Diffusion entropy analysis on the stride interval fluctuation of human gait

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behaviors of the stride interval of human walking at norm, slow, and fast rate are similar; with the scale-invariance exponents in the interval [0.663,0.955]$[0.663,0.955]$, of which the mean value is 0.821±0.011$0.821\pm 0.011$. Dynamical analysis of these stride interval fluctuations reveals a self-similar pattern: fluctuation at one time scale are statistically similar to those at multiple other time scales, at least over hundreds of steps, while the healthy subjects walk at their norm rate. The long-range correlations are observed during the spontaneous walking by removal of the trend in the time series with Fourier filter. These findings uncover that the fractal dynamics of stride interval fluctuation of human gait are normally intrinsic to the locomotor systems.     

滑动去趋势波动分析与近似熵在动力学结构突变检测中的性能比较

近似熵（ApEn）被认为是一种有效的动力学结构突变检测方法. 将一种新的动力学结构检测方法——滑动去趋势波动分析（MDFA）与ApEn的检测结果进行了比较,检验了新方法的性能. 结果表明,新方法的检测结果几乎不依赖于子序列的长度,而ApEn虽然能在一定程度上识别系统的动力学结构突变,但其检测结果依赖于子序列长度,且不能准确地检测出突变点的位置. 因此,相对于ApEn方法而言,MDFA方法更适合于动力学结构突变检测,其优越性是显而易见的. 关键词： 滑动去趋势波动分析 近似熵 动力学结构突变     

气液两相流电导波动信号复杂性测度分析及其流型表征

为了考察从时间序列提取的复杂性测度与气液两相流流型变化之间的关系，本文首先讨论了三种复杂性测度(Lempel-Ziv复杂性、功率谱熵和近似熵)对周期信号、随机信号、混合随机信号和混沌信号的识别能力，然后分析了时间序列长度对复杂性计算的影响.在此基础上，从实际测量的80种垂直上升管中气液两相流电导波动信号中提取了这三种复杂性测度，结果表明：三种复杂度对两相流流型变化是敏感的，通过对三种复杂度随两相流流动参数变化规律分析，可以得到气液两相流动力学结构反演特征，为揭示气液两相流流型转化机理提供了一种有效的辅助诊断工具. 关键词： 气液两相流 Lempel和Ziv复杂性 功率谱熵 近似熵     

Fine-grained permutation entropy as a measure of natural complexity for time series

In a recent paper [2002 Phys. Rev. Lett. 88 174102], Bandt and Pompe propose permutation entropy (PE) as a natural complexity measure for arbitrary time series which may be stationary or nonstationary, deterministic or stochastic. Their method is based on a comparison of neighbouring values. This paper further develops PE, and proposes the concept of fine-grained PE (FGPE) defined by the order pattern and magnitude of the difference between neighbouring values. This measure excludes the case where vectors with a distinct appearance are mistakenly mapped onto the same permutation type, and consequently FGPE becomes more sensitive to the dynamical change of time series than does PE, according to our simulation and experimental results.     

Concurrent sympathetic activation and vagal withdrawal in hyperthyroidism: Evidence from detrended fluctuation analysis of heart rate variability

Despite many previous studies on the association between hyperthyroidism and the hyperadrenergic state, controversies still exist. Detrended fluctuation analysis (DFA) is a well recognized method in the nonlinear analysis of heart rate variability (HRV), and it has physiological significance related to the autonomic nervous system. In particular, an increased short-term scaling exponent α1 calculated from DFA is associated with both increased sympathetic activity and decreased vagal activity. No study has investigated the DFA of HRV in hyperthyroidism. This study was designed to assess the sympathovagal balance in hyperthyroidism. We performed the DFA along with the linear analysis of HRV in 36 hyperthyroid Graves’ disease patients (32 females and 4 males; age 30 ± 1 years, means ± SE) and 36 normal controls matched by sex, age and body mass index. Compared with the normal controls, the hyperthyroid patients revealed a significant increase (P<0.001) in α1 (hyperthyroid 1.28±0.04 versus control 0.91±0.02), long-term scaling exponent , overall scaling exponent , low frequency power in normalized units (LF%) and the ratio of low frequency power to high frequency power (LF/HF); and a significant decrease (P<0.001) in the standard deviation of the R-R intervals (SDNN) and high frequency power (HF). In conclusion, hyperthyroidism is characterized by concurrent sympathetic activation and vagal withdrawal. This sympathovagal imbalance state in hyperthyroidism helps to explain the higher prevalence of atrial fibrillation and exercise intolerance among hyperthyroid patients.     

Correlation between detrended fluctuation analysis and the Lempel–Ziv complexity in nonlinear time series analysis

We focus on the study of the correlation between the detrended fluctuation analysis (DFA) and the Lempel-Ziv complexity (LZC) in nonlinear time series analysis in this paper. Typical dynamical systems including logistic map and Duffing model are investigated. Moreover, the influences of the Gaussian random noise on both DFA and LZC are analyzed. The results show a high correlation between DFA and LZC, which can quantify the non-stationarity and the nonlinearity of the time series, respectively. With the enhancement of the random component, the exponent α and the normalized complexity index C show increasing trends. In addition, C is found to be more sensitive to the fluctuation in the nonlinear time series than α. Finally, the correlation between DFA and LZC is applied to the feature extraction of vibration signals for a reciprocating compressor gas valve, and an effective fault diagnosis result is obtained.     

Double Feature Extraction Method of Ship-Radiated Noise Signal Based on Slope Entropy and Permutation Entropy

In order to accurately identify various types of ships and develop coastal defenses, a single feature extraction method based on slope entropy (SlEn) and a double feature extraction method based on SlEn combined with permutation entropy (SlEn&PE) are proposed. Firstly, SlEn is used for the feature extraction of ship-radiated noise signal (SNS) compared with permutation entropy (PE), dispersion entropy (DE), fluctuation dispersion entropy (FDE), and reverse dispersion entropy (RDE), so that the effectiveness of SlEn is verified, and SlEn has the highest recognition rate calculated by the k-Nearest Neighbor (KNN) algorithm. Secondly, SlEn is combined with PE, DE, FDE, and RDE, respectively, to extract the feature of SNS for a higher recognition rate, and SlEn&PE has the highest recognition rate after the calculation of the KNN algorithm. Lastly, the recognition rates of SlEn and SlEn&PE are compared, and the recognition rates of SlEn&PE are higher than SlEn by 4.22%. Therefore, the double feature extraction method proposed in this paper is more effective in the application of ship type recognition.     

Scale invariance analysis of the premature ECG signals

The multifractal detrended fluctuation analysis and detrending moving average algorithm were introduced in detail and applied to the study of the multifractal characteristics of the normal signals, the atrial premature beat (APB) signals and the premature ventricular contraction (PVC) signals. By analyzing the generalized Hurst exponents, Renyi exponents and multifractal spectrum and comparing the relation of h∼h(q)$h\sim h\left(q\right)$ for original signals and their shuffled time series, the result indicated that the three signals have multifractality and present long-range correlation in a certain range. According to the mean value of Δα$\Delta \alpha$, we found that the strength of the multifractality is varying. The PVC signals is the strongest, and the Normal signals is the weakest. It is useful for clinical practice of medicine to distinguish APB signals with PVC signals.     

Classification of physiologic and synthetic heart rate variability series using base-scale entropy

The base-scale entropy method was used as a measure to classify physiologic and synthetic heart rate variability series. This method enables analyzing very short, non-stationary, and noisy data. We used it to analyze short-term heart rate variability series. The results show that our method can effectively detect the complex dissimilarity of physiologic time series in different physiologic/pathologic states. We then applied it to the CinC 2002 test datasets. Using the base-scale entropy, we correctly classified 43 of 46 (93%) time series. In combination with time domain analysis, we correctly classified all time series.     

昼夜节律下心率变异性信号的熵信息和谱特征

生理系统产生的复杂波动信号能够反映其潜在的动力学特征.采用基本尺度熵和功率谱的方法分析24 h心率变异性信号.结果表明,心脏系统昼夜节律下生理和病理的变化伴随着变化的基本尺度熵和功率谱分布,但是对于近似熵,其变化却不明显;同时发现,基本尺度熵的变化能够反映相应的自主神经调控的变化,由于充血性心力衰竭患者迷走神经的调控被抑制,交感神经的调控占优势,所以数据中会出现更多变化的矢量模式组合,因此心力衰竭患者心率变异性信号的熵值较高;在夜间睡眠状态时,由于迷走神经的调控增强,交感神经的调控减少,所以健康人和心力衰竭患者的基本尺度熵都比白天清醒状态时产生了下降趋势.     

两种熵测度在量化射击运动员短时心率变异性信号复杂度上的一致性

利用两种基于熵的非线性复杂度测度：近似熵和样本熵,研究了专业射击运动员两种不同状态下(休息和练习赛)心率变异性信号的复杂度.计算结果表明：射击运动员休息时其心率变异性信号的熵值大于射击比赛时信号的熵值,这意味着运动员一旦进行射击比赛时,其心率变异性信号复杂度降低了,心跳变得更为规则了.为了更好地应用这两种基于熵的方法,进一步分析了算法中的两个重要影响因素：矢量匹配容差r和序列长度N对算法性能的影响.分析结果表明：只要参数选择在合适的范围内,近似熵和样本熵都能够正确地区分出两种不 关键词： 近似熵 样本熵 复杂度 射击     

On the relation between correlation dimension,approximate entropy and sample entropy parameters,and a fast algorithm for their calculation

We explore the relation between correlation dimension, approximate entropy and sample entropy parameters, which are commonly used in nonlinear systems analysis. Using theoretical considerations we identify the points which are shared by all these complexity algorithms and show explicitly that the above parameters are intimately connected and mutually interdependent. A new geometrical interpretation of sample entropy and correlation dimension is provided and the consequences for the interpretation of sample entropy, its relative consistency and some of the algorithms for parameter selection for this quantity are discussed. To get an exact algorithmic relation between the three parameters we construct a very fast algorithm for simultaneous calculations of the above, which uses the full time series as the source of templates, rather than the usual 10%. This algorithm can be used in medical applications of complexity theory, as it can calculate all three parameters for a realistic recording of 10⁴${10}^4$ points within minutes with the use of an average notebook computer.     

多重分形降趋波动分析法和移动平均法的分形谱算法对比分析

多重分形降趋波动分析法(MFDFA)和多重分形降趋移动平均法(MFDMA)是用来估算一维随机分形信号多重分形谱的两种算法, 已被拓展应用于二维和高维分形信号的分析. 本文简要介绍了MFDFA和MFDMA算法及其在一维时间序列中的应用. 首次系统地从算法模型、计算统计精度、样本量的敏感性、无标度区选取的敏感性、矩选择的敏感性和计算量这六个方面对两种算法进行了对比分析, 以典型多重分形信号BMC信号为例, 分析两种算法的适用性和优劣性. 为实际应用中, 针对具体信号如何选用MFDFA或MFDMA算法, 以及两种算法的参数设置提供了有价值的参考.     

基于去趋势波动分析方法确定极端事件阈值

极端事件或者极值事件脱离了自身的正常演化状态,是系统演化的极端状态或系统受到外界扰动而导致的异常状态.去趋势波动分析法得到的指数是衡量系统在某一时间尺度内演化的长程相关性的参数,系统的长程相关性不受极端事件的影响或影响很小.基于这一思想,提出了利用去趋势波动分析法确定极端事件的阈值方法,并验证了该方法的有效性.使用该方法对北京极端高温事件、极端低温事件和极端降水事件进行了分析和讨论,确定北京1951—2004年极端高温、极端低温事件和极端降水事件的阈值.50余年来,北京极端高温和低温事件在20世纪70年代 关键词： 去趋势波动分析 极端事件 阈值     

Relationships of exponents in multifractal detrended fluctuation analysis and conventional multifractal analysis

Multifractal detrended fluctuation analysis (MF-DFA) is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis (DFA), which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression τ(q)=qh(q)-1 stipulating the relationship between the multifractal exponent τ(q) and the generalized Hurst exponent h(q). As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as τ(q)=qh(q)-qH'-1, where H' is the nonconservation parameter in the universal multifractal formalism. The singular spectra, α and f(α), are also derived according to this new relationship.     

颠倒睡眠状态调制心率变异性信号的功率谱和基本尺度熵分析

心率变异性(HRV)信号能够提供心脏活动状态的重要信息.通过建立颠倒睡眠模型,联合功率谱和基本尺度熵方法分析颠倒睡眠状态下24 h的HRV信号,研究颠倒睡眠对自主神经相互作用以及HRV信号混沌强度的调制.结果表明,颠倒睡眠导致自主神经在昼夜间的活动节律发生颠倒,基本尺度熵在昼夜的变化趋势也随之发生逆转,因此HRV信号的混沌强度与自主神经的相互作用密切相关,进一步研究两者之间的关系发现:HRV信号的混沌强度与交感神经的调制强度正相关,与迷走神经的调制强度负相关.     

Analysis of the efficiency and multifractality of gold markets based on multifractal detrended fluctuation analysis

In this paper, we investigate the efficiency and multifractality of a gold market based on multifractal detrended fluctuation analysis. Our evidence shows that the gold return series are multifractal both for time scales smaller than a month and for time scales larger than a month. For time scales smaller than a month, the main contribution of multifractality is fat-tail distribution. For time scales larger than a month, both long-range correlations and fat-tail distribution play important roles in the contribution of multifractality. Using the method of rolling windows, we find that the gold market became more and more efficient over time, especially after 2001. The abnormal points of scaling exponents can also be related to some occasional events. By defining a new inefficiency measure related to the multifractality, we find that the gold market is more efficient during the upward periods than during the downward periods.     

Simulation of AE signals and signal analysis systems

A stochastic series is presented by which a typical AE signal detected by resonant transducer can be described. The series is then analysed numerically by a simulated system for AE amplitude distribution analysis. Comparison between the analytic distribution used in the generation of random series and the distribution obtained from the simulated system demonstrates how closely the measured parameter β corresponds to the parameter of source amplitude distribution b. The analysis shows that amplitude analysis gives better results when performed on ring-down bursts than on corresponding demodulated signals.     

Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil

In this paper, we study the auto-correlations and cross-correlations of West Texas Intermediate (WTI) crude oil spot and futures return series employing detrended fluctuation analysis (DFA) and detrended cross-correlation analysis (DCCA). Scaling analysis shows that, for time scales smaller than a month, the auto-correlations and cross-correlations are persistent. For time scales larger than a month but smaller than a year, the correlations are anti-persistent, while, for time scales larger than a year, the series are neither auto-correlated nor cross-correlated, indicating the efficient operation of the crude oil markets. Moreover, for small time scales, the degree of short-term cross-correlations is higher than that of auto-correlations. Using the multifractal extension of DFA and DCCA, we find that, for small time scales, the correlations are strongly multifractal, while, for large time scales, the correlations are nearly monofractal. Analyzing the multifractality of shuffled and surrogated series, we find that both long-range correlations and fat-tail distributions make important contributions to the multifractality. Our results have important implications for market efficiency and asset pricing models.     

Large deviations estimates for the multiscale analysis of heart rate variability

In the realm of multiscale signal analysis, multifractal analysis provides a natural and rich framework to measure the roughness of a time series. As such, it has drawn special attention of both mathematicians and practitioners, and led them to characterize relevant physiological factors impacting the heart rate variability. Notwithstanding these considerable progresses, multifractal analysis almost exclusively developed around the concept of Legendre singularity spectrum, for which efficient and elaborate estimators exist, but which are structurally blind to subtle features like non-concavity or, to a certain extent, non scaling of the distributions. Large deviations theory allows bypassing these limitations but it is only very recently that performing estimators were proposed to reliably compute the corresponding large deviations singularity spectrum. In this article, we illustrate the relevance of this approach, on both theoretical objects and on human heart rate signals from the Physionet public database. As conjectured, we verify that large deviations principles reveal significant information that otherwise remains hidden with classical approaches, and which can be reminiscent of some physiological characteristics. In particular we quantify the presence/absence of scale invariance of RR signals.