Statistical mechanics in biology: how ubiquitous are long-range correlations?

The purpose of this opening talk is to describe examples of recent progress in applying statistical mechanics to biological systems. We first briefly review several biological systems, and then focus on the fractal features characterized by the long-range correlations found recently in DNA sequences containing non-coding material. We discuss the evidence supporting the finding that for sequences containing only coding regions, there are no long-range correlations. We also discuss the recent finding that the exponent alpha characterizing the long-range correlations increases with evolution, and we discuss two related models, the insertion model and the insertion-deletion model, that may account for the presence of long-range correlations. Finally, we summarize the analysis of long-term data on human heartbeats (up to 10(4) heart beats) that supports the possibility that the successive increments in the cardiac beat-to-beat intervals of healthy subjects display scale-invariant, long-range "anti-correlations" (a tendency to beat faster is balanced by a tendency to beat slower later on). In contrast, for a group of subjects with severe heart disease, long-range correlations vanish. This finding suggests that the classical theory of homeostasis, according to which stable physiological processes seek to maintain "constancy," should be extended to account for this type of dynamical, far from equilibrium, behavior.     

Correlated and uncorrelated regions in heart-rate fluctuations during sleep

Healthy sleep consists of several stages: deep sleep, light sleep, and rapid eye movement (REM) sleep. Here we show that these sleep stages can be characterized and distinguished by correlations of heart rates separated by n beats. Using the detrended fluctuation analysis (DFA) up to fourth order we find that long-range correlations reminiscent to the wake phase are present only in the REM phase. In the non-REM phases, the heart rates are uncorrelated above the typical breathing cycle time, pointing to a random regulation of the heartbeat during non-REM sleep.     

Application of statistical physics to heartbeat diagnosis.

We present several recent studies based on statistical physics concepts that can be used as diagnostic tools for heart failure. We describe the scaling exponent characterizing the long-range correlations in heartbeat time series as well as the multifractal features recently discovered in heartbeat rhythm. It is found that both features, the long-range correlations and the multifractility, are weaker in cases of heart failure.     

Deviations from uniform power law scaling in nonstationary time series

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.     

总体经验模态分解能量向量用于ECG能量分布的研究

总体经验模态分解(EEMD)改进了经验模态分解(EMD)存在的模态混叠问题, 依据信号自身的波动特点将信号分解, 特别适合非线性非平稳信号的分析处理. ECG信号能量分布有一定的规律, 疾病会引起能量分布的变化, 研究ECG能量分布的改变对心脏疾病的研究和临床诊断有重要意义. 本文将ECG信号通过EEMD方法分解为多个本征模态函数(IMF)分量, 观察IMF分量的波动规律, 指出了ECG信号在不同时间尺度上的波动特点和物理意义. 将IMF分量分别计算能量, 得到ECG的能量向量, 并对健康人和三种心脏疾病患者能量向量进行对比分析. 结果表明心脏疾病导致EEMD能量向量的高频分量显著降低, 尤其是p₁分量具有较好的区分度, 可以作为心脏疾病诊断的参考依据. 相比较传统的频域分析方法单纯关注频率而忽略信号自身特点和信号成分之间的相互作用, EEMD的分解结果依赖于ECG信号本身, 因此更能够反映ECG信号的真实情况, 揭示年龄和疾病对ECG能量分布的影响.     

Respiratory modulation of heart beat-to-beat interval in diabetic patients

We have analyzed simultaneous recordings of respiration and heartbeat intervals in diabetic patients and control subjects. Our main findings are that in diabetic patients the heart beat-to-beat interval variability and cardiorespiratory crosscorrelation are decreased, the autocorrelation time of the interval series is increased, and the phase relation of the respiration with the heartbeat interval oscillations is often reversed in comparison with the control subjects. We have been able to reproduce the data using a biophysical model in which the time dependent input signal to the sinoatrial node was constituted of quasiperiodic and aperiodic components. The quasiperiodic input was obtained from the recording of the respiratory signal and the aperiodic input was obtained from selected realizations of correlated noise. Our study indicates that both input components to the sinoatrial node are modified in diabetic patients.     

From 1/f noise to multifractal cascades in heartbeat dynamics

We explore the degree to which concepts developed in statistical physics can be usefully applied to physiological signals. We illustrate the problems related to physiologic signal analysis with representative examples of human heartbeat dynamics under healthy and pathologic conditions. We first review recent progress based on two analysis methods, power spectrum and detrended fluctuation analysis, used to quantify long-range power-law correlations in noisy heartbeat fluctuations. The finding of power-law correlations indicates presence of scale-invariant, fractal structures in the human heartbeat. These fractal structures are represented by self-affine cascades of beat-to-beat fluctuations revealed by wavelet decomposition at different time scales. We then describe very recent work that quantifies multifractal features in these cascades, and the discovery that the multifractal structure of healthy dynamics is lost with congestive heart failure. The analytic tools we discuss may be used on a wide range of physiologic signals. (c) 2001 American Institute of Physics.     

Magnitude and sign correlations in heartbeat fluctuations

We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.     

Broken asymmetry of the human heartbeat: loss of time irreversibility in aging and disease

Time irreversibility, a fundamental property of nonequilibrium systems, should be of importance in assessing the status of physiological processes that operate over a wide range of scales. However, measurement of this property in living systems has been limited. We provide a computational method derived from basic physics assumptions to quantify time asymmetry over multiple scales and apply it to the human heartbeat time series in health and disease. We find that the multiscale time asymmetry index is highest for a time series from young subjects and decreases with aging or heart disease. Loss of time irreversibility may provide a new way of assessing the functionality of living systems that operate far from equilibrium.     

Experimental evidence for phase synchronization transitions in the human cardiorespiratory system

Transitions in the dynamics of complex systems can be characterized by changes in the synchronization behavior of their components. Taking the human cardiorespiratory system as an example and using an automated procedure for screening the synchrograms of 112 healthy subjects we study the frequency and the distribution of synchronization episodes under different physiological conditions that occur during sleep. We find that phase synchronization between heartbeat and breathing is significantly enhanced during non-rapid-eye-movement (non-REM) sleep (deep sleep and light sleep) and reduced during REM sleep. Our results suggest that the synchronization is mainly due to a weak influence of the breathing oscillator upon the heartbeat oscillator, which is disturbed in the presence of long-term correlated noise, superimposed by the activity of higher brain regions during REM sleep.     

Alteration in scaling behavior of short-term heartbeat time series for professional shooting athletes from rest to exercise

Scaling analysis of heartbeat time series has emerged as a useful tool for assessing the autonomic cardiac control under various physiologic and pathologic conditions. We study the heartbeat activity and scaling behavior of heartbeat fluctuations regulated by autonomic nervous system for professional shooting athletes under two states: rest and exercise, by applying the detrended fluctuation analysis method. We focus on alteration in correlation properties of heartbeat intervals for the shooters from rest to exercise, which may have a potential value in monitoring the quality of training and evaluating the sports capacity of the athletes. The result shows that scaling exponents of short-term heart rate variability signals from the shooters get significantly larger during exercise compared with those obtained at rest. It demonstrates that during exercise stronger correlations appear in the heartbeat series of shooting athletes in order to satisfy the specific requirements for high concentration and better control on their heart beats.     

Long-term memory: a natural mechanism for the clustering of extreme events and anomalous residual times in climate records

We study the statistics of the return intervals between extreme events above a certain threshold in long-term persistent records. We find that the long-term memory leads (i) to a stretched exponential distribution of the return intervals, (ii) to a pronounced clustering of extreme events, and (iii) to an anomalous behavior of the mean residual time to the next event that depends on the history and increases with the elapsed time in a counterintuitive way. We present an analytical scaling approach and demonstrate that all these features can be seen in long climate records. The phenomena should also occur in heartbeat records, Internet traffic, and stock market volatility and have to be taken into account for an efficient risk evaluation.     

Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series

The healthy heartbeat is traditionally thought to be regulated according to the classical principle of homeostasis whereby physiologic systems operate to reduce variability and achieve an equilibrium-like state [Physiol. Rev. 9, 399-431 (1929)]. However, recent studies [Phys. Rev. Lett. 70, 1343-1346 (1993); Fractals in Biology and Medicine (Birkhauser-Verlag, Basel, 1994), pp. 55-65] reveal that under normal conditions, beat-to-beat fluctuations in heart rate display the kind of long-range correlations typically exhibited by dynamical systems far from equilibrium [Phys. Rev. Lett. 59, 381-384 (1987)]. In contrast, heart rate time series from patients with severe congestive heart failure show a breakdown of this long-range correlation behavior. We describe a new method--detrended fluctuation analysis (DFA)--for quantifying this correlation property in non-stationary physiological time series. Application of this technique shows evidence for a crossover phenomenon associated with a change in short and long-range scaling exponents. This method may be of use in distinguishing healthy from pathologic data sets based on differences in these scaling properties.     

Fractal landscapes in biological systems: long-range correlations in DNA and interbeat heart intervals

Here we discuss recent advances in applying ideas of fractals and disordered systems to two topics of biological interest, both topics having common the appearance of scale-free phenomena, i.e., correlations that have no characteristic length scale, typically exhibited by physical systems near a critical point and dynamical systems far from equilibrium. (i) DNA nucleotide sequences have traditionally been analyzed using models which incorporate the possibility of short-range nucleotide correlations. We found, instead, a remarkably long-range power law correlation. We found such long-range correlations in intron-containing genes and in non-transcribed regulatory DNA sequences as well as intragenomic DNA, but not in cDNA sequences or intron-less genes. We also found that the myosin heavy chain family gene evolution increases the fractal complexity of the DNA landscapes, consistent with the intron-late hypothesis of gene evolution. (ii) The healthy heartbeat is traditionally thought to be regulated according to the classical principle of homeostasis, whereby physiologic systems operate to reduce variability and achieve an equilibrium-like state. We found, however, that under normal conditions, beat-to-beat fluctuations in heart rate display long-range power law correlations.     

Scale-independent measures and pathologic cardiac dynamics.

We study several scale-independent measures of cardiac interbeat interval dynamics defined through the application of the wavelet transform. We test their performance in detecting heart disease using a database consisting of records of interbeat intervals for a group of healthy individuals and subjects with congestive heart failure. We find that scale-independent measures effectively distinguish healthy from pathologic behavior and propose a new two-variable scale-independent measure that could be clinically useful. We compare the performance of a recently proposed scale-dependent measure and find that the results depend on the database analyzed and on the analyzing wavelet.     

Limb dominance changes in walking evolution explored by asymmetric correlations in gait dynamics

Fluctuations in the stride interval time series of unconstrained walking are not random but seem to exhibit long-range correlations that decay as a power law (Hausdorff et al. (1995) [35]). Here, we examine whether asymmetries are present in the long-range correlations of different gait parameters (stride, swing and stance intervals) for the left and right limbs. Gait dynamics corresponding to 16 healthy subjects were obtained from the Physionet database, which contains stride, stance and swing intervals for both left and right limbs. Detrended Fluctuation Analysis (DFA) revealed the presence of asymmetric long-range correlations in all gait cycle variables investigated. A rich variety of scaling exponent dynamics was found, with the presence of synchronicity, decreased correlations and dominant correlations. The results are discussed in terms of the hypothesis that reduced strength of long-range correlations reflect both enhanced stability and adaptability.     

Power-law time distribution of large earthquakes

We study the statistical properties of time distribution of seismicity in California by means of a new method of analysis, the diffusion entropy. We find that the distribution of time intervals between a large earthquake (the main shock of a given seismic sequence) and the next one does not obey Poisson statistics, as assumed by the current models. We prove that this distribution is an inverse power law with an exponent mu=2.06+/-0.01. We propose the long-range model, reproducing the main properties of the diffusion entropy and describing the seismic triggering mechanisms induced by large earthquakes.     

Ordinal pattern statistics for the assessment of heart rate variability

The recognition of all main features of a healthy heart rhythm (the so-called sinus rhythm) is still one of the biggest challenges in contemporary cardiology. Recently the interesting physiological phenomenon of heart rate asymmetry has been observed. This phenomenon is related to unbalanced contributions of heart rate decelerations and accelerations to heart rate variability. In this paper we apply methods based on the concept of ordinal pattern to the analysis of electrocardiograms (inter-peak intervals) of healthy subjects in the supine position. This way we observe new regularities of the heart rhythm related to the distribution of ordinal patterns of lengths 3 and 4.     

The effects of multifractality on the statistics of return intervals

We study the statistics of the return intervals in multifractal data sets with and without linear correlations. In the absence of linear correlations, we find that the nonlinear correlations inherent in multifractal data yield (i) a power-law decay of the autocorrelation function of the return intervals, (ii) a power-law increase of the conditional return period as function of the previous return interval, and (iii) a power-law decay of the probability density function of the return intervals. These features remain unchanged in the presence of linear long-term correlations. Deviations observed in the asymptotic behaviour are probably due to finite size effects. We compare our results with those obtained for uncorrelated and for monofractal long-term correlated data, and demonstrate significant differences. Applications can be found in studying the dynamics of several processes characterised by multifractality, such as turbulence, climate dynamics, heartbeat dynamics, stock market dynamics, and tele-traffic in large networks.