Detrended Fluctuation Analysis of the Human EEG during Listening to Emotional Music

A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness） and a rest condition （eyes-closed）. The results showed that the EEG exhibited scaling behavior in two regions with two scaling exponents β1 and β2 which represented the complexity of higher and lower frequency activity besides α band respectively. As the emotional intensity decreased the value of β1 increased and the value of β2 decreased. The change of β1 was weakly correlated with the ＇approach-withdrawal＇ model of emotion and both of fear and sad music made certain differences compared with the eyes-closed rest condition. The study shows that music is a powerful elicitor of emotion and that using nonlinear method can potentially contribute to the investigation of emotion.     

An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran

The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data.     

基于多维有限自动机的DFA改进算法

多个正则表达式规则编译成一个DFA(deter minister finite automata)时,会产生状态爆炸、存储急剧增加的现象。针对最严重的状态爆炸问题,从信息论的角度给出了解释,并提出多维数学模型,将冗余状态分为0维状态和1维状态,通过前者按照维度压缩,后者动态构建的方法将空间复杂度降到理论下界,并在此基础上提出多维有限自动机(MFA, multi-dimensional finite automata)。实验表明,MFA构造时间比XFA略少,比DFA、STT冗余压缩算法和Hybrid-FA降低了2~3个数量级;存储空间比XFA略高,比DFA、STT冗余压缩算法、mDFA、Hybrid-FA降低了1~2个数量级;匹配时间比DFA、Hybrid-FA略多,但是比XFA略少,比STT冗余压缩算法和mDFA降低了1~2个数量级。     

Detrending fluctuation analysis based on high-pass filtering

Detrended fluctuation analysis (DFA) is a scaling method commonly used for detecting long-range correlations in non-stationary time series. The DFA method uses a trend based on polynomial fitting to extract and quantify fluctuations at different time scales. Basically, such procedure acts as a (non-dynamical) high-pass filter that removes time series components below a given time scale. As an alternative to the polynomial fitting approach, this paper proposes a DFA method based on well-known high-pass filters (e.g., Butterworth, elliptic, etc.). Numerical results show that the proposed DFA approach yields results similar to traditional DFA method. Maybe, the main advantage of the proposed DFA method is that efficient implementations of high-pass filters are available commercially.     

Complexity of Body Movements during Sleep in Children with Autism Spectrum Disorder

Recently, measuring the complexity of body movements during sleep has been proven as an objective biomarker of various psychiatric disorders. Although sleep problems are common in children with autism spectrum disorder (ASD) and might exacerbate ASD symptoms, their objectivity as a biomarker remains to be established. Therefore, details of body movement complexity during sleep as estimated by actigraphy were investigated in typically developing (TD) children and in children with ASD. Several complexity analyses were applied to raw and thresholded data of actigraphy from 17 TD children and 17 children with ASD. Determinism, irregularity and unpredictability, and long-range temporal correlation were examined respectively using the false nearest neighbor (FNN) algorithm, information-theoretic analyses, and detrended fluctuation analysis (DFA). Although the FNN algorithm did not reveal determinism in body movements, surrogate analyses identified the influence of nonlinear processes on the irregularity and long-range temporal correlation of body movements. Additionally, the irregularity and unpredictability of body movements measured by expanded sample entropy were significantly lower in ASD than in TD children up to two hours after sleep onset and at approximately six hours after sleep onset. This difference was found especially for the high-irregularity period. Through this study, we characterized details of the complexity of body movements during sleep and demonstrated the group difference of body movement complexity across TD children and children with ASD. Complexity analyses of body movements during sleep have provided valuable insights into sleep profiles. Body movement complexity might be useful as a biomarker for ASD.     

An approach to generate deterministic Brownian motion

We propose an approach for generation of deterministic Brownian motion. By adding an additional degree of freedom to the Langevin equation and transforming it into a system of three linear differential equations, we determine the position of switching surfaces, which act as a multi-well potential with a short fluctuation escape time. Although the model is based on the Langevin equation, the final system does not contain a stochastic term, and therefore the obtained motion is deterministic. Nevertheless, the system behavior exhibits important characteristic properties of Brownian motion, namely, a linear growth in time of the mean square displacement, a Gaussian distribution, and a −2 power law of the frequency spectrum. Furthermore, we use the detrended fluctuation analysis to prove the Brownian character of this motion.     

电子商务中人类活动的标度行为实证研究

应用去趋势波动分析法,对电子商务中人类网上购物行为进行研究,首次探讨了人类浏览及购买行为时间序列(数量波动)标度律.首先,研究发现人类网上购物行为呈现出明显的周期性,其时间序列的概率密度函数具有显著的双模态特征.其次,利用傅里叶变换方法分析浏览以及购买行为时间序列的功率谱,发现其演化过程不同于无关联的泊松过程.最后,基于功率谱过滤周期性趋势的影响,对去除周期趋势后的浏览和购买行为时间序列进行去趋势波动分析,发现其标度行为表明其具有较强的长程关联特性,且平均标度值近似为1,表明其具有自组织临界性.实证研究结果与其他领域如因特网交通流和金融市场价格波动的标度行为相似,有助于理解人类活动如何影响电子商务系统演化和提高在线商务活动效率,对分析电子商务中人类行为活动的机制和预测其波动趋势具有重要的启示作用.     

Correlation of optical properties with the fractal microstructure of black molybdenum coatings

Coating is commonly used for improving the optical properties of surfaces for solar collector applications. The coating morphology depends on the deposition conditions, and this determines the final optical characteristics. Coating morphologies are irregular and of fractal nature, so a suitable approach for its characterization should use methods borrowed from fractal analysis. The aim of this work is to study the fractal characteristics of black molybdenum coatings on copper and to relate the fractal parameters to the optical properties. To this end, coating surfaces were prepared via immersion in a solution of ammonium paramolybdate for different deposition periods. The fractal analysis was carried out for SEM and AFM images of the coating surface and the fractal properties were obtained with a recently developed high-dimensional extension of the well-known detrended fluctuation analysis (DFA). The most salient parameter drawn from the application of the DFA is the Hurst index, a parameter related to the roughness of the coating surface, and the multifractality index, which is related to the non-linearity features of the coating morphology. The results showed that optical properties, including absorptance and emittance, are decreasing functions of the Hurst and multifractality indices. This suggests that coating surfaces with high absorptance and emittance values are related to complex coating morphologies conformed within a non-linear structure.     

SIP代理服务器抗拒绝服务攻击自防御模型

通过对拒绝服务攻击的原理、类型、特征及SIP网络面对的典型DoS攻击的分析,结合Client Puzzle思想、DFA、远程联动、本机联动技术及SIP网络特点、SIP代理服务器工作原理,提出了SIP代理服务器抗拒绝服务攻击自防御模型,并设计相应的实验环境对该模型抵御DoS攻击的能力进行测试,实验结果证明该模型在增加代理服务器转发信令毫秒级的时间延迟下,可有效地抵御针对SIP代理服务器发起的DoS攻击,增强SIP系统服务的可用性.     

Scaling behavior of earthquakes’ inter-events time series

In this paper, we investigate the statistical and scaling properties of the California earthquakes’ inter-events over a period of the recent 40 years. To detect long-term correlations behavior, we apply detrended fluctuation analysis (DFA), which can systematically detect and overcome nonstationarities in the data set at all time scales. We calculate for various earthquakes with magnitudes larger than a given M. The results indicate that the Hurst exponent decreases with increasing M; characterized by a Hurst exponent, which is given by, H = 0:34 + 1:53/M, indicating that for events with very large magnitudes M, the Hurst exponent decreases to 0:50, which is for independent events.