extracted from a single time series. Here, they are applied to numerical examples and real experimental electroencephalogram (EEG) data. We also review the current methods, including their assumptions and limitations, elaborate on their implementation, and discuss future perspectives.

Entropy estimation metrics have become a widely used method to identify subtle changes or hidden features in biomedical records. These methods have been more effective than conventional linear techniques in a number of signal classification applications, specially the healthy–pathological segmentation dichotomy. Nevertheless, a thorough characterization of these measures, namely, how to match metric and signal features, is still lacking. This paper studies a specific characterization problem: the influence of missing samples in biomedical records. The assessment is conducted using four of the most popular entropy metrics: Approximate Entropy, Sample Entropy, Fuzzy Entropy, and Detrended Fluctuation Analysis. The rationale of this study is that missing samples are a signal disturbance that can arise in many cases: signal compression, non-uniform sampling, or data transmission stages. It is of great interest to determine if these real situations can impair the capability of segmenting signal classes using such metrics. The experiments employed several biosignals: electroencephalograms, gait records, and RR time series. Samples of these signals were systematically removed, and the entropy computed for each case. The results showed that these metrics are robust against missing samples: With a data loss percentage of 50% or even higher, the methods were still able to distinguish among signal classes.

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. [ABSTRACT FROM AUTHOR]

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.

The recent introduction of chronotaxic systems provides the means to describe nonautonomous systems with stable yet time-varying frequencies which are resistant to continuous external perturbations. This approach facilitates realistic characterization of the oscillations observed in living systems, including the observation of transitions in dynamics which were not considered previously. The novelty of this approach necessitated the development of a new set of methods for the inference of the dynamics and interactions present in chronotaxic systems. These methods, based on Bayesian inference and detrended fluctuation analysis, can identify chronotaxicity in phase dynamics extracted from a single time series. Here, they are applied to numerical examples and real experimental electroencephalogram (EEG) data. We also review the current methods, including their assumptions and limitations, elaborate on their implementation, and discuss future perspectives. [ABSTRACT FROM AUTHOR]

Entropy estimation metrics have become a widely used method to identify subtle changes or hidden features in biomedical records. These methods have been more effective than conventional linear techniques in a number of signal classification applications, specially the healthy-pathological segmentation dichotomy. Nevertheless, a thorough characterization of these measures, namely, how to match metric and signal features, is still lacking. This paper studies a specific characterization problem: the influence of missing samples in biomedical records. The assessment is conducted using four of the most popular entropy metrics: Approximate Entropy, Sample Entropy, Fuzzy Entropy, and Detrended Fluctuation Analysis. The rationale of this study is that missing samples are a signal disturbance that can arise in many cases: signal compression, non-uniform sampling, or data transmission stages. It is of great interest to determine if these real situations can impair the capability of segmenting signal classes using such metrics. The experiments employed several biosignals: electroencephalograms, gait records, and RR time series. Samples of these signals were systematically removed, and the entropy computed for each case. The results showed that these metrics are robust against missing samples: With a data loss percentage of 50% or even higher, the methods were still able to distinguish among signal classes. [ABSTRACT FROM AUTHOR]

Detrended Fluctuation Analysis (DFA) has become a standard method to quantify the correlations and scaling properties of real-world complex time series. For a given scale ℓ of observation, DFA provides the function F (ℓ) , which quantifies the fluctuations of the time series around the local trend, which is substracted (detrended). If the time series exhibits scaling properties, then F (ℓ) ∼ ℓ α asymptotically, and the scaling exponent α is typically estimated as the slope of a linear fitting in the log F (ℓ) vs. log (ℓ) plot. In this way, α measures the strength of the correlations and characterizes the underlying dynamical system. However, in many cases, and especially in a physiological time series, the scaling behavior is different at short and long scales, resulting in log F (ℓ) vs. log (ℓ) plots with two different slopes, α 1 at short scales and α 2 at large scales of observation. These two exponents are usually associated with the existence of different mechanisms that work at distinct time scales acting on the underlying dynamical system. Here, however, and since the power-law behavior of F (ℓ) is asymptotic, we question the use of α 1 to characterize the correlations at short scales. To this end, we show first that, even for artificial time series with perfect scaling, i.e., with a single exponent α valid for all scales, DFA provides an α 1 value that systematically overestimates the true exponent α. In addition, second, when artificial time series with two different scaling exponents at short and large scales are considered, the α 1 value provided by DFA not only can severely underestimate or overestimate the true short-scale exponent, but also depends on the value of the large scale exponent. This behavior should prevent the use of α 1 to describe the scaling properties at short scales: if DFA is used in two time series with the same scaling behavior at short scales but very different scaling properties at large scales, very different values of α 1 will be obtained, although the short scale properties are identical. These artifacts may lead to wrong interpretations when analyzing real-world time series: on the one hand, for time series with truly perfect scaling, the spurious value of α 1 could lead to wrongly thinking that there exists some specific mechanism acting only at short time scales in the dynamical system. On the other hand, for time series with true different scaling at short and large scales, the incorrect α 1 value would not characterize properly the short scale behavior of the dynamical system. [ABSTRACT FROM AUTHOR]

In this paper, we have modified the Detrended Fluctuation Analysis (DFA) using the ternary Cantor set. We propose a modification of the DFA algorithm, Cantor DFA (CDFA), which uses the Cantor set theory of base 3 as a scale for segment sizes in the DFA algorithm. An investigation of the phenomena generated from the proof using real-world time series based on the theory of the Cantor set is also conducted. This new approach helps reduce the overestimation problem of the Hurst exponent of DFA by comparing it with its inverse relationship with α of the Truncated Lévy Flight (TLF). CDFA is also able to correctly predict the memory behavior of time series. [ABSTRACT FROM AUTHOR]

In this study, the effect of cardiac resynchronization therapy (CRT) on the relationship between the cardiovascular and respiratory systems in heart failure subjects was examined for the first time. We hypothesized that alterations in cardio-respiratory interactions, after CRT implantation, quantified by signal complexity, could be a marker of a favorable CRT response. Sample entropy and scaling exponents were calculated from synchronously recorded cardiac and respiratory signals 20 min in duration, collected in 47 heart failure patients at rest, before and 9 months after CRT implantation. Further, cross-sample entropy between these signals was calculated. After CRT, all patients had lower heart rate and CRT responders had reduced breathing frequency. Results revealed that higher cardiac rhythm complexity in CRT non-responders was associated with weak correlations of cardiac rhythm at baseline measurement over long scales and over short scales at follow-up recording. Unlike CRT responders, in non-responders, a significant difference in respiratory rhythm complexity between measurements could be consequence of divergent changes in correlation properties of the respiratory signal over short and long scales. Asynchrony between cardiac and respiratory rhythm increased significantly in CRT non-responders during follow-up. Quantification of complexity and synchrony between cardiac and respiratory signals shows significant associations between CRT success and stability of cardio-respiratory coupling. [ABSTRACT FROM AUTHOR]

Pulmonary hypertension (PH) is a fatal disease—even with state-of-the-art medical treatment. Non-invasive clinical tools for risk stratification are still lacking. The aim of this study was to investigate the clinical utility of heart rhythm complexity in risk stratification for PH patients. We prospectively enrolled 54 PH patients, including 20 high-risk patients (group A; defined as WHO functional class IV or class III with severely compromised hemodynamics), and 34 low-risk patients (group B). Both linear and non-linear heart rate variability (HRV) variables, including detrended fluctuation analysis (DFA) and multiscale entropy (MSE), were analyzed. In linear and non-linear HRV analysis, low frequency and high frequency ratio, DFAα1, MSE slope 5, scale 5, and area 6–20 were significantly lower in group A. Among all HRV variables, MSE scale 5 (AUC: 0.758) had the best predictive power to discriminate the two groups. In multivariable analysis, MSE scale 5 (p = 0.010) was the only significantly predictor of severe PH in all HRV variables. In conclusion, the patients with severe PH had worse heart rhythm complexity. MSE parameters, especially scale 5, can help to identify high-risk PH patients. [ABSTRACT FROM AUTHOR]

Estimates suggest that more than 70% of the world's rangelands are degraded. The Normalized Difference Vegetation Index (NDVI) is commonly used by ecologists and agriculturalists to monitor vegetation and contribute to more sustainable rangeland management. This paper aims to explore the scaling character of NDVI and NDVI anomaly (NDVIa) time series by applying three fractal analyses: generalized structure function (GSF), multifractal detrended fluctuation analysis (MF-DFA), and Hurst index (HI). The study was conducted in four study areas in Southeastern Spain. Results suggest a multifractal character influenced by different land uses and spatial diversity. MF-DFA indicated an antipersistent character in study areas, while GSF and HI results indicated a persistent character. Different behaviors of generalized Hurst and scaling exponents were found between herbaceous and tree dominated areas. MF-DFA and surrogate and shuffle series allow us to study multifractal sources, reflecting the importance of long-range correlations in these areas. Two types of long-range correlation appear to be in place due to short-term memory reflecting seasonality and longer-term memory based on a time scale of a year or longer. The comparison of these series also provides us with a differentiating profile to distinguish among our four study areas that can improve land use and risk management in arid rangelands. [ABSTRACT FROM AUTHOR]

The surface electromyography (sEMG) records the electrical activity of muscle fibers during contraction: one of its uses is to assess changes taking place within muscles in the course of a fatiguing contraction to provide insights into our understanding of muscle fatigue in training protocols and rehabilitation medicine. Until recently, these myoelectric manifestations of muscle fatigue (MMF) have been assessed essentially by linear sEMG analyses. However, sEMG shows a complex behavior, due to many concurrent factors. Therefore, in the last years, complexity-based methods have been tentatively applied to the sEMG signal to better individuate the MMF onset during sustained contractions. In this review, after describing concisely the traditional linear methods employed to assess MMF we present the complexity methods used for sEMG analysis based on an extensive literature search. We show that some of these indices, like those derived from recurrence plots, from entropy or fractal analysis, can detect MMF efficiently. However, we also show that more work remains to be done to compare the complexity indices in terms of reliability and sensibility; to optimize the choice of embedding dimension, time delay and threshold distance in reconstructing the phase space; and to elucidate the relationship between complexity estimators and the physiologic phenomena underlying the onset of MMF in exercising muscles. [ABSTRACT FROM AUTHOR]

Recently, a multifractal-multiscale approach to detrended fluctuation analysis (DFA) was proposed to evaluate the cardiovascular fractal dynamics providing a surface of self-similarity coefficients α(q,τ), function of the scale τ, and moment order q. We hypothesize that this versatile DFA approach may reflect the cardiocirculatory adaptations in complexity and nonlinearity occurring during the day/night cycle. Our aim is, therefore, to quantify how α(q, τ) surfaces of cardiovascular series differ between daytime and night-time. We estimated α(q,τ) with −5 ≤ q ≤ 5 and 8 ≤ τ ≤ 2048 s for heart rate and blood pressure beat-to-beat series over periods of few hours during daytime wake and night-time sleep in 14 healthy participants. From the α(q,τ) surfaces, we estimated short-term (<16 s) and long-term (from 16 to 512 s) multifractal coefficients. Generating phase-shuffled surrogate series, we evaluated short-term and long-term indices of nonlinearity for each q. We found a long-term night/day modulation of α(q,τ) between 128 and 256 s affecting heart rate and blood pressure similarly, and multifractal short-term modulations at q < 0 for the heart rate and at q > 0 for the blood pressure. Consistent nonlinearity appeared at the shorter scales at night excluding q = 2. Long-term circadian modulations of the heart rate DFA were previously associated with the cardiac vulnerability period and our results may improve the risk stratification indicating the more relevant α(q,τ) area reflecting this rhythm. Furthermore, nonlinear components in the nocturnal α(q,τ) at q ≠ 2 suggest that DFA may effectively integrate the linear spectral information with complexity-domain information, possibly improving the monitoring of cardiac interventions and protocols of rehabilitation medicine. [ABSTRACT FROM AUTHOR]