p-exponent and p-leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Leonarduzzi, R.; Wendt, H.; Abry, P.; Jaffard, S.; Melot, C.; Roux, S. G.; Torres, M. E.

2016-04-01

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and image processing tool and is commonly used in numerous applications of different natures. In its common formulation, it relies on the Hölder exponent as a measure of local regularity, which is by nature restricted to positive values and can hence be used for locally bounded functions only. In this contribution, it is proposed to replace the Hölder exponent with a collection of novel exponents for measuring local regularity, the p-exponents. One of the major virtues of p-exponents is that they can potentially take negative values. The corresponding wavelet-based multiscale quantities, the p-leaders, are constructed and shown to permit the definition of a new multifractal formalism, yielding an accurate practical estimation of the multifractal properties of real-world data. Moreover, theoretical and practical connections to and comparisons against another multifractal formalism, referred to as multifractal detrended fluctuation analysis, are achieved. The performance of the proposed p-leader multifractal formalism is studied and compared to previous formalisms using synthetic multifractal signals and images, illustrating its theoretical and practical benefits. The present contribution is complemented by a companion article studying in depth the theoretical properties of p-exponents and the rich classification of local singularities it permits.

Multifractal modeling, segmentation, prediction, and statistical validation of posterior fossa tumors

NASA Astrophysics Data System (ADS)

Islam, Atiq; Iftekharuddin, Khan M.; Ogg, Robert J.; Laningham, Fred H.; Sivakumar, Bhuvaneswari

2008-03-01

In this paper, we characterize the tumor texture in pediatric brain magnetic resonance images (MRIs) and exploit these features for automatic segmentation of posterior fossa (PF) tumors. We focus on PF tumor because of the prevalence of such tumor in pediatric patients. Due to varying appearance in MRI, we propose to model the tumor texture with a multi-fractal process, such as a multi-fractional Brownian motion (mBm). In mBm, the time-varying Holder exponent provides flexibility in modeling irregular tumor texture. We develop a detailed mathematical framework for mBm in two-dimension and propose a novel algorithm to estimate the multi-fractal structure of tissue texture in brain MRI based on wavelet coefficients. This wavelet based multi-fractal feature along with MR image intensity and a regular fractal feature obtained using our existing piecewise-triangular-prism-surface-area (PTPSA) method, are fused in segmenting PF tumor and non-tumor regions in brain T1, T2, and FLAIR MR images respectively. We also demonstrate a non-patient-specific automated tumor prediction scheme based on these image features. We experimentally show the tumor discriminating power of our novel multi-fractal texture along with intensity and fractal features in automated tumor segmentation and statistical prediction. To evaluate the performance of our tumor prediction scheme, we obtain ROCs and demonstrate how sharply the curves reach the specificity of 1.0 sacrificing minimal sensitivity. Experimental results show the effectiveness of our proposed techniques in automatic detection of PF tumors in pediatric MRIs.

Mustiscaling Analysis applied to field Water Content through Distributed Fiber Optic Temperature sensing measurements

NASA Astrophysics Data System (ADS)

Benitez Buelga, Javier; Rodriguez-Sinobas, Leonor; Sanchez, Raul; Gil, Maria; Tarquis, Ana M.

2014-05-01

Soils can be seen as the result of spatial variation operating over several scales. This observation points to 'variability' as a key soil attribute that should be studied. Soil variability has often been considered to be composed of 'functional' (explained) variations plus random fluctuations or noise. However, the distinction between these two components is scale dependent because increasing the scale of observation almost always reveals structure in the noise. Geostatistical methods and, more recently, multifractal/wavelet techniques have been used to characterize scaling and heterogeneity of soil properties among others coming from complexity science. Multifractal formalism, first proposed by Mandelbrot (1982), is suitable for variables with self-similar distribution on a spatial domain (Kravchenko et al., 2002). Multifractal analysis can provide insight into spatial variability of crop or soil parameters (Vereecken et al., 2007). This technique has been used to characterize the scaling property of a variable measured along a transect as a mass distribution of a statistical measure on a spatial domain of the studied field (Zeleke and Si, 2004). To do this, it divides the transect into a number of self-similar segments. It identifies the differences among the subsets by using a wide range of statistical moments. Wavelets were developed in the 1980s for signal processing, and later introduced to soil science by Lark and Webster (1999). The wavelet transform decomposes a series; whether this be a time series (Whitcher, 1998; Percival and Walden, 2000), or as in our case a series of measurements made along a transect; into components (wavelet coefficients) which describe local variation in the series at different scale (or frequency) intervals, giving up only some resolution in space (Lark et al., 2003, 2004). Wavelet coefficients can be used to estimate scale specific components of variation and correlation. This allows us to see which scales contribute most to signal variation, or to see at which scales signals are most correlated. This can give us an insight into the dominant processes An alternative to both of the above methods has been described recently. Relative entropy and increments in relative entropy has been applied in soil images (Bird et al., 2006) and in soil transect data (Tarquis et al., 2008) to study scale effects localized in scale and provide the information that is complementary to the information about scale dependencies found across a range of scales. We will use them in this work to describe the spatial scaling properties of a set of field water content data measured in an extension of a corn field, in a plot of 500 m2 and an spatial resolution of 25 cm. These measurements are based on an optics cable (BruggSteal) buried on a ziz-zag deployment at 30cm depth. References Bird, N., M.C. Díaz, A. Saa, and A.M. Tarquis. 2006. A review of fractal and multifractal analysis of soil pore-scale images. J. Hydrol. 322:211-219. Kravchenko, A.N., R. Omonode, G.A. Bollero, and D.G. Bullock. 2002. Quantitative mapping of soil drainage classes using topographical data and soil electrical conductivity. Soil Sci. Soc. Am. J. 66:235-243. Lark, R.M., A.E. Milne, T.M. Addiscott, K.W.T. Goulding, C.P. Webster, and S. O'Flaherty. 2004. Scale- and location-dependent correlation of nitrous oxide emissions with soil properties: An analysis using wavelets. Eur. J. Soil Sci. 55:611-627. Lark, R.M., S.R. Kaffka, and D.L. Corwin. 2003. Multiresolution analysis of data on electrical conductivity of soil using wavelets. J. Hydrol. 272:276-290. Lark, R. M. and Webster, R. 1999. Analysis and elucidation of soil variation using wavelets. European J. of Soil Science, 50(2): 185-206. Mandelbrot, B.B. 1982. The fractal geometry of nature. W.H. Freeman, New York. Percival, D.B., and A.T. Walden. 2000. Wavelet methods for time series analysis. Cambridge Univ. Press, Cambridge, UK. Tarquis, A.M., N.R. Bird, A.P. Whitmore, M.C. Cartagena, and Y. Pachepsky. 2008. Multiscale analysis of soil transect data. Vadose Zone J. 7: 563-569. Vereecken, H., R. Kasteel, J. Vanderborght, and T. Harter. 2007. Upscaling hydraulic properties and soil water flow processes in heterogeneous soils: A review. Vadose Zone J. 6:1-28. Whitcher, B.J. 1998. Assessing nonstationary time series using wavelets. Ph.D. diss. Univ. of Washington, Seattle (Diss. Abstr. 9907961). Zeleke, T.B., and B.C. Si. 2004. Scaling properties of topographic indices and crop yield: Multifractal and joint multifractal approaches. Agron J., 96:1082-1090.

Multifractal surrogate-data generation algorithm that preserves pointwise Hölder regularity structure, with initial applications to turbulence

NASA Astrophysics Data System (ADS)

Keylock, C. J.

2017-03-01

An algorithm is described that can generate random variants of a time series while preserving the probability distribution of original values and the pointwise Hölder regularity. Thus, it preserves the multifractal properties of the data. Our algorithm is similar in principle to well-known algorithms based on the preservation of the Fourier amplitude spectrum and original values of a time series. However, it is underpinned by a dual-tree complex wavelet transform rather than a Fourier transform. Our method, which we term the iterated amplitude adjusted wavelet transform can be used to generate bootstrapped versions of multifractal data, and because it preserves the pointwise Hölder regularity but not the local Hölder regularity, it can be used to test hypotheses concerning the presence of oscillating singularities in a time series, an important feature of turbulence and econophysics data. Because the locations of the data values are randomized with respect to the multifractal structure, hypotheses about their mutual coupling can be tested, which is important for the velocity-intermittency structure of turbulence and self-regulating processes.

Multifractality in Cardiac Dynamics

NASA Astrophysics Data System (ADS)

Ivanov, Plamen Ch.; Rosenblum, Misha; Stanley, H. Eugene; Havlin, Shlomo; Goldberger, Ary

1997-03-01

Wavelet decomposition is used to analyze the fractal scaling properties of heart beat time series. The singularity spectrum D(h) of the variations in the beat-to-beat intervals is obtained from the wavelet transform modulus maxima which contain information on the hierarchical distribution of the singularities in the signal. Multifractal behavior is observed for healthy cardiac dynamics while pathologies are associated with loss of support in the singularity spectrum.

Nonuniversality of the Archie exponent due to multifractality of resistivity well logs

NASA Astrophysics Data System (ADS)

Dashtian, Hassan; Yang, Yafan; Sahimi, Muhammad

2015-12-01

Archie's law expresses a relation between the formation factor F of porous media and their porosity ϕ, F∝ϕ-m, where m is the Archie or the cementation exponent. Despite widespread use of Archie's law, the value of m and whether it is universal and independent of the type of reservoir have remained controversial. We analyze various porosity and resistivity logs along 36 wells in six Iranian oil and gas reservoirs using wavelet transform coherence and multifractal detrended fluctuation analysis. m is estimated for two sets of data: one set contains the resistivity data that include those segments of the well that contain significant clay content and one without. The analysis indicates that the well logs are multifractal and that due to the multifractality the exponent m is nonuniversal. Thus, analysis of the resistivity of laboratory or outcrop samples that are not multifractal yields estimates of m that are not applicable to well logs in oil or gas reservoirs.

Long-Range Temporal Correlations, Multifractality, and the Causal Relation between Neural Inputs and Movements

PubMed Central

Hu, Jing; Zheng, Yi; Gao, Jianbo

2013-01-01

Understanding the causal relation between neural inputs and movements is very important for the success of brain-machine interfaces (BMIs). In this study, we analyze 104 neurons’ firings using statistical, information theoretic, and fractal analysis. The latter include Fano factor analysis, multifractal adaptive fractal analysis (MF-AFA), and wavelet multifractal analysis. We find neuronal firings are highly non-stationary, and Fano factor analysis always indicates long-range correlations in neuronal firings, irrespective of whether those firings are correlated with movement trajectory or not, and thus does not reveal any actual correlations between neural inputs and movements. On the other hand, MF-AFA and wavelet multifractal analysis clearly indicate that when neuronal firings are not well correlated with movement trajectory, they do not have or only have weak temporal correlations. When neuronal firings are well correlated with movements, they are characterized by very strong temporal correlations, up to a time scale comparable to the average time between two successive reaching tasks. This suggests that neurons well correlated with hand trajectory experienced a “re-setting” effect at the start of each reaching task, in the sense that within the movement correlated neurons the spike trains’ long-range dependences persisted about the length of time the monkey used to switch between task executions. A new task execution re-sets their activity, making them only weakly correlated with their prior activities on longer time scales. We further discuss the significance of the coalition of those important neurons in executing cortical control of prostheses. PMID:24130549

Multifractal and wavelet analysis of epileptic seizures

NASA Astrophysics Data System (ADS)

Dick, Olga E.; Mochovikova, Irina A.

The aim of the study is to develop quantitative parameters of human electroencephalographic (EEG) recordings with epileptic seizures. We used long-lasting recordings from subjects with epilepsy obtained as part of their clinical investigation. The continuous wavelet transform of the EEG segments and the wavelet-transform modulus maxima method enable us to evaluate the energy spectra of the segments, to fin lines of local maximums, to gain the scaling exponents and to construct the singularity spectra. We have shown that the significant increase of the global energy with respect to background and the redistribution of the energy over the frequency range are observed in the patterns involving the epileptic activity. The singularity spectra expand so that the degree of inhomogenety and multifractality of the patterns enhances. Comparing the results gained for the patterns during different functional probes such as open and closed eyes or hyperventilation we demonstrate the high sensitivity of the analyzed parameters (the maximal global energy, the width and asymmetry of the singularity spectrum) for detecting the epileptic patterns.

Multifractal analysis of a GCM climate

NASA Astrophysics Data System (ADS)

Carl, P.

2003-04-01

Multifractal analysis using the Wavelet Transform Modulus Maxima (WTMM) approach is being applied to the climate of a Mintz--Arakawa type, coarse resolution, two--layer AGCM. The model shows a backwards running period multiplication scenario throughout the northern summer, subsequent to a 'hard', subcritical Hopf bifurcation late in spring. This 'route out of chaos' (seen in cross sections of a toroidal phase space structure) is born in the planetary monsoon system which inflates the seasonal 'cycle' into these higher order structures and is blamed for the pronounced intraseasonal--to--centennial model climate variability. Previous analyses of the latter using advanced modal decompositions showed regularity based patterns in the time--frequency plane which are qualitatively similar to those obtained from the real world. The closer look here at the singularity structures, as a fundamental diagnostic supplement, aims at both more complete understanding (and quantification) of the model's qualitative dynamics and search for further tools of model intercomparison and verification in this respect. Analysing wavelet is the 10th derivative of the Gaussian which might suffice to suppress regular patterns in the data. Intraseasonal attractors, studied in time series of model precipitation over Central India, show shifting and braodening singularity spectra towards both more violent extreme events (premonsoon--monsoon transition) and weaker events (late summer to postmonsoon transition). Hints at a fractal basin boundary are found close to transition from period--2 to period--1 in the monsoon activity cycle. Interannual analyses are provided for runs with varied solar constants. To address the (in--)stationarity issue, first results are presented with a windowed multifractal analysis of longer--term runs ("singularity spectrogram").

Multifractal Analysis for Nutritional Assessment

PubMed Central

Park, Youngja; Lee, Kichun; Ziegler, Thomas R.; Martin, Greg S.; Hebbar, Gautam; Vidakovic, Brani; Jones, Dean P.

2013-01-01

The concept of multifractality is currently used to describe self-similar and complex scaling properties observed in numerous biological signals. Fractals are geometric objects or dynamic variations which exhibit some degree of similarity (irregularity) to the original object in a wide range of scales. This approach determines irregularity of biologic signal as an indicator of adaptability, the capability to respond to unpredictable stress, and health. In the present work, we propose the application of multifractal analysis of wavelet-transformed proton nuclear magnetic resonance (1H NMR) spectra of plasma to determine nutritional insufficiency. For validation of this method on 1H NMR signal of human plasma, standard deviation from classical statistical approach and Hurst exponent (H), left slope and partition function from multifractal analysis were extracted from 1H NMR spectra to test whether multifractal indices could discriminate healthy subjects from unhealthy, intensive care unit patients. After validation, the multifractal approach was applied to spectra of plasma from a modified crossover study of sulfur amino acid insufficiency and tested for associations with blood lipids. The results showed that standard deviation and H, but not left slope, were significantly different for sulfur amino acid sufficiency and insufficiency. Quadratic discriminant analysis of H, left slope and the partition function showed 78% overall classification accuracy according to sulfur amino acid status. Triglycerides and apolipoprotein C3 were significantly correlated with a multifractal model containing H, left slope, and standard deviation, and cholesterol and high-sensitivity C-reactive protein were significantly correlated to H. In conclusion, multifractal analysis of 1H NMR spectra provides a new approach to characterize nutritional status. PMID:23990878

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis.

PubMed

Pavlov, A N; Pavlova, O N; Abdurashitov, A S; Sindeeva, O A; Semyachkina-Glushkovskaya, O V; Kurths, J

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

NASA Astrophysics Data System (ADS)

Pavlov, A. N.; Pavlova, O. N.; Abdurashitov, A. S.; Sindeeva, O. A.; Semyachkina-Glushkovskaya, O. V.; Kurths, J.

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

NASA Astrophysics Data System (ADS)

Lin, Jinshan; Chen, Qian

2013-07-01

Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always an intractable problem and has attracted considerable attention for a long time. This paper introduces multifractal detrended fluctuation analysis (MF-DFA) to analyze bearing vibration data and proposes a novel method for fault diagnosis of rolling bearings based on MF-DFA and Mahalanobis distance criterion (MDC). MF-DFA, an extension of monofractal DFA, is a powerful tool for uncovering the nonlinear dynamical characteristics buried in nonstationary time series and can capture minor changes of complex system conditions. To begin with, by MF-DFA, multifractality of bearing fault data was quantified with the generalized Hurst exponent, the scaling exponent and the multifractal spectrum. Consequently, controlled by essentially different dynamical mechanisms, the multifractality of four heterogeneous bearing fault data is significantly different; by contrast, controlled by slightly different dynamical mechanisms, the multifractality of homogeneous bearing fault data with different fault diameters is significantly or slightly different depending on different types of bearing faults. Therefore, the multifractal spectrum, as a set of parameters describing multifractality of time series, can be employed to characterize different types and severity of bearing faults. Subsequently, five characteristic parameters sensitive to changes of bearing fault conditions were extracted from the multifractal spectrum and utilized to construct fault features of bearing fault data. Moreover, Hilbert transform based envelope analysis, empirical mode decomposition (EMD) and wavelet transform (WT) were utilized to study the same bearing fault data. Also, the kurtosis and the peak levels of the EMD or the WT component corresponding to the bearing tones in the frequency domain were carefully checked and used as the bearing fault features. Next, MDC was used to classify the bearing fault features extracted by EMD, WT and MF-DFA in the time domain and assess the abilities of the three methods to extract fault features from bearing fault data. The results show that MF-DFA seems to outperform each of envelope analysis, statistical parameters, EMD and WT in feature extraction of bearing fault data and then the proposed method in this paper delivers satisfactory performances in distinguishing different types and severity of bearing faults. Furthermore, to further ascertain the nature causing the multifractality of bearing vibration data, the generalized Hurst exponents of the original bearing vibration data were compared with those of the shuffled and the surrogated data. Consequently, the long-range correlations for small and large fluctuations of data seem to be chiefly responsible for the multifractality of bearing vibration data.

Multifractals embedded in short time series: An unbiased estimation of probability moment

NASA Astrophysics Data System (ADS)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

NASA Astrophysics Data System (ADS)

Keylock, Christopher J.

2018-04-01

A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.

Comparative Multifractal Analysis of Dynamic Infrared Thermograms and X-Ray Mammograms Enlightens Changes in the Environment of Malignant Tumors.

PubMed

Gerasimova-Chechkina, Evgeniya; Toner, Brian; Marin, Zach; Audit, Benjamin; Roux, Stephane G; Argoul, Francoise; Khalil, Andre; Gileva, Olga; Naimark, Oleg; Arneodo, Alain

2016-01-01

There is growing evidence that the microenvironment surrounding a tumor plays a special role in cancer development and cancer therapeutic resistance. Tumors arise from the dysregulation and alteration of both the malignant cells and their environment. By providing tumor-repressing signals, the microenvironment can impose and sustain normal tissue architecture. Once tissue homeostasis is lost, the altered microenvironment can create a niche favoring the tumorigenic transformation process. A major challenge in early breast cancer diagnosis is thus to show that these physiological and architectural alterations can be detected with currently used screening techniques. In a recent study, we used a 1D wavelet-based multi-scale method to analyze breast skin temperature temporal fluctuations collected with an IR thermography camera in patients with breast cancer. This study reveals that the multifractal complexity of temperature fluctuations superimposed on cardiogenic and vasomotor perfusion oscillations observed in healthy breasts is lost in malignant tumor foci in cancerous breasts. Here we use a 2D wavelet-based multifractal method to analyze the spatial fluctuations of breast density in the X-ray mammograms of the same panel of patients. As compared to the long-range correlations and anti-correlations in roughness fluctuations, respectively observed in dense and fatty breast areas, some significant change in the nature of breast density fluctuations with some clear loss of correlations is detected in the neighborhood of malignant tumors. This attests to some architectural disorganization that may deeply affect heat transfer and related thermomechanics in breast tissues, corroborating the change to homogeneous monofractal temperature fluctuations recorded in cancerous breasts with the IR camera. These results open new perspectives in computer-aided methods to assist in early breast cancer diagnosis.

Comparative Multifractal Analysis of Dynamic Infrared Thermograms and X-Ray Mammograms Enlightens Changes in the Environment of Malignant Tumors

PubMed Central

Gerasimova-Chechkina, Evgeniya; Toner, Brian; Marin, Zach; Audit, Benjamin; Roux, Stephane G.; Argoul, Francoise; Khalil, Andre; Gileva, Olga; Naimark, Oleg; Arneodo, Alain

2016-01-01

There is growing evidence that the microenvironment surrounding a tumor plays a special role in cancer development and cancer therapeutic resistance. Tumors arise from the dysregulation and alteration of both the malignant cells and their environment. By providing tumor-repressing signals, the microenvironment can impose and sustain normal tissue architecture. Once tissue homeostasis is lost, the altered microenvironment can create a niche favoring the tumorigenic transformation process. A major challenge in early breast cancer diagnosis is thus to show that these physiological and architectural alterations can be detected with currently used screening techniques. In a recent study, we used a 1D wavelet-based multi-scale method to analyze breast skin temperature temporal fluctuations collected with an IR thermography camera in patients with breast cancer. This study reveals that the multifractal complexity of temperature fluctuations superimposed on cardiogenic and vasomotor perfusion oscillations observed in healthy breasts is lost in malignant tumor foci in cancerous breasts. Here we use a 2D wavelet-based multifractal method to analyze the spatial fluctuations of breast density in the X-ray mammograms of the same panel of patients. As compared to the long-range correlations and anti-correlations in roughness fluctuations, respectively observed in dense and fatty breast areas, some significant change in the nature of breast density fluctuations with some clear loss of correlations is detected in the neighborhood of malignant tumors. This attests to some architectural disorganization that may deeply affect heat transfer and related thermomechanics in breast tissues, corroborating the change to homogeneous monofractal temperature fluctuations recorded in cancerous breasts with the IR camera. These results open new perspectives in computer-aided methods to assist in early breast cancer diagnosis. PMID:27555823

Analysis of HD 73045 light curve data

NASA Astrophysics Data System (ADS)

Das, Mrinal Kanti; Bhatraju, Naveen Kumar; Joshi, Santosh

2018-04-01

In this work we analyzed the Kepler light curve data of HD 73045. The raw data has been smoothened using standard filters. The power spectrum has been obtained by using a fast Fourier transform routine. It shows the presence of more than one period. In order to take care of any non-stationary behavior, we carried out a wavelet analysis to obtain the wavelet power spectrum. In addition, to identify the scale invariant structure, the data has been analyzed using a multifractal detrended fluctuation analysis. Further to characterize the diversity of embedded patterns in the HD 73045 flux time series, we computed various entropy-based complexity measures e.g. sample entropy, spectral entropy and permutation entropy. The presence of periodic structure in the time series was further analyzed using the visibility network and horizontal visibility network model of the time series. The degree distributions in the two network models confirm such structures.

Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

NASA Astrophysics Data System (ADS)

Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

2001-03-01

We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

Fractal density modeling of crustal heterogeneity from the KTB deep hole

NASA Astrophysics Data System (ADS)

Chen, Guoxiong; Cheng, Qiuming

2017-03-01

Fractal or multifractal concepts have significantly enlightened our understanding of crustal heterogeneity. Much attention has focused on 1/f scaling natures of physicochemical heterogeneity of Earth crust from fractal increment perspective. In this study, fractal density model from fractal clustering point of view is used to characterize the scaling behaviors of heterogeneous sources recorded at German Continental Deep Drilling Program (KTB) main hole, and of special contribution is the local and global multifractal analysis revisited by using Haar wavelet transform (HWT). Fractal density modeling of mass accumulation generalizes the unit of rock density from integer (e.g., g/cm3) to real numbers (e.g., g/cmα), so that crustal heterogeneities with respect to source accumulation are quantified by singularity strength of fractal density in α-dimensional space. From that perspective, we found that the bulk densities of metamorphic rocks exhibit fractal properties but have a weak multifractality, decreasing with the depth. The multiscaling natures of chemical logs also have been evidenced, and the observed distinct fractal laws for mineral contents are related to their different geochemical behaviors within complex lithological context. Accordingly, scaling distributions of mineral contents have been recognized as a main contributor to the multifractal natures of heterogeneous density for low-porosity crystalline rocks. This finally allows us to use de Wijs cascade process to explain the mechanism of fractal density. In practice, the proposed local singularity analysis based on HWT is suggested as an attractive high-pass filtering to amplify weak signatures of well logs as well as to delineate microlithological changes.

Nonstationarity Versus Intermittency: A Wavelet/Multifractal Perspective with Operational Criteria

NASA Astrophysics Data System (ADS)

Davis, A. B.; Marshak, A.

2001-12-01

The signal from a seismograph is mostly low-level white background- and/or instrumental noise with the occasional burst of high-level transient activity that results from a (generally) remote earthquake. The former component can justifiably be deemed stationary on intuitive grounds; by contrast, the latter component has been called ``nonstationary'' by statisticians since it seriously perturbs their running means and variances over relatively short time-scales. Recall here that the eminently theoretical definition of stationarity as time-invariance of ensemble-averages is of little use when a single realization is available, the generic case in geophysics. A high-pass filtered trace of turbulent velocity looks much the same as the seismic signal but the bursts are seen by physicists as a manifestation of ``intermittency'' rather than nonstationarity. We side with the second characterization by allegiance, but fully appreciate the statistician's concern for robustness. In this context, the weaknesses of the nonstationarity model are: the over-reliance on low-order moments (Gaussian ideology), the restriction on scales, and the need for a threshold to define ``serious perturbation.'' At the same time, an added advantage of the intermittency model for bursts is that it frees up the notion of nonstationarity to describe the low-pass components of turbulent geophysical signals which are as important as their high-pass counterparts, if not more, in many applications. The stationarity versus nonstationarity question is best recast in terms of spatial correlations and scaling enables us to do this, even when dealing with a single realization: are they short-range (as in ``noises'') or long-range (as in ``motions'')? However, care must be taken about what spatial statistic to use here, and finite sample-size effects can add to the confusion. Every quantification of intermittency based on higher-order multifractal statistics should also be scrutinized for finite-sample effects. Using the unifying framework of wavelet transforms for multifractal analysis, we offer unambiguous criteria to decide whether a given dataset that is scaling (within limits) is stationary or not, and then intermittent or not. In the latter case, there is an arbitrary threshold that is easily set in any specific application. Having established the presence of significant intermittency, we can anticipate that the selection of one particular brand of multifractality versus another will be quite difficult based on data alone. This relates in particular to the proliferation of competing multifractal theories of turbulence in spite of on-going efforts to collect high-quality data.

The dynamic system corresponding to LOD and AAM.

NASA Astrophysics Data System (ADS)

Liu, Shida; Liu, Shikuo; Chen, Jiong

2000-02-01

Using wavelet transform, the authors can reconstruct the 1-D map of a multifractal object. The wavelet transform of LOD and AAM shows that at 20 years scale, annual scale and 2 - 3 years scale, the jump points of LOD and AAM accord with each other very well, and their reconstructing 1-D mapping dynamic system are also very similar.

Wavelet detection of coherent structures in interplanetary magnetic flux ropes and its role in the intermittent turbulence

NASA Astrophysics Data System (ADS)

Muñoz, P. R.; Chian, A. C.

2013-12-01

We implement a method to detect coherent magnetic structures using the Haar discrete wavelet transform (Salem et al., ApJ 702, 537, 2009), and apply it to an event detected by Cluster at the turbulent boundary layer of an interplanetary magnetic flux rope. The wavelet method is able to detect magnetic coherent structures and extract main features of solar wind intermittent turbulence, such as the power spectral density and the scaling exponent of structure functions. Chian and Muñoz (ApJL 733, L34, 2011) investigated the relation between current sheets, turbulence, and magnetic reconnections at the leading edge of an interplanetary coronal mass ejection measured by Cluster upstream of the Earth's bow shock on 2005 January 21. We found observational evidence of two magnetically reconnected current sheets in the vicinity of a front magnetic cloud boundary layer, where the scaling exponent of structure functions of magnetic fluctuations exhibits multifractal behavior. Using the wavelet technique, we show that the current sheets associated to magnetic reconnection are part of the set of magnetic coherent structures responsible for multifractality. By removing them using a filtering criteria, it is possible to recover a self-similar scaling exponent predicted for homogeneous turbulence. Finally, we discuss an extension of the wavelet technique to study coherent structures in two-dimensional solar magnetograms.

Turbulence Characteristics in an Elevated Shear Layer over Owens Valley

DTIC Science & Technology

2010-02-14

Arnéodo, G. Grasseau, Y. Gagne, E. J. Hopfinger, and U. Frisch, 1989: Wavelet analysis of turbulence reveals the multifractal nature of the Richardson...Helmholtz (KH) instability, the tur- bulence inertial subrange, turbulence intermittency, and cross -scale energy transfer over complex terrain. The...or cross -valley) and the normal (also referred to as along- valley) wind components, respectively. Figure 2 shows profiles derived from the 1800 UTC

Frozen Fractals all Around: Solar flares, Ampere’s Law, and the Search for Units in Scale-Free Processes.

NASA Astrophysics Data System (ADS)

McAteer, R. T. James

2015-08-01

My soul is spiraling in frozen fractals all around, And one thought crystallizes like an icy blast, I'm never going back, the past is in the past.Elsa, from Disney’s Frozen, characterizes two fundamental aspects of scale-free processes in Nature: fractals are everywhere in space; fractals can be used to probe changes in time. Self-Organized Criticality provides a powerful set of tools to study scale-free processes. It connects spatial fractals (more generically, multifractals) to temporal evolution. The drawback is that this usually results in scale-free, unit-less, indices, which can be difficult to connect to everyday physics. Here, I show a novel method that connects one of the most powerful SOC tools - the wavelet transform modulus maxima approach to calculating multifractality - to one of the most powerful equations in all of physics - Ampere’s law. In doing so I show how the multifractal spectra can be expressed in terms of current density, and how current density can then be used for the prediction of future energy release from such a system.Our physical understanding of the solar magnetic field structure, and hence our ability to predict solar activity, is limited by the type of data currently available. I show that the multifractal spectrum provides a powerful physical connection between the details of photospheric magnetic gradients of current data and the coronal magnetic structure. By decomposing Ampere’s law and comparing it to the wavelet transform modulus maximum method, I show how the scale-free Holder exponent provides a direct measure of current density across all relevant sizes. The prevalence of this current density across various scales is connected to its stability in time, and hence to the ability of the magnetic structure to store and then release energy. Hence (spatial) multifractals inform us of (future) solar activity.Finally I discuss how such an approach can be used in any study of scale-free processes, and highlight the necessary key steps in identifying the nature of the mother wavelet to ensuring the viability of this powerful connection.

Log-Normality and Multifractal Analysis of Flame Surface Statistics

NASA Astrophysics Data System (ADS)

Saha, Abhishek; Chaudhuri, Swetaprovo; Law, Chung K.

2013-11-01

The turbulent flame surface is typically highly wrinkled and folded at a multitude of scales controlled by various flame properties. It is useful if the information contained in this complex geometry can be projected onto a simpler regular geometry for the use of spectral, wavelet or multifractal analyses. Here we investigate local flame surface statistics of turbulent flame expanding under constant pressure. First the statistics of local length ratio is experimentally obtained from high-speed Mie scattering images. For spherically expanding flame, length ratio on the measurement plane, at predefined equiangular sectors is defined as the ratio of the actual flame length to the length of a circular-arc of radius equal to the average radius of the flame. Assuming isotropic distribution of such flame segments we convolute suitable forms of the length-ratio probability distribution functions (pdfs) to arrive at corresponding area-ratio pdfs. Both the pdfs are found to be near log-normally distributed and shows self-similar behavior with increasing radius. Near log-normality and rather intermittent behavior of the flame-length ratio suggests similarity with dissipation rate quantities which stimulates multifractal analysis. Currently at Indian Institute of Science, India.

Nonlinear dynamics of laser systems with elements of a chaos: Advanced computational code

NASA Astrophysics Data System (ADS)

Buyadzhi, V. V.; Glushkov, A. V.; Khetselius, O. Yu; Kuznetsova, A. A.; Buyadzhi, A. A.; Prepelitsa, G. P.; Ternovsky, V. B.

2017-10-01

A general, uniform chaos-geometric computational approach to analysis, modelling and prediction of the non-linear dynamics of quantum and laser systems (laser and quantum generators system etc) with elements of the deterministic chaos is briefly presented. The approach is based on using the advanced generalized techniques such as the wavelet analysis, multi-fractal formalism, mutual information approach, correlation integral analysis, false nearest neighbour algorithm, the Lyapunov’s exponents analysis, and surrogate data method, prediction models etc There are firstly presented the numerical data on the topological and dynamical invariants (in particular, the correlation, embedding, Kaplan-York dimensions, the Lyapunov’s exponents, Kolmogorov’s entropy and other parameters) for laser system (the semiconductor GaAs/GaAlAs laser with a retarded feedback) dynamics in a chaotic and hyperchaotic regimes.

A picture for the coupling of unemployment and inflation

NASA Astrophysics Data System (ADS)

Safdari, H.; Hosseiny, A.; Vasheghani Farahani, S.; Jafari, G. R.

2016-02-01

The aim of this article is to illustrate the scaling features of two well heard characters in the media; unemployment and inflation. We carry out a scaling analysis on the coupling between unemployment and inflation. This work is based on the wavelet analysis as well as the detrended fluctuation analysis (DFA). Through our analysis we state that while unemployment is time scale invariant, inflation is bi-scale. We show that inflation possess a five year time scale where it experiences different behaviours before and after this scale period. This behaviour of inflation provides basis for the coupling to inherit the stated time interval. Although inflation is bi-scale, it is unemployment that shows a strong multifractality feature. Owing to the cross wavelet analysis we provide a picture that illustrates the dynamics of coupling between unemployment and inflation regarding intensity, direction, and scale. The fact of the matter is that the coupling between inflation and unemployment is not equal in one way compared to the opposite. Regarding the scaling; coupling exhibits different features in various scales. In a sense that although in one scale its correlation behaves in a positive/negative manner, at the same time it can be negative/positive for another scale.

Application of wavelet based MFDFA on Mueller matrix images for cervical pre-cancer detection

NASA Astrophysics Data System (ADS)

Zaffar, Mohammad; Pradhan, Asima

2018-02-01

A systematic study has been conducted on application of wavelet based multifractal de-trended fluctuation analysis (MFDFA) on Mueller matrix (MM) images of cervical tissue sections for early cancer detection. Changes in multiple scattering and orientation of fibers are observed by utilizing a discrete wavelet transform (Daubechies) which identifies fluctuations over polynomial trends. Fluctuation profiles, after 9th level decomposition, for all elements of MM qualitatively establish a demarcation of different grades of cancer from normal tissue. Moreover, applying MFDFA on MM images, Hurst exponent profiles for images of MM qualitatively are seen to display differences. In addition, the values of Hurst exponent increase for the diagonal elements of MM with increasing grades of the cervical cancer, while the value for the elements which correspond to linear polarizance decrease. However, for circular polarizance the value increases with increasing grades. These fluctuation profiles reveal the trend of local variation of refractive -indices and along with Hurst exponent profile, may serve as a useful biological metric in the early detection of cervical cancer. The quantitative measurements of Hurst exponent for diagonal and first column (polarizance governing elements) elements which reflect changes in multiple scattering and structural anisotropy in stroma, may be sensitive indicators of pre-cancer.

Statistical physics and physiology: monofractal and multifractal approaches

NASA Technical Reports Server (NTRS)

Stanley, H. E.; Amaral, L. A.; Goldberger, A. L.; Havlin, S.; Peng, C. K.

1999-01-01

Even under healthy, basal conditions, physiologic systems show erratic fluctuations resembling those found in dynamical systems driven away from a single equilibrium state. Do such "nonequilibrium" fluctuations simply reflect the fact that physiologic systems are being constantly perturbed by external and intrinsic noise? Or, do these fluctuations actually, contain useful, "hidden" information about the underlying nonequilibrium control mechanisms? We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. Specifically, we focus on interbeat interval variability as an important quantity to help elucidate possibly non-homeostatic physiologic variability because (i) the heart rate is under direct neuroautonomic control, (ii) interbeat interval variability is readily measured by noninvasive means, and (iii) analysis of these heart rate dynamics may provide important practical diagnostic and prognostic information not obtainable with current approaches. The analytic tools we discuss may be used on a wider range of physiologic signals. We first review recent progress using two analysis methods--detrended fluctuation analysis and wavelets--sufficient for quantifying monofractual structures. We then describe recent work that quantifies multifractal features of interbeat interval series, and the discovery that the multifractal structure of healthy subjects is different than that of diseased subjects.

Joint multifractal analysis based on the partition function approach: analytical analysis, numerical simulation and empirical application

NASA Astrophysics Data System (ADS)

Xie, Wen-Jie; Jiang, Zhi-Qiang; Gu, Gao-Feng; Xiong, Xiong; Zhou, Wei-Xing

2015-10-01

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important issues about these methods are not well understood and most methods consider only one moment order. We study the joint multifractal analysis based on partition function with two moment orders, which was initially invented to investigate fluid fields, and derive analytically several important properties. We apply the method numerically to binomial measures with multifractal cross correlations and bivariate fractional Brownian motions without multifractal cross correlations. For binomial multifractal measures, the explicit expressions of mass function, singularity strength and multifractal spectrum of the cross correlations are derived, which agree excellently with the numerical results. We also apply the method to stock market indexes and unveil intriguing multifractality in the cross correlations of index volatilities.

Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis

NASA Astrophysics Data System (ADS)

Lin, Aijing; Shang, Pengjian

2016-04-01

Considering the diverse application of multifractal techniques in natural scientific disciplines, this work underscores the versatility of multiscale multifractal detrended fluctuation analysis (MMA) method to investigate artificial and real-world data sets. The modified MMA method based on cumulative distribution function is proposed with the objective of quantifying the scaling exponent and multifractality of nonstationary time series. It is demonstrated that our approach can provide a more stable and faithful description of multifractal properties in comprehensive range rather than fixing the window length and slide length. Our analyzes based on CDF-MMA method reveal significant differences in the multifractal characteristics in the temporal dynamics between US and Chinese stock markets, suggesting that these two stock markets might be regulated by very different mechanism. The CDF-MMA method is important for evidencing the stable and fine structure of multiscale and multifractal scaling behaviors and can be useful to deepen and broaden our understanding of scaling exponents and multifractal characteristics.

Comparison of Machine Learning Methods for the Arterial Hypertension Diagnostics

PubMed Central

Belo, David; Gamboa, Hugo

2017-01-01

The paper presents results of machine learning approach accuracy applied analysis of cardiac activity. The study evaluates the diagnostics possibilities of the arterial hypertension by means of the short-term heart rate variability signals. Two groups were studied: 30 relatively healthy volunteers and 40 patients suffering from the arterial hypertension of II-III degree. The following machine learning approaches were studied: linear and quadratic discriminant analysis, k-nearest neighbors, support vector machine with radial basis, decision trees, and naive Bayes classifier. Moreover, in the study, different methods of feature extraction are analyzed: statistical, spectral, wavelet, and multifractal. All in all, 53 features were investigated. Investigation results show that discriminant analysis achieves the highest classification accuracy. The suggested approach of noncorrelated feature set search achieved higher results than data set based on the principal components. PMID:28831239

Direct determination approach for the multifractal detrending moving average analysis

NASA Astrophysics Data System (ADS)

Xu, Hai-Chuan; Gu, Gao-Feng; Zhou, Wei-Xing

2017-11-01

In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent τ (q ) is related to the partition function and the multifractal spectrum f (α ) can be directly determined. The performances of the direct determination approach and the traditional approach of the MF-DMA are compared based on three synthetic multifractal and monofractal measures generated from the one-dimensional p -model, the two-dimensional p -model, and the fractional Brownian motions. We find that both approaches have comparable performances to unveil the fractal and multifractal nature. In other words, without loss of accuracy, the multifractal spectrum f (α ) can be directly determined using the new approach with less computation cost. We also apply the new MF-DMA approach to the volatility time series of stock prices and confirm the presence of multifractality.

Understanding the multifractality in portfolio excess returns

NASA Astrophysics Data System (ADS)

Chen, Cheng; Wang, Yudong

2017-01-01

The multifractality in stock returns have been investigated extensively. However, whether the autocorrelations in portfolio returns are multifractal have not been considered in the literature. In this paper, we detect multifractal behavior of returns of portfolios constructed based on two popular trading rules, size and book-to-market (BM) ratio. Using the multifractal detrended fluctuation analysis, we find that the portfolio returns are significantly multifractal and the multifractality is mainly attributed to long-range dependence. We also investigate the multifractal cross-correlation between portfolio return and market average return using the detrended cross-correlation analysis. Our results show that the cross-correlations of small fluctuations are persistent, while those of large fluctuations are anti-persistent.

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

Multifractal analysis of line-edge roughness

NASA Astrophysics Data System (ADS)

Constantoudis, Vassilios; Papavieros, George; Lorusso, Gian; Rutigliani, Vito; van Roey, Frieda; Gogolides, Evangelos

2018-03-01

In this paper, we propose to rethink the issue of LER characterization on the basis of the fundamental concept of symmetries. In LER one can apply two kinds of symmetries: a) the translation symmetry characterized by periodicity and b) the scaling symmetry quantified by the fractal dimension. Up to now, a lot of work has been done on the first symmetry since the Power Spectral Density (PSD), which has been extensively studied recently, is a decomposition of LER signal into periodic edges and quantification of the `power' of each periodicity at the real LER. The aim of this paper is to focus on the second symmetry of scaling invariance. Similarly to PSD, we introduce the multifractal approach in LER analysis which generalizes the scaling analysis of standard (mono)fractal theory and decomposes LER into fractal edges characterized by specific fractal dimensions. The main benefit of multifractal analysis is that it enables the characterization of the multi-scaling contributions of different mechanisms involved in LER formation. In the first part of our work, we present concisely the multifractal theory of line edges and utilize the Box Counting method for its implementation and the extraction of the multifractal spectrum. Special emphasis is given on the explanation of the physical meaning of the obtained multifractal spectrum whose asymmetry quantifies the degree of multifractality. In addition, we propose the distinction between peak-based and valley-based multifractality according to whether the asymmetry of the multifractal spectrum is coming from the sharp line material peaks to space regions or from the cavities of line materis (edge valleys). In the second part, we study systematically the evolution of LER multifractal spectrum during the first successive steps of a multiple (quadruple) patterning lithography technique and find an interesting transition from a peak-based multifractal behavior in the first litho resist LER to a valley-based multifractality caused mainly by the effects of etch pattern transfer steps.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Davis, A.B.; Clothiaux, E.

Because of Earth`s gravitational field, its atmosphere is strongly anisotropic with respect to the vertical; the effect of the Earth`s rotation on synoptic wind patterns also causes a more subtle form of anisotropy in the horizontal plane. The authors survey various approaches to statistically robust anisotropy from a wavelet perspective and present a new one adapted to strongly non-isotropic fields that are sampled on a rectangular grid with a large aspect ratio. This novel technique uses an anisotropic version of Multi-Resolution Analysis (MRA) in image analysis; the authors form a tensor product of the standard dyadic Haar basis, where themore » dividing ratio is {lambda}{sub z} = 2, and a nonstandard triadic counterpart, where the dividing ratio is {lambda}{sub x} = 3. The natural support of the field is therefore 2{sup n} pixels (vertically) by 3{sup n} pixels (horizontally) where n is the number of levels in the MRA. The natural triadic basis includes the French top-hat wavelet which resonates with bumps in the field whereas the Haar wavelet responds to ramps or steps. The complete 2D basis has one scaling function and five wavelets. The resulting anisotropic MRA is designed for application to the liquid water content (LWC) field in boundary-layer clouds, as the prevailing wind advects them by a vertically pointing mm-radar system. Spatial correlations are notoriously long-range in cloud structure and the authors use the wavelet coefficients from the new MRA to characterize these correlations in a multifractal analysis scheme. In the present study, the MRA is used (in synthesis mode) to generate fields that mimic cloud structure quite realistically although only a few parameters are used to control the randomness of the LWC`s wavelet coefficients.« less

Local multifractal detrended fluctuation analysis for non-stationary image's texture segmentation

NASA Astrophysics Data System (ADS)

Wang, Fang; Li, Zong-shou; Li, Jin-wei

2014-12-01

Feature extraction plays a great important role in image processing and pattern recognition. As a power tool, multifractal theory is recently employed for this job. However, traditional multifractal methods are proposed to analyze the objects with stationary measure and cannot for non-stationary measure. The works of this paper is twofold. First, the definition of stationary image and 2D image feature detection methods are proposed. Second, a novel feature extraction scheme for non-stationary image is proposed by local multifractal detrended fluctuation analysis (Local MF-DFA), which is based on 2D MF-DFA. A set of new multifractal descriptors, called local generalized Hurst exponent (Lhq) is defined to characterize the local scaling properties of textures. To test the proposed method, both the novel texture descriptor and other two multifractal indicators, namely, local Hölder coefficients based on capacity measure and multifractal dimension Dq based on multifractal differential box-counting (MDBC) method, are compared in segmentation experiments. The first experiment indicates that the segmentation results obtained by the proposed Lhq are better than the MDBC-based Dq slightly and superior to the local Hölder coefficients significantly. The results in the second experiment demonstrate that the Lhq can distinguish the texture images more effectively and provide more robust segmentations than the MDBC-based Dq significantly.

Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences

NASA Astrophysics Data System (ADS)

Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou

2017-01-01

Interaction patterns among different warehouses could make the warehouse-out behavioral sequences less predictable. We firstly take a coupling detrended fluctuation analysis on the warehouse-out quantity, and find that the multivariate sequences exhibit significant coupling multifractal characteristics regardless of the types of steel products. Secondly, we track the sources of multifractal warehouse-out sequences by shuffling and surrogating original ones, and we find that fat-tail distribution contributes more to multifractal features than the long-term memory, regardless of types of steel products. From perspective of warehouse contribution, some warehouses steadily contribute more to multifractal than other warehouses. Finally, based on multiscale multifractal analysis, we propose Hurst surface structure to investigate coupling multifractal, and show that multiple behavioral sequences exhibit significant coupling multifractal features that emerge and usually be restricted within relatively greater time scale interval.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

NASA Astrophysics Data System (ADS)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

a Comparison Between Two Ols-Based Approaches to Estimating Urban Multifractal Parameters

NASA Astrophysics Data System (ADS)

Huang, Lin-Shan; Chen, Yan-Guang

Multifractal theory provides a new spatial analytical tool for urban studies, but many basic problems remain to be solved. Among various pending issues, the most significant one is how to obtain proper multifractal dimension spectrums. If an algorithm is improperly used, the parameter spectrums will be abnormal. This paper is devoted to investigating two ordinary least squares (OLS)-based approaches for estimating urban multifractal parameters. Using empirical study and comparative analysis, we demonstrate how to utilize the adequate linear regression to calculate multifractal parameters. The OLS regression analysis has two different approaches. One is that the intercept is fixed to zero, and the other is that the intercept is not limited. The results of comparative study show that the zero-intercept regression yields proper multifractal parameter spectrums within certain scale range of moment order, while the common regression method often leads to abnormal multifractal parameter values. A conclusion can be reached that fixing the intercept to zero is a more advisable regression method for multifractal parameters estimation, and the shapes of spectral curves and value ranges of fractal parameters can be employed to diagnose urban problems. This research is helpful for scientists to understand multifractal models and apply a more reasonable technique to multifractal parameter calculations.

BOOK REVIEW: The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance

NASA Astrophysics Data System (ADS)

Ng, J.; Kingsbury, N. G.

2004-02-01

This book provides an overview of the theory and practice of continuous and discrete wavelet transforms. Divided into seven chapters, the first three chapters of the book are introductory, describing the various forms of the wavelet transform and their computation, while the remaining chapters are devoted to applications in fluids, engineering, medicine and miscellaneous areas. Each chapter is well introduced, with suitable examples to demonstrate key concepts. Illustrations are included where appropriate, thus adding a visual dimension to the text. A noteworthy feature is the inclusion, at the end of each chapter, of a list of further resources from the academic literature which the interested reader can consult. The first chapter is purely an introduction to the text. The treatment of wavelet transforms begins in the second chapter, with the definition of what a wavelet is. The chapter continues by defining the continuous wavelet transform and its inverse and a description of how it may be used to interrogate signals. The continuous wavelet transform is then compared to the short-time Fourier transform. Energy and power spectra with respect to scale are also discussed and linked to their frequency counterparts. Towards the end of the chapter, the two-dimensional continuous wavelet transform is introduced. Examples of how the continuous wavelet transform is computed using the Mexican hat and Morlet wavelets are provided throughout. The third chapter introduces the discrete wavelet transform, with its distinction from the discretized continuous wavelet transform having been made clear at the end of the second chapter. In the first half of the chapter, the logarithmic discretization of the wavelet function is described, leading to a discussion of dyadic grid scaling, frames, orthogonal and orthonormal bases, scaling functions and multiresolution representation. The fast wavelet transform is introduced and its computation is illustrated with an example using the Haar wavelet. The second half of the chapter groups together miscellaneous points about the discrete wavelet transform, including coefficient manipulation for signal denoising and smoothing, a description of Daubechies’ wavelets, the properties of translation invariance and biorthogonality, the two-dimensional discrete wavelet transforms and wavelet packets. The fourth chapter is dedicated to wavelet transform methods in the author’s own specialty, fluid mechanics. Beginning with a definition of wavelet-based statistical measures for turbulence, the text proceeds to describe wavelet thresholding in the analysis of fluid flows. The remainder of the chapter describes wavelet analysis of engineering flows, in particular jets, wakes, turbulence and coherent structures, and geophysical flows, including atmospheric and oceanic processes. The fifth chapter describes the application of wavelet methods in various branches of engineering, including machining, materials, dynamics and information engineering. Unlike previous chapters, this (and subsequent) chapters are styled more as literature reviews that describe the findings of other authors. The areas addressed in this chapter include: the monitoring of machining processes, the monitoring of rotating machinery, dynamical systems, chaotic systems, non-destructive testing, surface characterization and data compression. The sixth chapter continues in this vein with the attention now turned to wavelets in the analysis of medical signals. Most of the chapter is devoted to the analysis of one-dimensional signals (electrocardiogram, neural waveforms, acoustic signals etc.), although there is a small section on the analysis of two-dimensional medical images. The seventh and final chapter of the book focuses on the application of wavelets in three seemingly unrelated application areas: fractals, finance and geophysics. The treatment on wavelet methods in fractals focuses on stochastic fractals with a short section on multifractals. The treatment on finance touches on the use of wavelets by other authors in studying stock prices, commodity behaviour, market dynamics and foreign exchange rates. The treatment on geophysics covers what was omitted from the fourth chapter, namely, seismology, well logging, topographic feature analysis and the analysis of climatic data. The text concludes with an assortment of other application areas which could only be mentioned in passing. Unlike most other publications in the subject, this book does not treat wavelet transforms in a mathematically rigorous manner but rather aims to explain the mechanics of the wavelet transform in a way that is easy to understand. Consequently, it serves as an excellent overview of the subject rather than as a reference text. Keeping the mathematics to a minimum and omitting cumbersome and detailed proofs from the text, the book is best-suited to those who are new to wavelets or who want an intuitive understanding of the subject. Such an audience may include graduate students in engineering and professionals and researchers in engineering and the applied sciences.

Quantifying two-dimensional nonstationary signal with power-law correlations by detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Fan, Qingju; Wu, Yonghong

2015-08-01

In this paper, we develop a new method for the multifractal characterization of two-dimensional nonstationary signal, which is based on the detrended fluctuation analysis (DFA). By applying to two artificially generated signals of two-component ARFIMA process and binomial multifractal model, we show that the new method can reliably determine the multifractal scaling behavior of two-dimensional signal. We also illustrate the applications of this method in finance and physiology. The analyzing results exhibit that the two-dimensional signals under investigation are power-law correlations, and the electricity market consists of electricity price and trading volume is multifractal, while the two-dimensional EEG signal in sleep recorded for a single patient is weak multifractal. The new method based on the detrended fluctuation analysis may add diagnostic power to existing statistical methods.

Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method

NASA Astrophysics Data System (ADS)

Chen, Feier; Tian, Kang; Ding, Xiaoxu; Miao, Yuqi; Lu, Chunxia

2016-11-01

Analysis of freight rate volatility characteristics attracts more attention after year 2008 due to the effect of credit crunch and slowdown in marine transportation. The multifractal detrended fluctuation analysis technique is employed to analyze the time series of Baltic Dry Bulk Freight Rate Index and the market trend of two bulk ship sizes, namely Capesize and Panamax for the period: March 1st 1999-February 26th 2015. In this paper, the degree of the multifractality with different fluctuation sizes is calculated. Besides, multifractal detrending moving average (MF-DMA) counting technique has been developed to quantify the components of multifractal spectrum with the finite-size effect taken into consideration. Numerical results show that both Capesize and Panamax freight rate index time series are of multifractal nature. The origin of multifractality for the bulk freight rate market series is found mostly due to nonlinear correlation.

Cross-correlation detection and analysis for California's electricity market based on analogous multifractal analysis

NASA Astrophysics Data System (ADS)

Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen

2013-03-01

A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF -XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF -XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.

Cross-correlation detection and analysis for California's electricity market based on analogous multifractal analysis.

PubMed

Wang, Fang; Liao, Gui-ping; Li, Jian-hui; Zou, Rui-biao; Shi, Wen

2013-03-01

A novel method, which we called the analogous multifractal cross-correlation analysis, is proposed in this paper to study the multifractal behavior in the power-law cross-correlation between price and load in California electricity market. In addition, a statistic ρAMF-XA, which we call the analogous multifractal cross-correlation coefficient, is defined to test whether the cross-correlation between two given signals is genuine or not. Our analysis finds that both the price and load time series in California electricity market express multifractal nature. While, as indicated by the ρAMF-XA statistical test, there is a huge difference in the cross-correlation behavior between the years 1999 and 2000 in California electricity markets.

Scale-Free and Multifractal Time Dynamics of fMRI Signals during Rest and Task

PubMed Central

Ciuciu, P.; Varoquaux, G.; Abry, P.; Sadaghiani, S.; Kleinschmidt, A.

2012-01-01

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain networks and to be modulated between rest and task (He, 2011): notably, Hurst exponent, quantifying long memory, decreases under task in activating and deactivating brain regions. In most cases, such results were obtained: First, from univariate (voxelwise or regionwise) analysis, hence focusing on specific cognitive systems such as Resting-State Networks (RSNs) and raising the issue of the specificity of this scale-free dynamics modulation in RSNs. Second, using analysis tools designed to measure a single scaling exponent related to the second order statistics of the data, thus relying on models that either implicitly or explicitly assume Gaussianity and (asymptotic) self-similarity, while fMRI signals may significantly depart from those either of those two assumptions (Ciuciu et al., 2008; Wink et al., 2008). To address these issues, the present contribution elaborates on the analysis of the scaling properties of fMRI temporal dynamics by proposing two significant variations. First, scaling properties are technically investigated using the recently introduced Wavelet Leader-based Multifractal formalism (WLMF; Wendt et al., 2007). This measures a collection of scaling exponents, thus enables a richer and more versatile description of scale invariance (beyond correlation and Gaussianity), referred to as multifractality. Also, it benefits from improved estimation performance compared to tools previously used in the literature. Second, scaling properties are investigated in both RSN and non-RSN structures (e.g., artifacts), at a broader spatial scale than the voxel one, using a multivariate approach, namely the Multi-Subject Dictionary Learning (MSDL) algorithm (Varoquaux et al., 2011) that produces a set of spatial components that appear more sparse than their Independent Component Analysis (ICA) counterpart. These tools are combined and applied to a fMRI dataset comprising 12 subjects with resting-state and activation runs (Sadaghiani et al., 2009). Results stemming from those analysis confirm the already reported task-related decrease of long memory in functional networks, but also show that it occurs in artifacts, thus making this feature not specific to functional networks. Further, results indicate that most fMRI signals appear multifractal at rest except in non-cortical regions. Task-related modulation of multifractality appears only significant in functional networks and thus can be considered as the key property disentangling functional networks from artifacts. These finding are discussed in the light of the recent literature reporting scaling dynamics of EEG microstate sequences at rest and addressing non-stationarity issues in temporally independent fMRI modes. PMID:22715328

Intrapartum fetal heart rate classification from trajectory in Sparse SVM feature space.

PubMed

Spilka, J; Frecon, J; Leonarduzzi, R; Pustelnik, N; Abry, P; Doret, M

2015-01-01

Intrapartum fetal heart rate (FHR) constitutes a prominent source of information for the assessment of fetal reactions to stress events during delivery. Yet, early detection of fetal acidosis remains a challenging signal processing task. The originality of the present contribution are three-fold: multiscale representations and wavelet leader based multifractal analysis are used to quantify FHR variability ; Supervised classification is achieved by means of Sparse-SVM that aim jointly to achieve optimal detection performance and to select relevant features in a multivariate setting ; Trajectories in the feature space accounting for the evolution along time of features while labor progresses are involved in the construction of indices quantifying fetal health. The classification performance permitted by this combination of tools are quantified on a intrapartum FHR large database (≃ 1250 subjects) collected at a French academic public hospital.

Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Chen, Shu-Peng

2010-08-01

In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different markets multifractal? (2) What are the dynamical causes for multifractality in those markets (if any)? To answer these questions, we applied both multifractal detrended fluctuation analysis (MF-DFA) and multifractal singular spectrum analysis (MF-SSA) based on the partition function, two widely used multifractality detecting methods. We found that both markets exhibit multifractal properties by means of these methods. Furthermore, in order to identify the underlying formation mechanisms of multifractal features, we destroyed the underlying nonlinear temporal correlation by shuffling the original time series; thus, we identified that the causes of the multifractality are influenced mainly by a nonlinear temporal correlation mechanism instead of a non-Gaussian distribution. At last, by tracking the evolution of left- and right-half multifractal spectra, we found that the dynamics of the large price fluctuations is significantly different from that of the small ones. Our main contribution is that we not only provided empirical evidence of the existence of multifractality in the markets, but also the sources of multifractality and plausible explanations to current literature; furthermore, we investigated the different dynamical price behaviors influenced by large and small price fluctuations.

Mueller matrix approach for probing multifractality in the underlying anisotropic connective tissue

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Dey, Rajib; Ghosh, Nirmalya

2016-09-01

Spatial variation of refractive index (RI) in connective tissues exhibits multifractality, which encodes useful morphological and ultrastructural information about the disease. We present a spectral Mueller matrix (MM)-based approach in combination with multifractal detrended fluctuation analysis (MFDFA) to exclusively pick out the signature of the underlying connective tissue multifractality through the superficial epithelium layer. The method is based on inverse analysis on selected spectral scattering MM elements encoding the birefringence information on the anisotropic connective tissue. The light scattering spectra corresponding to the birefringence carrying MM elements are then subjected to the Born approximation-based Fourier domain preprocessing to extract ultrastructural RI fluctuations of anisotropic tissue. The extracted RI fluctuations are subsequently analyzed via MFDFA to yield the multifractal tissue parameters. The approach was experimentally validated on a simple tissue model comprising of TiO2 as scatterers of the superficial isotropic layer and rat tail collagen as an underlying anisotropic layer. Finally, the method enabled probing of precancer-related subtle alterations in underlying connective tissue ultrastructural multifractality from intact tissues.

Multifractal analysis of white matter structural changes on 3D magnetic resonance imaging between normal aging and early Alzheimer’s disease

NASA Astrophysics Data System (ADS)

Ni, Huang-Jing; Zhou, Lu-Ping; Zeng, Peng; Huang, Xiao-Lin; Liu, Hong-Xing; Ning, Xin-Bao

2015-07-01

Applications of multifractal analysis to white matter structure changes on magnetic resonance imaging (MRI) have recently received increasing attentions. Although some progresses have been made, there is no evident study on applying multifractal analysis to evaluate the white matter structural changes on MRI for Alzheimer’s disease (AD) research. In this paper, to explore multifractal analysis of white matter structural changes on 3D MRI volumes between normal aging and early AD, we not only extend the traditional box-counting multifractal analysis (BCMA) into the 3D case, but also propose a modified integer ratio based BCMA (IRBCMA) algorithm to compensate for the rigid division rule in BCMA. We verify multifractal characteristics in 3D white matter MRI volumes. In addition to the previously well studied multifractal feature, Δα, we also demonstrated Δf as an alternative and effective multifractal feature to distinguish NC from AD subjects. Both Δα and Δf are found to have strong positive correlation with the clinical MMSE scores with statistical significance. Moreover, the proposed IRBCMA can be an alternative and more accurate algorithm for 3D volume analysis. Our findings highlight the potential usefulness of multifractal analysis, which may contribute to clarify some aspects of the etiology of AD through detection of structural changes in white matter. Project supported by the National Natural Science Foundation of China (Grant No. 61271079), the Vice Chancellor Research Grant in University of Wollongong, and the Priority Academic Program Development of Jiangsu Higher Education Institutions, China.

Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-03-01

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.

Using multifractal analysis of ultra-weak photon emission from germinating wheat seedlings to differentiate between two grades of intoxication with potassium dichromate

NASA Astrophysics Data System (ADS)

Scholkmann, Felix; Cifra, Michal; Alexandre Moraes, Thiago; de Mello Gallep, Cristiano

2011-12-01

The aim of the present study was to test whether the multifractal properties of ultra-weak photon emission (UPE) from germinating wheat seedlings (Triticum aestivum) change when the seedlings are treated with different concentrations of the toxin potassium dichromate (PD). To this end, UPE was measured (50 seedlings in one Petri dish, duration: approx. 16.6- 28 h) from samples of three groups: (i) control (group C, N = 9), (ii) treated with 25 ppm of PD (group G25, N = 32), and (iii) treated with 150 ppm of PD (group G150, N = 23). For the multifractal analysis, the following steps where performed: (i) each UPE time series was trimmed to a final length of 1000 min; (ii) each UPE time series was filtered, linear detrended and normalized; (iii) the multifractal spectrum (f(α)) was calculated for every UPE time series using the backward multifractal detrended moving average (MFDMA) method; (iv) each multifractal spectrum was characterized by calculating the mode (αmode) of the spectrum and the degree of multifractality (Δα) (v) for every UPE time series its mean, skewness and kurtosis were also calculated; finally (vi) all obtained parameters where analyzed to determine their ability to differentiate between the three groups. This was based on Fisher's discriminant ratio (FDR), which was calculated for each parameter combination. Additionally, a non-parametric test was used to test whether the parameter values are significantly different or not. The analysis showed that when comparing all the three groups, FDR had the highest values for the multifractal parameters (αmode, Δα). Furthermore, the differences in these parameters between the groups were statistically significant (p < 0.05). The classical parameters (mean, skewness and kurtosis) had lower FDR values than the multifractal parameters in all cases and showed no significant difference between the groups (except for the skewness between group C and G150). In conclusion, multifractal analysis enables changes in UPE time series to be detected even when they are hidden for normal linear signal analysis methods. The analysis of changes in the multifractal properties might be a basis to design a classification system enabling the intoxication of cell cultures to be quantified based on UPE measurements.

Multifractal analysis of mobile social networks

NASA Astrophysics Data System (ADS)

Zheng, Wei; Zhang, Zifeng; Deng, Yufan

2017-09-01

As Wireless Fidelity (Wi-Fi)-enabled handheld devices have been widely used, the mobile social networks (MSNs) has been attracting extensive attention. Fractal approaches have also been widely applied to characterierize natural networks as useful tools to depict their spatial distribution and scaling properties. Moreover, when the complexity of the spatial distribution of MSNs cannot be properly charaterized by single fractal dimension, multifractal analysis is required. For further research, we introduced a multifractal analysis method based on box-covering algorithm to describe the structure of MSNs. Using this method, we find that the networks are multifractal at different time interval. The simulation results demonstrate that the proposed method is efficient for analyzing the multifractal characteristic of MSNs, which provides a distribution of singularities adequately describing both the heterogeneity of fractal patterns and the statistics of measurements across spatial scales in MSNs.

Multifractal Detrended Fluctuation Analysis of Regional Precipitation Sequences Based on the CEEMDAN-WPT

NASA Astrophysics Data System (ADS)

Liu, Dong; Cheng, Chen; Fu, Qiang; Liu, Chunlei; Li, Mo; Faiz, Muhammad Abrar; Li, Tianxiao; Khan, Muhammad Imran; Cui, Song

2018-03-01

In this paper, the complete ensemble empirical mode decomposition with the adaptive noise (CEEMDAN) algorithm is introduced into the complexity research of precipitation systems to improve the traditional complexity measure method specific to the mode mixing of the Empirical Mode Decomposition (EMD) and incomplete decomposition of the ensemble empirical mode decomposition (EEMD). We combined the CEEMDAN with the wavelet packet transform (WPT) and multifractal detrended fluctuation analysis (MF-DFA) to create the CEEMDAN-WPT-MFDFA, and used it to measure the complexity of the monthly precipitation sequence of 12 sub-regions in Harbin, Heilongjiang Province, China. The results show that there are significant differences in the monthly precipitation complexity of each sub-region in Harbin. The complexity of the northwest area of Harbin is the lowest and its predictability is the best. The complexity and predictability of the middle and Midwest areas of Harbin are about average. The complexity of the southeast area of Harbin is higher than that of the northwest, middle, and Midwest areas of Harbin and its predictability is worse. The complexity of Shuangcheng is the highest and its predictability is the worst of all the studied sub-regions. We used terrain and human activity as factors to analyze the causes of the complexity of the local precipitation. The results showed that the correlations between the precipitation complexity and terrain are obvious, and the correlations between the precipitation complexity and human influence factors vary. The distribution of the precipitation complexity in this area may be generated by the superposition effect of human activities and natural factors such as terrain, general atmospheric circulation, land and sea location, and ocean currents. To evaluate the stability of the algorithm, the CEEMDAN-WPT-MFDFA was compared with the equal probability coarse graining LZC algorithm, fuzzy entropy, and wavelet entropy. The results show that the CEEMDAN-WPT-MFDFA was more stable than 3 contrast methods under the influence of white noise and colored noise, which proves that the CEEMDAN-WPT-MFDFA has a strong robustness under the influence of noise.

Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm

NASA Astrophysics Data System (ADS)

Zhou, Weijie; Dang, Yaoguo; Gu, Rongbao

2013-03-01

We apply the multifractal detrending moving average (MFDMA) to investigate and compare the efficiency and multifractality of 5-min high-frequency China Securities Index 300 (CSI 300). The results show that the CSI 300 market becomes closer to weak-form efficiency after the introduction of CSI 300 future. We find that the CSI 300 is featured by multifractality and there are less complexity and risk after the CSI 300 index future was introduced. With the shuffling, surrogating and removing extreme values procedures, we unveil that extreme events and fat-distribution are the main origin of multifractality. Besides, we discuss the knotting phenomena in multifractality, and find that the scaling range and the irregular fluctuations for large scales in the Fq(s) vs s plot can cause a knot.

Probing multi-scale self-similarity of tissue structures using light scattering spectroscopy: prospects in pre-cancer detection

NASA Astrophysics Data System (ADS)

Chatterjee, Subhasri; Das, Nandan K.; Kumar, Satish; Mohapatra, Sonali; Pradhan, Asima; Panigrahi, Prasanta K.; Ghosh, Nirmalya

2013-02-01

Multi-resolution analysis on the spatial refractive index inhomogeneities in the connective tissue regions of human cervix reveals clear signature of multifractality. We have thus developed an inverse analysis strategy for extraction and quantification of the multifractality of spatial refractive index fluctuations from the recorded light scattering signal. The method is based on Fourier domain pre-processing of light scattering data using Born approximation, and its subsequent analysis through Multifractal Detrended Fluctuation Analysis model. The method has been validated on several mono- and multi-fractal scattering objects whose self-similar properties are user controlled and known a-priori. Following successful validation, this approach has initially been explored for differentiating between different grades of precancerous human cervical tissues.

Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach

NASA Astrophysics Data System (ADS)

Zhu, Huijian; Zhang, Weiguo

2018-01-01

CSI 800 index consists of CSI 500 index and CSI 300 index, aiming to reflect the performance of stocks with large, mid and small size of China A share market. In this paper we analyze the multifractal structure of Chinese stock market in the CSI 800 index based on the multifractal detrended fluctuation analysis (MF-DFA) method. We find that the fluctuation of the closing logarithmic returns have multifractal properties, the shape and width of multifractal spectrum are depended on the weighing order q. More interestingly, we observe a bigger market crash in June-August 2015 than the one in 2008 based on the local Hurst exponents. The result provides important information for further study on dynamic mechanism of return fluctuation and whether it would trigger a new financial crisis.

Super-Resolution Reconstruction of Remote Sensing Images Using Multifractal Analysis

PubMed Central

Hu, Mao-Gui; Wang, Jin-Feng; Ge, Yong

2009-01-01

Satellite remote sensing (RS) is an important contributor to Earth observation, providing various kinds of imagery every day, but low spatial resolution remains a critical bottleneck in a lot of applications, restricting higher spatial resolution analysis (e.g., intra-urban). In this study, a multifractal-based super-resolution reconstruction method is proposed to alleviate this problem. The multifractal characteristic is common in Nature. The self-similarity or self-affinity presented in the image is useful to estimate details at larger and smaller scales than the original. We first look for the presence of multifractal characteristics in the images. Then we estimate parameters of the information transfer function and noise of the low resolution image. Finally, a noise-free, spatial resolution-enhanced image is generated by a fractal coding-based denoising and downscaling method. The empirical case shows that the reconstructed super-resolution image performs well in detail enhancement. This method is not only useful for remote sensing in investigating Earth, but also for other images with multifractal characteristics. PMID:22291530

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia

2014-05-01

Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.

Investigation of multifractality in the Brazilian stock market

NASA Astrophysics Data System (ADS)

Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

2018-05-01

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

Detrended cross-correlation analysis on RMB exchange rate and Hang Seng China Enterprises Index

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Yang, Bingchan; Ma, Guofeng

2017-02-01

In this paper, we investigate the cross-correlations between the Hang Seng China Enterprises Index and RMB exchange markets on the basis of a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). MF-DCCA has, at best, serious limitations for most of the signals describing complex natural processes and often indicates multifractal cross-correlations when there are none. In order to prevent these false multifractal cross-correlations, we apply MFCCA to verify the cross-correlations. Qualitatively, we find that the return series of the Hang Seng China Enterprises Index and RMB exchange markets were, overall, significantly cross-correlated based on the statistical analysis. Quantitatively, we find that the cross-correlations between the stock index and RMB exchange markets were strongly multifractal, and the multifractal degree of the onshore RMB exchange markets was somewhat larger than the offshore RMB exchange markets. Moreover, we use the absolute return series to investigate and confirm the fact of multifractality. The results from the rolling windows show that the short-term cross-correlations between volatility series remain high.

Multifractal characterization of energy stocks in China: A multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong

2016-06-01

In this paper, we investigate the impacts of oil price changes on energy stocks in Chinese stock market from the multifractal perspective. The well-known multifractal detrended fluctuation analysis (MF-DFA) is applied to detect the multifractality. We find that both returns and volatilities of energy industry index display apparent multifractal behavior. Oil market activity is an important source of multifractality in energy stocks index in addition to long-range correlations and fat-tail distributions.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

NASA Astrophysics Data System (ADS)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Analysis of concentric and eccentric contractions in biceps brachii muscles using surface electromyography signals and multifractal analysis.

PubMed

Marri, Kiran; Swaminathan, Ramakrishnan

2016-06-23

Muscle contractions can be categorized into isometric, isotonic (concentric and eccentric) and isokinetic contractions. The eccentric contractions are very effective for promoting muscle hypertrophy and produce larger forces when compared to the concentric or isometric contractions. Surface electromyography signals are widely used for analyzing muscle activities. These signals are nonstationary, nonlinear and exhibit self-similar multifractal behavior. The research on surface electromyography signals using multifractal analysis is not well established for concentric and eccentric contractions. In this study, an attempt has been made to analyze the concentric and eccentric contractions associated with biceps brachii muscles using surface electromyography signals and multifractal detrended moving average algorithm. Surface electromyography signals were recorded from 20 healthy individuals while performing a single curl exercise. The preprocessed signals were divided into concentric and eccentric cycles and in turn divided into phases based on range of motion: lower (0°-90°) and upper (>90°). The segments of surface electromyography signal were subjected to multifractal detrended moving average algorithm, and multifractal features such as strength of multifractality, peak exponent value, maximum exponent and exponent index were extracted in addition to conventional linear features such as root mean square and median frequency. The results show that surface electromyography signals exhibit multifractal behavior in both concentric and eccentric cycles. The mean strength of multifractality increased by 15% in eccentric contraction compared to concentric contraction. The lowest and highest exponent index values are observed in the upper concentric and lower eccentric contractions, respectively. The multifractal features are observed to be helpful in differentiating surface electromyography signals along the range of motion as compared to root mean square and median frequency. It appears that these multifractal features extracted from the concentric and eccentric contractions can be useful in the assessment of surface electromyography signals in sports medicine and training and also in rehabilitation programs. © IMechE 2016.

Quantitative assessment of submicron scale anisotropy in tissue multifractality by scattering Mueller matrix in the framework of Born approximation

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-04-01

A number of tissue-like disordered media exhibit local anisotropy of scattering in the scaling behavior. Scaling behavior contains wealth of fractal or multifractal properties. We demonstrate that the spatial dielectric fluctuations in a sample of biological tissue exhibit multifractal anisotropy. Multifractal anisotropy encoded in the wavelength variation of the light scattering Mueller matrix and manifesting as an intriguing spectral diattenuation effect. We developed an inverse method for the quantitative assessment of the multifractal anisotropy. The method is based on the processing of relevant Mueller matrix elements in Fourier domain by using Born approximation, followed by the multifractal analysis. The approach promises for probing subtle micro-structural changes in biological tissues associated with the cancer and precancer, as well as for non-destructive characterization of a wide range of scattering materials.

Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Gu, Rongbao; Chen, Hongtao; Wang, Yudong

2010-07-01

The multifractal nature of WTI and Brent crude oil markets is studied employing the multifractal detrended fluctuation analysis. We find that two crude oil markets become more and more efficient for long-term and two Gulf Wars cannot change time scale behavior of crude oil return series. Considering long-term influence caused by Gulf Wars, we find such “turning windows” in generalized Hurst exponents obtained from three periods divided by two Gulf Wars so that WTI and Brent crude oil returns possess different properties above and below the windows respectively. Comparing with the results obtained from three periods we conclude that, before the First Gulf War, international crude oil markets possessed the highest multifractality degree, small-scope fluctuations presented the strongest persistence and large-scope fluctuations presented the strongest anti-persistence. We find that, for two Gulf Wars, the first one made a greater impact on international oil markets; for two markets, Brent was more influenced by Gulf Wars. In addition, we also verified that the multifractal structures of two markets’ indices are not only mainly attributed to the broad fat-tail distributions and persistence, but also affected by some other factors.

Dynamic Singularity Spectrum Distribution of Sea Clutter

NASA Astrophysics Data System (ADS)

Xiong, Gang; Yu, Wenxian; Zhang, Shuning

2015-12-01

The fractal and multifractal theory have provided new approaches for radar signal processing and target-detecting under the background of ocean. However, the related research mainly focuses on fractal dimension or multifractal spectrum (MFS) of sea clutter. In this paper, a new dynamic singularity analysis method of sea clutter using MFS distribution is developed, based on moving detrending analysis (DMA-MFSD). Theoretically, we introduce the time information by using cyclic auto-correlation of sea clutter. For transient correlation series, the instantaneous singularity spectrum based on multifractal detrending moving analysis (MF-DMA) algorithm is calculated, and the dynamic singularity spectrum distribution of sea clutter is acquired. In addition, we analyze the time-varying singularity exponent ranges and maximum position function in DMA-MFSD of sea clutter. For the real sea clutter data, we analyze the dynamic singularity spectrum distribution of real sea clutter in level III sea state, and conclude that the radar sea clutter has the non-stationary and time-varying scale characteristic and represents the time-varying singularity spectrum distribution based on the proposed DMA-MFSD method. The DMA-MFSD will also provide reference for nonlinear dynamics and multifractal signal processing.

Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory

NASA Astrophysics Data System (ADS)

Wei, Yu; Chen, Wang; Lin, Yu

2013-05-01

Recent studies in the econophysics literature reveal that price variability has fractal and multifractal characteristics not only in developed financial markets, but also in emerging markets. Taking high-frequency intraday quotes of the Shanghai Stock Exchange Component (SSEC) Index as example, this paper proposes a new method to measure daily Value-at-Risk (VaR) by combining the newly introduced multifractal volatility (MFV) model and the extreme value theory (EVT) method. Two VaR backtesting techniques are then employed to compare the performance of the model with that of a group of linear and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models. The empirical results show the multifractal nature of price volatility in Chinese stock market. VaR measures based on the multifractal volatility model and EVT method outperform many GARCH-type models at high-risk levels.

Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC

NASA Astrophysics Data System (ADS)

Ma, Feng; Wei, Yu; Huang, Dengshi; Zhao, Lin

2013-11-01

In this paper, we investigate the cross-correlation properties between West Texas Intermediate crude oil and the stock markets of the BRIC. We use not only the qualitative analysis of the cross-correlation test, but also take the quantitative analysis of the MF-DXA, confirming the cross-correlation relationship between West Texas Intermediate crude oil and the stock markets of the BRIC (Brazil, Russia, India and China) respectively, which have strongly multifractal features, and the cross-correlations are more strongly multifractal in the short term than in the long term. Furthermore, based on the multifractal spectrum, we also find the multifractality strength between the crude oil WTI and Chinese stock market is stronger than the multifractality strength of other pairs. Based on the Iraq war (Mar 20, 2003) and the Financial crisis in 2008, we divide sample period into four segments to research the degree of the multifractal (ΔH) and the market efficiency (and the risk). Finally, we employ the technique of the rolling window to calculate the time-varying EI (efficiency index) and dependent on the EI, we can easily observe the change of stock markets. Furthermore, we explore the relationship between bivariate cross-correlation exponents (Hxy(q)) and the generalized Hurst exponents.

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Lim, S. C.; Murugan, R.

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

Automatic lithofacies segmentation from well-logs data. A comparative study between the Self-Organizing Map (SOM) and Walsh transform

NASA Astrophysics Data System (ADS)

Aliouane, Leila; Ouadfeul, Sid-Ali; Rabhi, Abdessalem; Rouina, Fouzi; Benaissa, Zahia; Boudella, Amar

2013-04-01

The main goal of this work is to realize a comparison between two lithofacies segmentation techniques of reservoir interval. The first one is based on the Kohonen's Self-Organizing Map neural network machine. The second technique is based on the Walsh transform decomposition. Application to real well-logs data of two boreholes located in the Algerian Sahara shows that the Self-organizing map is able to provide more lithological details that the obtained lithofacies model given by the Walsh decomposition. Keywords: Comparison, Lithofacies, SOM, Walsh References: 1)Aliouane, L., Ouadfeul, S., Boudella, A., 2011, Fractal analysis based on the continuous wavelet transform and lithofacies classification from well-logs data using the self-organizing map neural network, Arabian Journal of geosciences, doi: 10.1007/s12517-011-0459-4 2) Aliouane, L., Ouadfeul, S., Djarfour, N., Boudella, A., 2012, Petrophysical Parameters Estimation from Well-Logs Data Using Multilayer Perceptron and Radial Basis Function Neural Networks, Lecture Notes in Computer Science Volume 7667, 2012, pp 730-736, doi : 10.1007/978-3-642-34500-5_86 3)Ouadfeul, S. and Aliouane., L., 2011, Multifractal analysis revisited by the continuous wavelet transform applied in lithofacies segmentation from well-logs data, International journal of applied physics and mathematics, Vol01 N01. 4) Ouadfeul, S., Aliouane, L., 2012, Lithofacies Classification Using the Multilayer Perceptron and the Self-organizing Neural Networks, Lecture Notes in Computer Science Volume 7667, 2012, pp 737-744, doi : 10.1007/978-3-642-34500-5_87 5) Weisstein, Eric W. "Fast Walsh Transform." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/FastWalshTransform.html

Multifractal detrended cross-correlation analysis on NO, NO2 and O3 concentrations at traffic sites

NASA Astrophysics Data System (ADS)

Xu, Weijia; Liu, Chunqiong; Shi, Kai; Liu, Yonghong

2018-07-01

NOX plays the important role for O3 production in atmospheric photochemical processes. In this paper, the cross-correlations between NO (NO2) and O3 at three traffic sites in Hong Kong are investigated, using the multifractal detrended cross-correlation analysis (MFDCCA). The results show that the cross-correlations between NO (NO2) and O3 have multifractal nature and long term persistent power-law decaying behavior. The sources of multifractality are discussed based on the shuffling and phase randomization procedure. The chi square test is applied to identify the contributions degree of NO and NO2 to multifractality due to its own long term correlations respectively. And the temporal evolutions of the local contributions degree of NO and NO2 to multifractality are investigated by the sliding windows method. The differences between them are explained by the self-organized criticality mechanism of air pollution, combined with global solar radiation. MFDCCA provides a helpful approach for understanding the quantitative relationship between the O3 and its precursors.

Tissue multifractality and hidden Markov model based integrated framework for optimum precancer detection

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Das, Nandan K.; Kurmi, Indrajit; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-10-01

We report the application of a hidden Markov model (HMM) on multifractal tissue optical properties derived via the Born approximation-based inverse light scattering method for effective discrimination of precancerous human cervical tissue sites from the normal ones. Two global fractal parameters, generalized Hurst exponent and the corresponding singularity spectrum width, computed by multifractal detrended fluctuation analysis (MFDFA), are used here as potential biomarkers. We develop a methodology that makes use of these multifractal parameters by integrating with different statistical classifiers like the HMM and support vector machine (SVM). It is shown that the MFDFA-HMM integrated model achieves significantly better discrimination between normal and different grades of cancer as compared to the MFDFA-SVM integrated model.

Multifractal analysis with the probability density function at the three-dimensional anderson transition.

PubMed

Rodriguez, Alberto; Vasquez, Louella J; Römer, Rudolf A

2009-03-13

The probability density function (PDF) for critical wave function amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of finite-size corrections is properly analyzed. We show the non-Gaussian nature and the existence of a symmetry relation in the PDF. From the PDF, we extract information about f(alpha) at criticality such as the presence of negative fractal dimensions and the possible existence of termination points. A PDF-based multifractal analysis is shown to be a valid alternative to the standard approach based on the scaling of inverse participation ratios.

Multifractal cross-correlations between crude oil and tanker freight rate

NASA Astrophysics Data System (ADS)

Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

2017-05-01

Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

NASA Astrophysics Data System (ADS)

Chen, Shu-Peng; He, Ling-Yun

2010-04-01

Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in China’s agricultural futures markets.

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

NASA Astrophysics Data System (ADS)

Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

An Integrated Nonlinear Analysis library - (INA) for solar system plasma turbulence

NASA Astrophysics Data System (ADS)

Munteanu, Costel; Kovacs, Peter; Echim, Marius; Koppan, Andras

2014-05-01

We present an integrated software library dedicated to the analysis of time series recorded in space and adapted to investigate turbulence, intermittency and multifractals. The library is written in MATLAB and provides a graphical user interface (GUI) customized for the analysis of space physics data available online like: Coordinated Data Analysis Web (CDAWeb), Automated Multi Dataset Analysis system (AMDA), Planetary Science Archive (PSA), World Data Center Kyoto (WDC), Ulysses Final Archive (UFA) and Cluster Active Archive (CAA). Three main modules are already implemented in INA : the Power Spectral Density (PSD) Analysis, the Wavelet and Intemittency Analysis and the Probability Density Functions (PDF) analysis.The layered structure of the software allows the user to easily switch between different modules/methods while retaining the same time interval for the analysis. The wavelet analysis module includes algorithms to compute and analyse the PSD, the Scalogram, the Local Intermittency Measure (LIM) or the Flatness parameter. The PDF analysis module includes algorithms for computing the PDFs for a range of scales and parameters fully customizable by the user; it also computes the Flatness parameter and enables fast comparison with standard PDF profiles like, for instance, the Gaussian PDF. The library has been already tested on Cluster and Venus Express data and we will show relevant examples. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM, and a grant of the Romanian Ministry of National Education, CNCS UEFISCDI, project number PN-II-ID PCE-2012-4-0418.

Clustering Multiple Sclerosis Subgroups with Multifractal Methods and Self-Organizing Map Algorithm

NASA Astrophysics Data System (ADS)

Karaca, Yeliz; Cattani, Carlo

Magnetic resonance imaging (MRI) is the most sensitive method to detect chronic nervous system diseases such as multiple sclerosis (MS). In this paper, Brownian motion Hölder regularity functions (polynomial, periodic (sine), exponential) for 2D image, such as multifractal methods were applied to MR brain images, aiming to easily identify distressed regions, in MS patients. With these regions, we have proposed an MS classification based on the multifractal method by using the Self-Organizing Map (SOM) algorithm. Thus, we obtained a cluster analysis by identifying pixels from distressed regions in MR images through multifractal methods and by diagnosing subgroups of MS patients through artificial neural networks.

Anti-correlation and multifractal features of Spain electricity spot market

NASA Astrophysics Data System (ADS)

Norouzzadeh, P.; Dullaert, W.; Rahmani, B.

2007-07-01

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal analysis, fluctuations behavior, the scaling exponents and generalized Hurst exponents are studied. Moreover, contribution of fat-tailed probability distributions and nonlinear temporal correlations to multifractality is studied.

Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Han, Yan; Cui, Weijun; Guo, Yu

2014-11-01

The cross-correlation between the China Securities Index 300 (CSI 300) index futures and the spot markets based on high-frequency data is discussed in this paper. We empirically analyze the cross-correlation by using the multifractal detrended cross-correlation analysis (MF-DCCA), and investigate further the characteristics of asymmetry, frequency difference, and transmission direction of the cross-correlation. The results indicate that the cross-correlation between the two markets is significant and multifractal. Meanwhile, weak asymmetries exist in the cross-correlation, and higher data frequency results in a lower multifractality degree of the cross-correlation. The causal relationship between the two markets is bidirectional, but the CSI 300 index futures market has greater impact on the spot market.

Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues

NASA Astrophysics Data System (ADS)

Ouillon, G.; Sornette, D.; Ribeiro, E.

2009-07-01

The Multifractal Stress-Activated model is a statistical model of triggered seismicity based on mechanical and thermodynamic principles. It predicts that, above a triggering magnitude cut-off M0, the exponent p of the Omori law for the time decay of the rate of aftershocks is a linear increasing function p(M) = a0M + b0 of the main shock magnitude M. We previously reported empirical support for this prediction, using the Southern California Earthquake Center (SCEC) catalogue. Here, we confirm this observation using an updated, longer version of the same catalogue, as well as new methods to estimate p. One of this methods is the newly defined Scaling Function Analysis (SFA), adapted from the wavelet transform. This method is able to measure a mathematical singularity (hence a p-value), erasing the possible regular part of a time-series. The SFA also proves particularly efficient to reveal the coexistence and superposition of several types of relaxation laws (typical Omori sequences and short-lived swarms sequences) which can be mixed within the same catalogue. Another new method consists in monitoring the largest aftershock magnitude observed in successive time intervals, and thus shortcuts the problem of missing events with small magnitudes in aftershock catalogues. The same methods are used on data from the worldwide Harvard Centroid Moment Tensor (CMT) catalogue and show results compatible with those of Southern California. For the Japan Meteorological Agency (JMA) catalogue, we still observe a linear dependence of p on M, but with a smaller slope. The SFA shows however that results for this catalogue may be biased by numerous swarm sequences, despite our efforts to remove them before the analysis.

Price-volume multifractal analysis and its application in Chinese stock markets

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying

2012-06-01

An empirical research on Chinese stock markets is conducted using statistical tools. First, the multifractality of stock price return series, ri(ri=ln(Pt+1)-ln(Pt)) and trading volume variation series, vi(vi=ln(Vt+1)-ln(Vt)) is confirmed using multifractal detrended fluctuation analysis. Furthermore, a multifractal detrended cross-correlation analysis between stock price return and trading volume variation in Chinese stock markets is also conducted. It is shown that the cross relationship between them is also found to be multifractal. Second, the cross-correlation between stock price Pi and trading volume Vi is empirically studied using cross-correlation function and detrended cross-correlation analysis. It is found that both Shanghai stock market and Shenzhen stock market show pronounced long-range cross-correlations between stock price and trading volume. Third, a composite index R based on price and trading volume is introduced. Compared with stock price return series ri and trading volume variation series vi, R variation series not only remain the characteristics of original series but also demonstrate the relative correlation between stock price and trading volume. Finally, we analyze the multifractal characteristics of R variation series before and after three financial events in China (namely, Price Limits, Reform of Non-tradable Shares and financial crisis in 2008) in the whole period of sample to study the changes of stock market fluctuation and financial risk. It is found that the empirical results verified the validity of R.

A new image segmentation method based on multifractal detrended moving average analysis

NASA Astrophysics Data System (ADS)

Shi, Wen; Zou, Rui-biao; Wang, Fang; Su, Le

2015-08-01

In order to segment and delineate some regions of interest in an image, we propose a novel algorithm based on the multifractal detrended moving average analysis (MF-DMA). In this method, the generalized Hurst exponent h(q) is calculated for every pixel firstly and considered as the local feature of a surface. And then a multifractal detrended moving average spectrum (MF-DMS) D(h(q)) is defined by the idea of box-counting dimension method. Therefore, we call the new image segmentation method MF-DMS-based algorithm. The performance of the MF-DMS-based method is tested by two image segmentation experiments of rapeseed leaf image of potassium deficiency and magnesium deficiency under three cases, namely, backward (θ = 0), centered (θ = 0.5) and forward (θ = 1) with different q values. The comparison experiments are conducted between the MF-DMS method and other two multifractal segmentation methods, namely, the popular MFS-based and latest MF-DFS-based methods. The results show that our MF-DMS-based method is superior to the latter two methods. The best segmentation result for the rapeseed leaf image of potassium deficiency and magnesium deficiency is from the same parameter combination of θ = 0.5 and D(h(- 10)) when using the MF-DMS-based method. An interesting finding is that the D(h(- 10)) outperforms other parameters for both the MF-DMS-based method with centered case and MF-DFS-based algorithms. By comparing the multifractal nature between nutrient deficiency and non-nutrient deficiency areas determined by the segmentation results, an important finding is that the gray value's fluctuation in nutrient deficiency area is much severer than that in non-nutrient deficiency area.

Multifractal Approach to the Analysis of Crime Dynamics: Results for Burglary in San Francisco

NASA Astrophysics Data System (ADS)

Melgarejo, Miguel; Obregon, Nelson

This paper provides evidence of fractal, multifractal and chaotic behaviors in urban crime by computing key statistical attributes over a long data register of criminal activity. Fractal and multifractal analyses based on power spectrum, Hurst exponent computation, hierarchical power law detection and multifractal spectrum are considered ways to characterize and quantify the footprint of complexity of criminal activity. Moreover, observed chaos analysis is considered a second step to pinpoint the nature of the underlying crime dynamics. This approach is carried out on a long database of burglary activity reported by 10 police districts of San Francisco city. In general, interarrival time processes of criminal activity in San Francisco exhibit fractal and multifractal patterns. The behavior of some of these processes is close to 1/f noise. Therefore, a characterization as deterministic, high-dimensional, chaotic phenomena is viable. Thus, the nature of crime dynamics can be studied from geometric and chaotic perspectives. Our findings support that crime dynamics may be understood from complex systems theories like self-organized criticality or highly optimized tolerance.

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

NASA Astrophysics Data System (ADS)

Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

2015-07-01

In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

Multiscale multifractal properties between ground-level ozone and its precursors in rural area in Hong Kong.

PubMed

He, Hong-di; Qiao, Zhong-Xia; Pan, Wei; Lu, Wei-Zhen

2017-07-01

In rural area, due to the reduction of NOx and CO emitted from vehicle exhausts, the ozone photochemical reaction exhibits relatively weak effect and ozone formation presents different pattern with its precursors in contrast to urban situation. Hence, in this study, we apply detrended cross-correlation analysis to investigate the multifractal properties between ozone and its precursors in a rural area in Hong Kong. The observed databases of ozone, NO 2 , NOx and CO levels during 2005-2014 are obtained from a rural monitoring station in Hong Kong. Based on the collected database, the cross-correlation analysis is carried out firstly to examine the cross-correlation patterns and the results indicate that close interactive relations exist between them. Then the detrended cross-correlation analysis is performed for further analysis. The multifractal characters occur between ozone and its precursors. The long-term cross-correlations behaviors in winter are verified to be stronger than that in other seasons. Additionally, the method is extended on daily averaged data to explore the multifractal property on various time scales. The long-term cross-correlation behavior of ozone vs NO 2 and NOx on daily basis becomes weaker while that of ozone vs CO becomes stronger. The multifractal properties for all pairs in summer are found to be the strongest among the whole year. These findings successfully illustrate that the multifractal analysis is a useful tool for describing the temporal scaling behaviors of ozone trends in different time series in rural areas. Copyright © 2017 Elsevier Ltd. All rights reserved.

Multifractal analysis of managed and independent float exchange rates

NASA Astrophysics Data System (ADS)

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

2015-06-01

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

Multifractal analysis and the NYHA index

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; Ramírez-Hernández, L.; Aguilar-Molina, A. M.; Zamora-Justo, J. A.; Gutiérrez-Calleja, R. A.; Virgilio-González, C. D.

2014-11-01

We did multifractal analysis of heartbeat interval time series of healthy persons and patients with congestive heart failure (CHF). To analyze circadian rhythm variations we analyzed time series of 24 hours records and segments of six hours when the subject is asleep and segments of six hours when is awake. A decrease in the multifractality degree occurs in the heartbeat interval time series of CHF patients. This multifractality loss is associated with the width reduction of the spectrum and the complexity loss of the signal. Multifractal spectra of healthy persons are right skewed, but the spectra of CHF patients tend to be symmetrical and in some cases are left skewed. To determine the therapy for CHF patients, cardiologists use an index proposed by the NYHA (New York Heart Association). There is a correlation between this index and the multifractal analysis parameters, i.e. while higher is the NYHA index the width of the multifractal spectrum is lower and it is also more symmetrical. In contrast, patients with NYHA index equal to 1 have multifractal parameters similar to those of healthy subjects.

Comparing Monofractal and Multifractal Analysis of Corrosion Damage Evolution in Reinforcing Bars

PubMed Central

Xu, Yidong; Qian, Chunxiang; Pan, Lei; Wang, Bingbing; Lou, Chi

2012-01-01

Based on fractal theory and damage mechanics, the aim of this paper is to describe the monofractal and multifractal characteristics of corrosion morphology and develop a new approach to characterize the nonuniform corrosion degree of reinforcing bars. The relationship between fractal parameters and tensile strength of reinforcing bars are discussed. The results showed that corrosion mass loss ratio of a bar cannot accurately reflect the damage degree of the bar. The corrosion morphology of reinforcing bars exhibits both monofractal and multifractal features. The fractal dimension and the tensile strength of corroded steel bars exhibit a power function relationship, while the width of multifractal spectrum and tensile strength of corroded steel bars exhibit a linear relationship. By comparison, using width of multifractal spectrum as multifractal damage variable not only reflects the distribution of corrosion damage in reinforcing bars, but also reveals the influence of nonuniform corrosion on the mechanical properties of reinforcing bars. The present research provides a new approach for the establishment of corrosion damage constitutive models of reinforcing bars. PMID:22238682

The human genome: a multifractal analysis

PubMed Central

2011-01-01

Background Several studies have shown that genomes can be studied via a multifractal formalism. Recently, we used a multifractal approach to study the genetic information content of the Caenorhabditis elegans genome. Here we investigate the possibility that the human genome shows a similar behavior to that observed in the nematode. Results We report here multifractality in the human genome sequence. This behavior correlates strongly on the presence of Alu elements and to a lesser extent on CpG islands and (G+C) content. In contrast, no or low relationship was found for LINE, MIR, MER, LTRs elements and DNA regions poor in genetic information. Gene function, cluster of orthologous genes, metabolic pathways, and exons tended to increase their frequencies with ranges of multifractality and large gene families were located in genomic regions with varied multifractality. Additionally, a multifractal map and classification for human chromosomes are proposed. Conclusions Based on these findings, we propose a descriptive non-linear model for the structure of the human genome, with some biological implications. This model reveals 1) a multifractal regionalization where many regions coexist that are far from equilibrium and 2) this non-linear organization has significant molecular and medical genetic implications for understanding the role of Alu elements in genome stability and structure of the human genome. Given the role of Alu sequences in gene regulation, genetic diseases, human genetic diversity, adaptation and phylogenetic analyses, these quantifications are especially useful. PMID:21999602

Common multifractality in the heart rate variability and brain activity of healthy humans

NASA Astrophysics Data System (ADS)

Lin, D. C.; Sharif, A.

2010-06-01

The influence from the central nervous system on the human multifractal heart rate variability (HRV) is examined under the autonomic nervous system perturbation induced by the head-up-tilt body maneuver. We conducted the multifractal factorization analysis to factor out the common multifractal factor in the joint fluctuation of the beat-to-beat heart rate and electroencephalography data. Evidence of a central link in the multifractal HRV was found, where the transition towards increased (decreased) HRV multifractal complexity is associated with a stronger (weaker) multifractal correlation between the central and autonomic nervous systems.

NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes

2016-11-01

In the present paper, we investigate the multifractality signatures in hourly time series extracted from the CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a particular class of complex and dynamic processes, which require several photometric variability diagnostics to characterize their structural and topological properties. To achieve this goal, we search for contributions due to a nonlinear temporal correlation and effects caused by heavier tails than the Gaussian distribution, using a detrending moving average algorithm for one-dimensional multifractal signals (MFDMA). We observe that the correlation structure is the mainmore » source of multifractality, while heavy-tailed distribution plays a minor role in generating the multifractal effects. Our work also reveals that the rotation period of stars is inherently scaled by the degree of multifractality. As a result, analyzing the multifractal degree of the referred series, we uncover an evolution of multifractality from shorter to larger periods.« less

Price-volume multifractal analysis of the Moroccan stock market

NASA Astrophysics Data System (ADS)

El Alaoui, Marwane

2017-11-01

In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

Passive microrheology of normal and cancer cells after ML7 treatment by atomic force microscopy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lyapunova, Elena, E-mail: lyapunova@icmm.ru; Ural Federal University, Kuibyishev Str. 48, Ekaterinburg, 620000; Nikituk, Alexander, E-mail: nas@icmm.ru

Mechanical properties of living cancer and normal thyroidal cells were investigated by atomic force microscopy (AFM). Cell mechanics was compared before and after treatment with ML7, which is known to reduce myosin activity and induce softening of cell structures. We recorded force curves with extended dwell time of 6 seconds in contact at maximum forces from 500 pN to 1 nN. Data were analyzed within different frameworks: Hertz fit was applied in order to evaluate differences in Young’s moduli among cell types and conditions, while the fluctuations of the cantilever in contact with cells were analyzed with both conventional algorithmsmore » (probability density function and power spectral density) and multifractal detrended fluctuation analysis (MF-DFA). We found that cancer cells were softer than normal cells and ML7 had a substantial softening effect on normal cells, but only a marginal one on cancer cells. Moreover, we observed that all recorded signals for normal and cancer cells were monofractal with small differences between their scaling parameters. Finally, the applicability of wavelet-based methods of data analysis for the discrimination of different cell types is discussed.« less

Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

NASA Astrophysics Data System (ADS)

Jizba, Petr; Korbel, Jan

2014-11-01

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to discuss the conditions under which the error in the multifractal spectrum estimation is minimal. We illustrate the utility of our approach by focusing on a scaling behavior of financial time series. In particular, we analyze the S&P500 stock index as sampled at a daily rate in the time period 1950-2013. In order to demonstrate a strength of the method proposed we compare the multifractal δ-spectrum for various bin-widths and show the robustness of the method, especially for large values of q. For such values, other methods in use, e.g., those based on moment estimation, tend to fail for heavy-tailed data or data with long correlations. Connection between the δ-spectrum and Rényi’s q parameter is also discussed and elucidated on a simple example of multiscale time series.

Multifractal vector fields and stochastic Clifford algebra.

PubMed

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2015-12-01

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

A comparative analysis of alternative approaches for quantifying nonlinear dynamics in cardiovascular system.

PubMed

Chen, Yun; Yang, Hui

2013-01-01

Heart rate variability (HRV) analysis has emerged as an important research topic to evaluate autonomic cardiac function. However, traditional time and frequency-domain analysis characterizes and quantify only linear and stationary phenomena. In the present investigation, we made a comparative analysis of three alternative approaches (i.e., wavelet multifractal analysis, Lyapunov exponents and multiscale entropy analysis) for quantifying nonlinear dynamics in heart rate time series. Note that these extracted nonlinear features provide information about nonlinear scaling behaviors and the complexity of cardiac systems. To evaluate the performance, we used 24-hour HRV recordings from 54 healthy subjects and 29 heart failure patients, available in PhysioNet. Three nonlinear methods are evaluated not only individually but also in combination using three classification algorithms, i.e., linear discriminate analysis, quadratic discriminate analysis and k-nearest neighbors. Experimental results show that three nonlinear methods capture nonlinear dynamics from different perspectives and the combined feature set achieves the best performance, i.e., sensitivity 97.7% and specificity 91.5%. Collectively, nonlinear HRV features are shown to have the promise to identify the disorders in autonomic cardiovascular function.

The effects of common risk factors on stock returns: A detrended cross-correlation analysis

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Yang, Bingchan

2017-10-01

In this paper, we investigate the cross-correlations between Fama and French three factors and the return of American industries on the basis of cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). Qualitatively, we find that the return series of Fama and French three factors and American industries were overall significantly cross-correlated based on the analysis of a statistic. Quantitatively, we find that the cross-correlations between three factors and the return of American industries were strongly multifractal, and applying MF-DCCA we also investigate the cross-correlation of industry returns and residuals. We find that there exists multifractality of industry returns and residuals. The result of correlation coefficients we can verify that there exist other factors which influence the industry returns except Fama three factors.

Asymmetric multiscale multifractal analysis of wind speed signals

NASA Astrophysics Data System (ADS)

Zhang, Xiaonei; Zeng, Ming; Meng, Qinghao

We develop a new method called asymmetric multiscale multifractal analysis (A-MMA) to explore the multifractality and asymmetric autocorrelations of the signals with a variable scale range. Three numerical experiments are provided to demonstrate the effectiveness of our approach. Then, the proposed method is applied to investigate multifractality and asymmetric autocorrelations of difference sequences between wind speed fluctuations with uptrends or downtrends. The results show that these sequences appear to be far more complex and contain abundant fractal dynamics information. Through analyzing the Hurst surfaces of nine difference sequences, we found that all series exhibit multifractal properties and multiscale structures. Meanwhile, the asymmetric autocorrelations are observed in all variable scale ranges and the asymmetry results are of good consistency within a certain spatial range. The sources of multifractality and asymmetry in nine difference series are further discussed using the corresponding shuffled series and surrogate series. We conclude that the multifractality of these series is due to both long-range autocorrelation and broad probability density function, but the major source of multifractality is long-range autocorrelation, and the source of asymmetry is affected by the spatial distance.

Multifractal behavior of an air pollutant time series and the relevance to the predictability.

PubMed

Dong, Qingli; Wang, Yong; Li, Peizhi

2017-03-01

Compared with the traditional method of detrended fluctuation analysis, which is used to characterize fractal scaling properties and long-range correlations, this research provides new insight into the multifractality and predictability of a nonstationary air pollutant time series using the methods of spectral analysis and multifractal detrended fluctuation analysis. First, the existence of a significant power-law behavior and long-range correlations for such series are verified. Then, by employing shuffling and surrogating procedures and estimating the scaling exponents, the major source of multifractality in these pollutant series is found to be the fat-tailed probability density function. Long-range correlations also partly contribute to the multifractal features. The relationship between the predictability of the pollutant time series and their multifractal nature is then investigated with extended analyses from the quantitative perspective, and it is found that the contribution of the multifractal strength of long-range correlations to the overall multifractal strength can affect the predictability of a pollutant series in a specific region to some extent. The findings of this comprehensive study can help to better understand the mechanisms governing the dynamics of air pollutant series and aid in performing better meteorological assessment and management. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Smoothing Technique for the Multifractal Analysis of a Medium Voltage Feeders Electric Current

NASA Astrophysics Data System (ADS)

de Santis, Enrico; Sadeghian, Alireza; Rizzi, Antonello

2017-12-01

The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics.

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.

Multifractal detrended cross-correlation analysis for two nonstationary signals.

PubMed

Zhou, Wei-Xing

2008-06-01

We propose a method called multifractal detrended cross-correlation analysis to investigate the multifractal behaviors in the power-law cross-correlations between two time series or higher-dimensional quantities recorded simultaneously, which can be applied to diverse complex systems such as turbulence, finance, ecology, physiology, geophysics, and so on. The method is validated with cross-correlated one- and two-dimensional binomial measures and multifractal random walks. As an example, we illustrate the method by analyzing two financial time series.

Nonlinear multi-analysis of agent-based financial market dynamics by epidemic system

NASA Astrophysics Data System (ADS)

Lu, Yunfan; Wang, Jun; Niu, Hongli

2015-10-01

Based on the epidemic dynamical system, we construct a new agent-based financial time series model. In order to check and testify its rationality, we compare the statistical properties of the time series model with the real stock market indices, Shanghai Stock Exchange Composite Index and Shenzhen Stock Exchange Component Index. For analyzing the statistical properties, we combine the multi-parameter analysis with the tail distribution analysis, the modified rescaled range analysis, and the multifractal detrended fluctuation analysis. For a better perspective, the three-dimensional diagrams are used to present the analysis results. The empirical research in this paper indicates that the long-range dependence property and the multifractal phenomenon exist in the real returns and the proposed model. Therefore, the new agent-based financial model can recurrence some important features of real stock markets.

Scale invariance in biophysics

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2000-06-01

In this general talk, we offer an overview of some problems of interest to biophysicists, medical physicists, and econophysicists. These include DNA sequences, brain plaques in Alzheimer patients, heartbeat intervals, and time series giving price fluctuations in economics. These problems have the common feature that they exhibit features that appear to be scale invariant. Particularly vexing is the problem that some of these scale invariant phenomena are not stationary-their statistical properties vary from one time interval to the next or form one position to the next. We will discuss methods, such as wavelet methods and multifractal methods, to cope with these problems. .

Multifractal to monofractal evolution of the London street network.

PubMed

Murcio, Roberto; Masucci, A Paolo; Arcaute, Elsa; Batty, Michael

2015-12-01

We perform a multifractal analysis of the evolution of London's street network from 1786 to 2010. First, we show that a single fractal dimension, commonly associated with the morphological description of cities, does not suffice to capture the dynamics of the system. Instead, for a proper characterization of such a dynamics, the multifractal spectrum needs to be considered. Our analysis reveals that London evolves from an inhomogeneous fractal structure, which can be described in terms of a multifractal, to a homogeneous one, which converges to monofractality. We argue that London's multifractal to monofractal evolution might be a special outcome of the constraint imposed on its growth by a green belt. Through a series of simulations, we show that multifractal objects, constructed through diffusion limited aggregation, evolve toward monofractality if their growth is constrained by a nonpermeable boundary.

Multifractal analysis of heartbeat dynamics during meditation training

NASA Astrophysics Data System (ADS)

Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

2013-04-01

We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

Detrending moving average algorithm for multifractals

NASA Astrophysics Data System (ADS)

Gu, Gao-Feng; Zhou, Wei-Xing

2010-07-01

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measures and higher-dimensional multifractals, which is a generalization of the DMA method. The performance of the one-dimensional and two-dimensional MFDMA methods is investigated using synthetic multifractal measures with analytical solutions for backward (θ=0) , centered (θ=0.5) , and forward (θ=1) detrending windows. We find that the estimated multifractal scaling exponent τ(q) and the singularity spectrum f(α) are in good agreement with the theoretical values. In addition, the backward MFDMA method has the best performance, which provides the most accurate estimates of the scaling exponents with lowest error bars, while the centered MFDMA method has the worse performance. It is found that the backward MFDMA algorithm also outperforms the multifractal detrended fluctuation analysis. The one-dimensional backward MFDMA method is applied to analyzing the time series of Shanghai Stock Exchange Composite Index and its multifractal nature is confirmed.

Multifractal detrended fluctuation analysis of sheep livestock prices in origin

NASA Astrophysics Data System (ADS)

Pavón-Domínguez, P.; Serrano, S.; Jiménez-Hornero, F. J.; Jiménez-Hornero, J. E.; Gutiérrez de Ravé, E.; Ariza-Villaverde, A. B.

2013-10-01

The multifractal detrended fluctuation analysis (MF-DFA) is used to verify whether or not the returns of time series of prices paid to farmers in original markets can be described by the multifractal approach. By way of example, 5 weekly time series of prices of different breeds, slaughter weight and market differentiation from 2000 to 2012 are analyzed. Results obtained from the multifractal parameters and multifractal spectra show that the price series of livestock products are of a multifractal nature. The Hurst exponent shows that these time series are stationary signals, some of which exhibit long memory (Merino milk-fed in Seville and Segureña paschal in Jaen), short memory (Merino paschal in Cordoba and Segureña milk-fed in Jaen) or even are close to an uncorrelated signals (Merino paschal in Seville). MF-DFA is able to discern the different underlying dynamics that play an important role in different types of sheep livestock markets, such as degree and source of multifractality. In addition, the main source of multifractality of these time series is due to the broadness of the probability function, instead of the long-range correlation properties between small and large fluctuations, which play a clearly secondary role.

Multifractal analysis of charged particle distributions using horizontal visibility graph and sandbox algorithm

NASA Astrophysics Data System (ADS)

Mali, P.; Mukhopadhyay, A.; Manna, S. K.; Haldar, P. K.; Singh, G.

2017-03-01

Horizontal visibility graphs (HVGs) and the sandbox (SB) algorithm usually applied for multifractal characterization of complex network systems that are converted from time series measurements, are used to characterize the fluctuations in pseudorapidity densities of singly charged particles produced in high-energy nucleus-nucleus collisions. Besides obtaining the degree distribution associated with event-wise pseudorapidity distributions, the common set of observables, typical of any multifractality measurement, are studied in 16O-Ag/Br and 32S-Ag/Br interactions, each at an incident laboratory energy of 200 GeV/nucleon. For a better understanding, we systematically compare the experiment with a Monte Carlo model simulation based on the Ultra-relativistic Quantum Molecular Dynamics (UrQMD). Our results suggest that the HVG-SB technique is an efficient tool that can characterize multifractality in multiparticle emission data, and in some cases, it is even superior to other methods more commonly used in this regard.

Multifractal analysis of visibility graph-based Ito-related connectivity time series.

PubMed

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India

NASA Astrophysics Data System (ADS)

Manimaran, P.; Narayana, A. C.

2018-07-01

In this paper, we study the multifractal characteristics and cross-correlation behaviour of Air Pollution Index (API) time series data through multifractal detrended cross-correlation analysis method. We analyse the daily API records of nine air pollutants of the university of Hyderabad campus for a period of three years (2013-2016). The cross-correlation behaviour has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, it is found that the cross-correlation analysis shows anti-correlation behaviour for all possible 36 bivariate time series. We also observe the existence of multifractal nature in all the bivariate time series in which many of them show strong multifractal behaviour. In particular, the hazardous particulate matter PM2.5 and inhalable particulate matter PM10 shows anti-correlated behaviour with all air pollutants.

Multifractal detrended cross-correlation analysis in the MENA area

NASA Astrophysics Data System (ADS)

El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Long-range memory and multifractality in gold markets

NASA Astrophysics Data System (ADS)

Mali, Provash; Mukhopadhyay, Amitabha

2015-03-01

Long-range correlation and fluctuation in the gold market time series of the world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range persistence of memory in the sequences of maxima (minima) of returns in successive time windows of fixed length, but the series, as a whole, are found to be uncorrelated. Multifractal analysis for these series as well as for the sequences of maxima (minima) is carried out in terms of the multifractal detrended fluctuation analysis (MF-DFA) method. We observe a weak multifractal structure for the original series that mainly originates from the fat-tailed probability distribution function of the values, and the multifractal nature of the original time series is enriched into their sequences of maximal (minimal) returns. A quantitative measure of multifractality is provided by using a set of ‘complexity parameters’.

Focused-based multifractal analysis of the wake in a wind turbine array utilizing proper orthogonal decomposition

NASA Astrophysics Data System (ADS)

Kadum, Hawwa; Ali, Naseem; Cal, Raúl

2016-11-01

Hot-wire anemometry measurements have been performed on a 3 x 3 wind turbine array to study the multifractality of the turbulent kinetic energy dissipations. A multifractal spectrum and Hurst exponents are determined at nine locations downstream of the hub height, and bottom and top tips. Higher multifractality is found at 0.5D and 1D downstream of the bottom tip and hub height. The second order of the Hurst exponent and combination factor show an ability to predict the flow state in terms of its development. Snapshot proper orthogonal decomposition is used to identify the coherent and incoherent structures and to reconstruct the stochastic velocity using a specific number of the POD eigenfunctions. The accumulation of the turbulent kinetic energy in top tip location exhibits fast convergence compared to the bottom tip and hub height locations. The dissipation of the large and small scales are determined using the reconstructed stochastic velocities. The higher multifractality is shown in the dissipation of the large scale compared to small-scale dissipation showing consistency with the behavior of the original signals.

Long-range correlation in cosmic microwave background radiation.

PubMed

Movahed, M Sadegh; Ghasemi, F; Rahvar, Sohrab; Tabar, M Reza Rahimi

2011-08-01

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

NASA Astrophysics Data System (ADS)

Oh, Gabjin; Kwon, Okyu; Jung, Woo-Sung

2012-02-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.

A multifractal analysis of Asian foreign exchange markets

NASA Astrophysics Data System (ADS)

Oh, G.; Eom, C.; Havlin, S.; Jung, W.-S.; Wang, F.; Stanley, H. E.; Kim, S.

2012-06-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States in the period from 1991 until 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronger related to the presence of high values of returns in the series.

Mammographic evidence of microenvironment changes in tumorous breasts.

PubMed

Marin, Zach; Batchelder, Kendra A; Toner, Brian C; Guimond, Lyne; Gerasimova-Chechkina, Evgeniya; Harrow, Amy R; Arneodo, Alain; Khalil, Andre

2017-04-01

The microenvironment of breast tumors plays a critical role in tumorigenesis. As long as the structural integrity of the microenvironment is upheld, the tumor is suppressed. If tissue structure is lost through disruptions in the normal cell cycle, the microenvironment may act as a tumor promoter. Therefore, the properties that distinguish between healthy and tumorous tissues may not be solely in the tumor characteristics but rather in surrounding non-tumor tissue. The goal of this paper was to show preliminary evidence that tissue disruption and loss of homeostasis in breast tissue microenvironment and breast bilateral asymmetry can be quantitatively and objectively assessed from mammography via a localized, wavelet-based analysis of the whole breast. A wavelet-based multifractal formalism called the 2D Wavelet Transform Modulus Maxima (WTMM) method was used to quantitate density fluctuations from mammographic breast tissue via the Hurst exponent (H). Each entire mammogram was cut in hundreds of 360 × 360 pixel subregions in a gridding scheme of overlapping sliding windows, with each window boundary separated by 32 pixels. The 2D WTMM method was applied to each subregion individually. A data mining approach was set up to determine which metrics best discriminated between normal vs. cancer cases. These same metrics were then used, without modification, to discriminate between normal vs. benign and benign vs. cancer cases. The density fluctuations in healthy mammographic breast tissue are either monofractal anti-correlated (H < 1/2) for fatty tissue or monofractal long-range correlated (H>1/2) for dense tissue. However, tissue regions with H~1/2, as well as left vs. right breast asymetries, were found preferably in tumorous (benign or cancer) breasts vs. normal breasts, as quantified via a combination metric yielding a P-value ~ 0.0006. No metric considered showed significant differences between cancer vs. benign breasts. Since mammographic tissue regions associated with uncorrelated (H~1/2) density fluctuations were predominantly in tumorous breasts, and since the underlying physical processes associated with a H~1/2 signature are those of randomness, lack of spatial correlation, and free diffusion, it is hypothesized that this signature is also associated with tissue disruption and loss of tissue homeostasis. © 2017 American Association of Physicists in Medicine.

On the multifractal effects generated by monofractal signals

NASA Astrophysics Data System (ADS)

Grech, Dariusz; Pamuła, Grzegorz

2013-12-01

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally amplified by the long-term memory the data eventually may contain. We provide the detailed quantitative description of such apparent multifractal background signal as a threshold in spread of generalized Hurst exponent values Δh or a threshold in the width of multifractal spectrum Δα below which multifractal properties of the system are only apparent, i.e. do not exist, despite Δα≠0 or Δh≠0. We find this effect quite important for shorter or persistent series and we argue it is linear with respect to autocorrelation exponent γ. Its strength decays according to power law with respect to the length of time series. The influence of basic linear and nonlinear transformations applied to initial data in finite time series with various levels of long memory is also investigated. This provides additional set of semi-analytical results. The obtained formulas are significant in any interdisciplinary application of multifractality, including physics, financial data analysis or physiology, because they allow to separate the ‘true’ multifractal phenomena from the apparent (artificial) multifractal effects. They should be a helpful tool of the first choice to decide whether we do in particular case with the signal with real multiscaling properties or not.

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph

PubMed Central

Bhaduri, Anirban; Ghosh, Dipak

2016-01-01

The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute) of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters. The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation. PMID:26909045

Quantitative Assessment of Heart Rate Dynamics during Meditation: An ECG Based Study with Multi-Fractality and Visibility Graph.

PubMed

Bhaduri, Anirban; Ghosh, Dipak

2016-01-01

The cardiac dynamics during meditation is explored quantitatively with two chaos-based non-linear techniques viz. multi-fractal detrended fluctuation analysis and visibility network analysis techniques. The data used are the instantaneous heart rate (in beats/minute) of subjects performing Kundalini Yoga and Chi meditation from PhysioNet. The results show consistent differences between the quantitative parameters obtained by both the analysis techniques. This indicates an interesting phenomenon of change in the complexity of the cardiac dynamics during meditation supported with quantitative parameters. The results also produce a preliminary evidence that these techniques can be used as a measure of physiological impact on subjects performing meditation.

Graphic analysis and multifractal on percolation-based return interval series

NASA Astrophysics Data System (ADS)

Pei, A. Q.; Wang, J.

2015-05-01

A financial time series model is developed and investigated by the oriented percolation system (one of the statistical physics systems). The nonlinear and statistical behaviors of the return interval time series are studied for the proposed model and the real stock market by applying visibility graph (VG) and multifractal detrended fluctuation analysis (MF-DFA). We investigate the fluctuation behaviors of return intervals of the model for different parameter settings, and also comparatively study these fluctuation patterns with those of the real financial data for different threshold values. The empirical research of this work exhibits the multifractal features for the corresponding financial time series. Further, the VGs deviated from both of the simulated data and the real data show the behaviors of small-world, hierarchy, high clustering and power-law tail for the degree distributions.

Complexity measures of music

NASA Astrophysics Data System (ADS)

Pease, April; Mahmoodi, Korosh; West, Bruce J.

2018-03-01

We present a technique to search for the presence of crucial events in music, based on the analysis of the music volume. Earlier work on this issue was based on the assumption that crucial events correspond to the change of music notes, with the interesting result that the complexity index of the crucial events is mu ~ 2, which is the same inverse power-law index of the dynamics of the brain. The search technique analyzes music volume and confirms the results of the earlier work, thereby contributing to the explanation as to why the brain is sensitive to music, through the phenomenon of complexity matching. Complexity matching has recently been interpreted as the transfer of multifractality from one complex network to another. For this reason we also examine the mulifractality of music, with the observation that the multifractal spectrum of a computer performance is significantly narrower than the multifractal spectrum of a human performance of the same musical score. We conjecture that although crucial events are demonstrably important for information transmission, they alone are not suficient to define musicality, which is more adequately measured by the multifractality spectrum.

Forecasting volatility of SSEC in Chinese stock market using multifractal analysis

NASA Astrophysics Data System (ADS)

Wei, Yu; Wang, Peng

2008-03-01

In this paper, taking about 7 years’ high-frequency data of the Shanghai Stock Exchange Composite Index (SSEC) as an example, we propose a daily volatility measure based on the multifractal spectrum of the high-frequency price variability within a trading day. An ARFIMA model is used to depict the dynamics of this multifractal volatility (MFV) measures. The one-day ahead volatility forecasting performances of the MFV model and some other existing volatility models, such as the realized volatility model, stochastic volatility model and GARCH, are evaluated by the superior prediction ability (SPA) test. The empirical results show that under several loss functions, the MFV model obtains the best forecasting accuracy.

Multi-fractality in aeroelastic response as a precursor to flutter

NASA Astrophysics Data System (ADS)

Venkatramani, J.; Nair, Vineeth; Sujith, R. I.; Gupta, Sayan; Sarkar, Sunetra

2017-01-01

Wind tunnel tests on a NACA 0012 airfoil have been carried out to study the transition in aeroelastic response from an initial state characterised by low-amplitude aperiodic fluctuations to aeroelastic flutter when the system exhibits limit cycle oscillations. An analysis of the aeroelastic measurements reveals multi-fractal characteristics in the pre-flutter regime. This has not been studied in the literature. As the flow velocity approaches the flutter velocity from below, a gradual loss in multi-fractality is observed. Measures based on the generalised Hurst exponents are developed and are shown to have the potential to warn against impending aeroelastic flutter. The results of this study could be useful for health monitoring of aeroelastic structures.

Multifractality and Network Analysis of Phase Transition

PubMed Central

Li, Wei; Yang, Chunbin; Han, Jihui; Su, Zhu; Zou, Yijiang

2017-01-01

Many models and real complex systems possess critical thresholds at which the systems shift dramatically from one sate to another. The discovery of early-warnings in the vicinity of critical points are of great importance to estimate how far the systems are away from the critical states. Multifractal Detrended Fluctuation analysis (MF-DFA) and visibility graph method have been employed to investigate the multifractal and geometrical properties of the magnetization time series of the two-dimensional Ising model. Multifractality of the time series near the critical point has been uncovered from the generalized Hurst exponents and singularity spectrum. Both long-term correlation and broad probability density function are identified to be the sources of multifractality. Heterogeneous nature of the networks constructed from magnetization time series have validated the fractal properties. Evolution of the topological quantities of the visibility graph, along with the variation of multifractality, serve as new early-warnings of phase transition. Those methods and results may provide new insights about the analysis of phase transition problems and can be used as early-warnings for a variety of complex systems. PMID:28107414

Investigation of alterations in multifractality in optical coherence tomographic images of in vivo human retina

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Mukhopadhyay, Sabyasachi; Ghosh, Nirmalya; Chhablani, Jay; Richhariya, Ashutosh; Divakar Rao, Kompalli; Sahoo, Naba Kishore

2016-09-01

Optical coherence tomography (OCT) enables us to monitor alterations in the thickness of the retinal layer as disease progresses in the human retina. However, subtle morphological changes in the retinal layers due to early disease progression often may not lead to detectable alterations in the thickness. OCT images encode depth-dependent backscattered intensity distribution arising due to the depth distributions of the refractive index from tissue microstructures. Here, such depth-resolved refractive index variations of different retinal layers were analyzed using multifractal detrended fluctuation analysis, a special class of multiresolution analysis tools. The analysis extracted and quantified microstructural multifractal information encoded in normal as well as diseased human retinal OCT images acquired in vivo. Interestingly, different layers of the retina exhibited different degrees of multifractality in a particular retina, and the individual layers displayed consistent multifractal trends in healthy retinas of different human subjects. In the retinal layers of diabetic macular edema (DME) subjects, the change in multifractality manifested prominently near the boundary of the DME as compared to the normal retinal layers. The demonstrated ability to quantify depth-resolved information on multifractality encoded in OCT images appears promising for the early diagnosis of diseases of the human eye, which may also prove useful for detecting other types of tissue abnormalities from OCT images.

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

NASA Astrophysics Data System (ADS)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2016-12-01

The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

Submicron scale tissue multifractal anisotropy in polarized laser light scattering

NASA Astrophysics Data System (ADS)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-03-01

The spatial fluctuations of the refractive index within biological tissues exhibit multifractal anisotropy, leaving its signature as a spectral linear diattenuation of scattered polarized light. The multifractal anisotropy has been quantitatively assessed by the processing of relevant Mueller matrix elements in the Fourier domain, utilizing the Born approximation and subsequent multifractal analysis. The differential scaling exponent and width of the singularity spectrum appear to be highly sensitive to the structural multifractal anisotropy at the micron/sub-micron length scales. An immediate practical use of these multifractal anisotropy parameters was explored for non-invasive screening of cervical precancerous alterations ex vivo, with the indication of a strong potential for clinical diagnostic purposes.

Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu

2009-06-01

Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations. Based on that, a sliding window of 240 frequency data in 5 trading days was used to study stock price index fluctuation. It is found that when the stock price index fluctuates sharply, a strong variability is clearly characterized by the generalized Hurst exponents h(q). Therefore, two measures, Δh and σ, based on generalized Hurst exponents were proposed to compare financial risks before and after Price Limits and Reform of Non-tradable Shares. The empirical results verify the validity of the measures, and this has led to a better understanding of complex stock markets.

A copula-multifractal volatility hedging model for CSI 300 index futures

NASA Astrophysics Data System (ADS)

Wei, Yu; Wang, Yudong; Huang, Dengshi

2011-11-01

In this paper, we propose a new hedging model combining the newly introduced multifractal volatility (MFV) model and the dynamic copula functions. Using high-frequency intraday quotes of the spot Shanghai Stock Exchange Composite Index (SSEC), spot China Securities Index 300 (CSI 300), and CSI 300 index futures, we compare the direct and cross hedging effectiveness of the copula-MFV model with several popular copula-GARCH models. The main empirical results show that the proposed copula-MFV model obtains better hedging effectiveness than the copula-GARCH-type models in general. Furthermore, the hedge operating strategy based MFV hedging model involves fewer transaction costs than those based on the GARCH-type models. The finding of this paper indicates that multifractal analysis may offer a new way of quantitative hedging model design using financial futures.

High-performance wavelet engine

NASA Astrophysics Data System (ADS)

Taylor, Fred J.; Mellot, Jonathon D.; Strom, Erik; Koren, Iztok; Lewis, Michael P.

1993-11-01

Wavelet processing has shown great promise for a variety of image and signal processing applications. Wavelets are also among the most computationally expensive techniques in signal processing. It is demonstrated that a wavelet engine constructed with residue number system arithmetic elements offers significant advantages over commercially available wavelet accelerators based upon conventional arithmetic elements. Analysis is presented predicting the dynamic range requirements of the reported residue number system based wavelet accelerator.

EEG analysis using wavelet-based information tools.

PubMed

Rosso, O A; Martin, M T; Figliola, A; Keller, K; Plastino, A

2006-06-15

Wavelet-based informational tools for quantitative electroencephalogram (EEG) record analysis are reviewed. Relative wavelet energies, wavelet entropies and wavelet statistical complexities are used in the characterization of scalp EEG records corresponding to secondary generalized tonic-clonic epileptic seizures. In particular, we show that the epileptic recruitment rhythm observed during seizure development is well described in terms of the relative wavelet energies. In addition, during the concomitant time-period the entropy diminishes while complexity grows. This is construed as evidence supporting the conjecture that an epileptic focus, for this kind of seizures, triggers a self-organized brain state characterized by both order and maximal complexity.

Scaling and stochastic cascade properties of NEMO oceanic simulations and their potential value for GCM evaluation and downscaling

NASA Astrophysics Data System (ADS)

Verrier, Sébastien; Crépon, Michel; Thiria, Sylvie

2014-09-01

Spectral scaling properties have already been evidenced on oceanic numerical simulations and have been subject to several interpretations. They can be used to evaluate classical turbulence theories that predict scaling with specific exponents and to evaluate the quality of GCM outputs from a statistical and multiscale point of view. However, a more complete framework based on multifractal cascades is able to generalize the classical but restrictive second-order spectral framework to other moment orders, providing an accurate description of probability distributions of the fields at multiple scales. The predictions of this formalism still needed systematic verification in oceanic GCM while they have been confirmed recently for their atmospheric counterparts by several papers. The present paper is devoted to a systematic analysis of several oceanic fields produced by the NEMO oceanic GCM. Attention is focused to regional, idealized configurations that permit to evaluate the NEMO engine core from a scaling point of view regardless of limitations involved by land masks. Based on classical multifractal analysis tools, multifractal properties were evidenced for several oceanic state variables (sea surface temperature and salinity, velocity components, etc.). While first-order structure functions estimated a different nonconservativity parameter H in two scaling ranges, the multiorder statistics of turbulent fluxes were scaling over almost the whole available scaling range. This multifractal scaling was then parameterized with the help of the universal multifractal framework, providing parameters that are coherent with existing empirical literature. Finally, we argue that the knowledge of these properties may be useful for oceanographers. The framework seems very well suited for the statistical evaluation of OGCM outputs. Moreover, it also provides practical solutions to simulate subpixel variability stochastically for GCM downscaling purposes. As an independent perspective, the existence of multifractal properties in oceanic flows seems also interesting for investigating scale dependencies in remote sensing inversion algorithms.

Statistical characterisation of COSMO Sky-Med X-SAR retrieved precipitation fields by scale-invariance analysis

NASA Astrophysics Data System (ADS)

Deidda, Roberto; Mascaro, Giuseppe; Hellies, Matteo; Baldini, Luca; Roberto, Nicoletta

2013-04-01

COSMO Sky-Med (CSK) is an important programme of the Italian Space Agency aiming at supporting environmental monitoring and management of exogenous, endogenous and anthropogenic risks through X-band Synthetic Aperture Radar (X-SAR) on board of 4 satellites forming a constellation. Most of typical SAR applications are focused on land or ocean observation. However, X-band SAR can be detect precipitation that results in a specific signature caused by the combination of attenuation of surface returns induced by precipitation and enhancement of backscattering determined by the hydrometeors in the SAR resolution volume. Within CSK programme, we conducted an intercomparison between the statistical properties of precipitation fields derived by CSK SARs and those derived by the CNR Polar 55C (C-band) ground based weather radar located in Rome (Italy). This contribution presents main results of this research which was aimed at the robust characterisation of rainfall statistical properties across different scales by means of scale-invariance analysis and multifractal theory. The analysis was performed on a dataset of more two years of precipitation observations collected by the CNR Polar 55C radar and rainfall fields derived from available images collected by the CSK satellites during intense rainfall events. Scale-invariance laws and multifractal properties were detected on the most intense rainfall events derived from the CNR Polar 55C radar for spatial scales from 4 km to 64 km. The analysis on X-SAR retrieved rainfall fields, although based on few images, leaded to similar results and confirmed the existence of scale-invariance and multifractal properties for scales larger than 4 km. These outcomes encourage investigating SAR methodologies for future development of meteo-hydrological forecasting models based on multifractal theory.

Characterizing multi-scale self-similar behavior and non-statistical properties of fluctuations in financial time series

NASA Astrophysics Data System (ADS)

Ghosh, Sayantan; Manimaran, P.; Panigrahi, Prasanta K.

2011-11-01

We make use of wavelet transform to study the multi-scale, self-similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sectors. The stock market returns exhibit multi-fractal characteristics, with some of the companies showing deviations at small and large scales. The fact that, the wavelets belonging to the Daubechies’ (Db) basis enables one to isolate local polynomial trends of different degrees, plays the key role in isolating fluctuations at different scales. One of the primary motivations of this work is to study the emergence of the k-3 behavior [X. Gabaix, P. Gopikrishnan, V. Plerou, H. Stanley, A theory of power law distributions in financial market fluctuations, Nature 423 (2003) 267-270] of the fluctuations starting with high frequency fluctuations. We make use of Db4 and Db6 basis sets to respectively isolate local linear and quadratic trends at different scales in order to study the statistical characteristics of these financial time series. The fluctuations reveal fat tail non-Gaussian behavior, unstable periodic modulations, at finer scales, from which the characteristic k-3 power law behavior emerges at sufficiently large scales. We further identify stable periodic behavior through the continuous Morlet wavelet.

Multifractal analysis of electronic cardiogram taken from healthy and unhealthy adult subjects

NASA Astrophysics Data System (ADS)

Wang, Jun; Ning, Xinbao; Chen, Ying

2003-05-01

Electronic Cardiogram (ECG) data taken from healthy adult subjects are found to characterize multifractality. In order to quantitatively analyze multifractal spectrum, the area of the spectrum is computed. We have a comparison between the spectrum of the young subjects and that of the old ones. We find that the area of young adult subject's multifractal spectrum is far larger than the older one's and the logarithm of the area of the spectrum is inversely proportion to age. It shows that when time is running on human heartbeat energy is exponentially decreasing until heart failure. And distinct difference between the area of the multifractal spectrum of healthy subjects and that of having coronary disease is not found. We analyze the ECG data taken from patients with brain injury. The area of their ECG multifractal spectrum is distinctly descending. It shows that a person's multifractal spectrum is controlled mainly by his neurosystem. With advancing age, the neuroautonomic control of people's body on the ECG decreases and tends from multifractality to monofractality.

Multifractal structures for the Russian stock market

NASA Astrophysics Data System (ADS)

Ikeda, Taro

2018-02-01

In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

DOE Office of Scientific and Technical Information (OSTI.GOV)

Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentricmore » distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence.« less

EnvironmentalWaveletTool: Continuous and discrete wavelet analysis and filtering for environmental time series

NASA Astrophysics Data System (ADS)

Galiana-Merino, J. J.; Pla, C.; Fernandez-Cortes, A.; Cuezva, S.; Ortiz, J.; Benavente, D.

2014-10-01

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time-period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.

Magnetic resonance image segmentation using multifractal techniques

NASA Astrophysics Data System (ADS)

Yu, Yue-e.; Wang, Fang; Liu, Li-lin

2015-11-01

In order to delineate target region for magnetic resonance image (MRI) with diseases, the classical multifractal spectrum (MFS)-segmentation method and latest multifractal detrended fluctuation spectrum (MF-DFS)-based segmentation method are employed in our study. One of our main conclusions from experiments is that both of the two multifractal-based methods are workable for handling MRIs. The best result is obtained by MF-DFS-based method using Lh10 as local characteristic. The anti-noises experiments also suppot the conclusion. This interest finding shows that the features can be better represented by the strong fluctuations instead of the weak fluctuations for the MRIs. By comparing the multifractal nature between lesion and non-lesion area on the basis of the segmentation results, an interest finding is that the gray value's fluctuation in lesion area is much severer than that in non-lesion area.

Multi-fractal detrended texture feature for brain tumor classification

NASA Astrophysics Data System (ADS)

Reza, Syed M. S.; Mays, Randall; Iftekharuddin, Khan M.

2015-03-01

We propose a novel non-invasive brain tumor type classification using Multi-fractal Detrended Fluctuation Analysis (MFDFA) [1] in structural magnetic resonance (MR) images. This preliminary work investigates the efficacy of the MFDFA features along with our novel texture feature known as multifractional Brownian motion (mBm) [2] in classifying (grading) brain tumors as High Grade (HG) and Low Grade (LG). Based on prior performance, Random Forest (RF) [3] is employed for tumor grading using two different datasets such as BRATS-2013 [4] and BRATS-2014 [5]. Quantitative scores such as precision, recall, accuracy are obtained using the confusion matrix. On an average 90% precision and 85% recall from the inter-dataset cross-validation confirm the efficacy of the proposed method.

Multifractality of laser beam spatial intensity in a turbulent medium

NASA Astrophysics Data System (ADS)

Barille, Régis; Lapenna, Paolo

2006-05-01

We present the results of a laser beam passing through a turbulent medium. First we measure the geometric parameters and the spatial coherence of the beam as a function of wind velocities. A multifractal detrended fluctuation analysis algorithm is applied to determine the multifractal scaling behavior of the intensity patterns. The measurements are fitted with models used in the analysis of river runoff records. We show the surprising result that the multifractality decreases when the spatial coherence of the laser is decreased. Universal scaling properties could be applied to the spatial characterization of a laser propagating in a turbulent medium or random medium.

Multifractal Turbulence in the Heliosphere

NASA Astrophysics Data System (ADS)

Macek, Wieslaw M.; Wawrzaszek, Anna

2010-05-01

We consider a solar wind plasma with frozen-in interplanetary magnetic fields, which is a complex nonlinear system that may exhibit chaos and intermittency, resulting in a multifractal scaling of plasma characteristics. We analyze time series of plasma velocity and interplanetary magnetic field strengths measured during space missions onboard various spacecraft, such as Helios, Advanced Composition Explorer, Ulysses, and Voyager, exploring different regions of the heliosphere during solar minimum and maximum. To quantify the multifractality of solar wind turbulence, we use a generalized two-scale weighted Cantor set with two different rescaling parameters [1]. We investigate the resulting spectrum of generalized dimensions and the corresponding multifractal singularity spectrum depending on the parameters of this new cascade model [2]. We show that using the model with two different scaling parameters one can explain the multifractal singularity spectrum, which is often asymmetric. In particular, the multifractal scaling of magnetic fields is asymmetric in the outer heliosphere, in contrast to the symmetric spectrum observed in the heliosheath as described by the standard one-scale model [3]. We hope that the generalized multifractal model will be a useful tool for analysis of intermittent turbulence in the heliospheric plasma. We thus believe that multifractal analysis of various complex environments can shed light on the nature of turbulence. [1] W. M. Macek and A. Szczepaniak, Generalized two-scale weighted Cantor set model for solar wind turbulence, Geophys. Res. Lett., 35, L02108 (2008), doi:10.1029/2007GL032263. [2] W. M. Macek and A. Wawrzaszek, Evolution of asymmetric multifractal scaling of solar wind turbulence in the outer heliosphere, J. Geophys. Res., A013795 (2009), doi:10.1029/2008JA013795. [3] W. M. Macek and A. Wawrzaszek, Multifractal turbulence at the termination shock, in Solar Wind Twelve, edited by M. Maximovic et al., American Institute of Physics, 2010.

Complex multifractal nature in Mycobacterium tuberculosis genome

PubMed Central

Mandal, Saurav; Roychowdhury, Tanmoy; Chirom, Keilash; Bhattacharya, Alok; Brojen Singh, R. K.

2017-01-01

The mutifractal and long range correlation (C(r)) properties of strings, such as nucleotide sequence can be a useful parameter for identification of underlying patterns and variations. In this study C(r) and multifractal singularity function f(α) have been used to study variations in the genomes of a pathogenic bacteria Mycobacterium tuberculosis. Genomic sequences of M. tuberculosis isolates displayed significant variations in C(r) and f(α) reflecting inherent differences in sequences among isolates. M. tuberculosis isolates can be categorised into different subgroups based on sensitivity to drugs, these are DS (drug sensitive isolates), MDR (multi-drug resistant isolates) and XDR (extremely drug resistant isolates). C(r) follows significantly different scaling rules in different subgroups of isolates, but all the isolates follow one parameter scaling law. The richness in complexity of each subgroup can be quantified by the measures of multifractal parameters displaying a pattern in which XDR isolates have highest value and lowest for drug sensitive isolates. Therefore C(r) and multifractal functions can be useful parameters for analysis of genomic sequences. PMID:28440326

Complex multifractal nature in Mycobacterium tuberculosis genome

NASA Astrophysics Data System (ADS)

Mandal, Saurav; Roychowdhury, Tanmoy; Chirom, Keilash; Bhattacharya, Alok; Brojen Singh, R. K.

2017-04-01

The mutifractal and long range correlation (C(r)) properties of strings, such as nucleotide sequence can be a useful parameter for identification of underlying patterns and variations. In this study C(r) and multifractal singularity function f(α) have been used to study variations in the genomes of a pathogenic bacteria Mycobacterium tuberculosis. Genomic sequences of M. tuberculosis isolates displayed significant variations in C(r) and f(α) reflecting inherent differences in sequences among isolates. M. tuberculosis isolates can be categorised into different subgroups based on sensitivity to drugs, these are DS (drug sensitive isolates), MDR (multi-drug resistant isolates) and XDR (extremely drug resistant isolates). C(r) follows significantly different scaling rules in different subgroups of isolates, but all the isolates follow one parameter scaling law. The richness in complexity of each subgroup can be quantified by the measures of multifractal parameters displaying a pattern in which XDR isolates have highest value and lowest for drug sensitive isolates. Therefore C(r) and multifractal functions can be useful parameters for analysis of genomic sequences.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schertzer, Daniel, E-mail: Daniel.Schertzer@enpc.fr; Tchiguirinskaia, Ioulia, E-mail: Ioulia.Tchiguirinskaia@enpc.fr

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge upmore » the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.« less

Multiscale multifractal time irreversibility analysis of stock markets

NASA Astrophysics Data System (ADS)

Jiang, Chenguang; Shang, Pengjian; Shi, Wenbin

2016-11-01

Time irreversibility is one of the most important properties of nonstationary time series. Complex time series often demonstrate even multiscale time irreversibility, such that not only the original but also coarse-grained time series are asymmetric over a wide range of scales. We study the multiscale time irreversibility of time series. In this paper, we develop a method called multiscale multifractal time irreversibility analysis (MMRA), which allows us to extend the description of time irreversibility to include the dependence on the segment size and statistical moments. We test the effectiveness of MMRA in detecting multifractality and time irreversibility of time series generated from delayed Henon map and binomial multifractal model. Then we employ our method to the time irreversibility analysis of stock markets in different regions. We find that the emerging market has higher multifractality degree and time irreversibility compared with developed markets. In this sense, the MMRA method may provide new angles in assessing the evolution stage of stock markets.

Coupling detrended fluctuation analysis of Asian stock markets

NASA Astrophysics Data System (ADS)

Wang, Qizhen; Zhu, Yingming; Yang, Liansheng; Mul, Remco A. H.

2017-04-01

This paper uses the coupling detrended fluctuation analysis (CDFA) method to investigate the multifractal characteristics of four Asian stock markets using three stock indices: stock price returns, trading volumes and the composite index. The results show that coupled correlations exist among the four stock markets and the coupled correlations have multifractal characteristics. We then use the chi square (χ2) test to identify the sources of multifractality. For the different stock indices, the contributions of a single series to multifractality are different. In other words, the contributions of each country to coupled correlations are different. The comparative analysis shows that the research on the combine effect of stock price returns and trading volumes may be more comprehensive than on an individual index. By comparing the strength of multifractality for original data with the residual errors of the vector autoregression (VAR) model, we find that the VAR model could not be used to describe the dynamics of the coupled correlations among four financial time series.

Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

NASA Astrophysics Data System (ADS)

Khan, Shaista; Ahmad, Shakeel

Entropy, dimensions and other multifractal characteristics of multiplicity distributions of relativistic charged hadrons produced in ion-ion collisions at SPS energies are investigated. The analysis of the experimental data is carried out in terms of phase space bin-size dependence of multiplicity distributions following the Takagi’s approach. Yet another method is also followed to study the multifractality which, is not related to the bin-width and (or) the detector resolution, rather involves multiplicity distribution of charged particles in full phase space in terms of information entropy and its generalization, Rényi’s order-q information entropy. The findings reveal the presence of multifractal structure — a remarkable property of the fluctuations. Nearly constant values of multifractal specific heat “c” estimated by the two different methods of analysis followed indicate that the parameter “c” may be used as a universal characteristic of the particle production in high energy collisions. The results obtained from the analysis of the experimental data agree well with the predictions of Monte Carlo model AMPT.

Analysis of normal human retinal vascular network architecture using multifractal geometry

PubMed Central

Ţălu, Ştefan; Stach, Sebastian; Călugăru, Dan Mihai; Lupaşcu, Carmen Alina; Nicoară, Simona Delia

2017-01-01

AIM To apply the multifractal analysis method as a quantitative approach to a comprehensive description of the microvascular network architecture of the normal human retina. METHODS Fifty volunteers were enrolled in this study in the Ophthalmological Clinic of Cluj-Napoca, Romania, between January 2012 and January 2014. A set of 100 segmented and skeletonised human retinal images, corresponding to normal states of the retina were studied. An automatic unsupervised method for retinal vessel segmentation was applied before multifractal analysis. The multifractal analysis of digital retinal images was made with computer algorithms, applying the standard box-counting method. Statistical analyses were performed using the GraphPad InStat software. RESULTS The architecture of normal human retinal microvascular network was able to be described using the multifractal geometry. The average of generalized dimensions (Dq) for q=0, 1, 2, the width of the multifractal spectrum (Δα=αmax − αmin) and the spectrum arms' heights difference (|Δf|) of the normal images were expressed as mean±standard deviation (SD): for segmented versions, D0=1.7014±0.0057; D1=1.6507±0.0058; D2=1.5772±0.0059; Δα=0.92441±0.0085; |Δf|= 0.1453±0.0051; for skeletonised versions, D0=1.6303±0.0051; D1=1.6012±0.0059; D2=1.5531±0.0058; Δα=0.65032±0.0162; |Δf|= 0.0238±0.0161. The average of generalized dimensions (Dq) for q=0, 1, 2, the width of the multifractal spectrum (Δα) and the spectrum arms' heights difference (|Δf|) of the segmented versions was slightly greater than the skeletonised versions. CONCLUSION The multifractal analysis of fundus photographs may be used as a quantitative parameter for the evaluation of the complex three-dimensional structure of the retinal microvasculature as a potential marker for early detection of topological changes associated with retinal diseases. PMID:28393036

[Recognition of landscape characteristic scale based on two-dimension wavelet analysis].

PubMed

Gao, Yan-Ni; Chen, Wei; He, Xing-Yuan; Li, Xiao-Yu

2010-06-01

Three wavelet bases, i. e., Haar, Daubechies, and Symlet, were chosen to analyze the validity of two-dimension wavelet analysis in recognizing the characteristic scales of the urban, peri-urban, and rural landscapes of Shenyang. Owing to the transform scale of two-dimension wavelet must be the integer power of 2, some characteristic scales cannot be accurately recognized. Therefore, the pixel resolution of images was resampled to 3, 3.5, 4, and 4.5 m to densify the scale in analysis. It was shown that two-dimension wavelet analysis worked effectively in checking characteristic scale. Haar, Daubechies, and Symle were the optimal wavelet bases to the peri-urban landscape, urban landscape, and rural landscape, respectively. Both Haar basis and Symlet basis played good roles in recognizing the fine characteristic scale of rural landscape and in detecting the boundary of peri-urban landscape. Daubechies basis and Symlet basis could be also used to detect the boundary of urban landscape and rural landscape, respectively.

Introduction to multifractal detrended fluctuation analysis in matlab.

PubMed

Ihlen, Espen A F

2012-01-01

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

Introduction to Multifractal Detrended Fluctuation Analysis in Matlab

PubMed Central

Ihlen, Espen A. F.

2012-01-01

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra. PMID:22675302

Multifractal analysis of Moroccan family business stock returns

NASA Astrophysics Data System (ADS)

Lahmiri, Salim

2017-11-01

In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

Three-Dimensional Surface Parameters and Multi-Fractal Spectrum of Corroded Steel

PubMed Central

Shanhua, Xu; Songbo, Ren; Youde, Wang

2015-01-01

To study multi-fractal behavior of corroded steel surface, a range of fractal surfaces of corroded surfaces of Q235 steel were constructed by using the Weierstrass-Mandelbrot method under a high total accuracy. The multi-fractal spectrum of fractal surface of corroded steel was calculated to study the multi-fractal characteristics of the W-M corroded surface. Based on the shape feature of the multi-fractal spectrum of corroded steel surface, the least squares method was applied to the quadratic fitting of the multi-fractal spectrum of corroded surface. The fitting function was quantitatively analyzed to simplify the calculation of multi-fractal characteristics of corroded surface. The results showed that the multi-fractal spectrum of corroded surface was fitted well with the method using quadratic curve fitting, and the evolution rules and trends were forecasted accurately. The findings can be applied to research on the mechanisms of corroded surface formation of steel and provide a new approach for the establishment of corrosion damage constitutive models of steel. PMID:26121468

Three-Dimensional Surface Parameters and Multi-Fractal Spectrum of Corroded Steel.

PubMed

Shanhua, Xu; Songbo, Ren; Youde, Wang

2015-01-01

To study multi-fractal behavior of corroded steel surface, a range of fractal surfaces of corroded surfaces of Q235 steel were constructed by using the Weierstrass-Mandelbrot method under a high total accuracy. The multi-fractal spectrum of fractal surface of corroded steel was calculated to study the multi-fractal characteristics of the W-M corroded surface. Based on the shape feature of the multi-fractal spectrum of corroded steel surface, the least squares method was applied to the quadratic fitting of the multi-fractal spectrum of corroded surface. The fitting function was quantitatively analyzed to simplify the calculation of multi-fractal characteristics of corroded surface. The results showed that the multi-fractal spectrum of corroded surface was fitted well with the method using quadratic curve fitting, and the evolution rules and trends were forecasted accurately. The findings can be applied to research on the mechanisms of corroded surface formation of steel and provide a new approach for the establishment of corrosion damage constitutive models of steel.

Multifractal Analysis of Human Heartbeat in Sleep

NASA Astrophysics Data System (ADS)

Ding, Liang-Jing; Peng, Hu; Cai, Shi-Min; Zhou, Pei-Ling

2007-07-01

We study the dynamical properties of heart rate variability (HRV) in sleep by analysing the scaling behaviour with the multifractal detrended fluctuation analysis method. It is well known that heart rate is regulated by the interaction of two branches of the autonomic nervous system: the parasympathetic and sympathetic nervous systems. By investigating the multifractal properties of light, deep, rapid-eye-movement (REM) sleep and wake stages, we firstly find an increasing multifractal behaviour during REM sleep which may be caused by augmented sympathetic activities relative to non-REM sleep. In addition, the investigation of long-range correlations of HRV in sleep with second order detrended fluctuation analysis presents irregular phenomena. These findings may be helpful to understand the underlying regulating mechanism of heart rate by autonomic nervous system during wake-sleep transitions.

Variations in the Parameters of Background Seismic Noise during the Preparation Stages of Strong Earthquakes in the Kamchatka Region

NASA Astrophysics Data System (ADS)

Kasimova, V. A.; Kopylova, G. N.; Lyubushin, A. A.

2018-03-01

The results of the long (2011-2016) investigation of background seismic noise (BSN) in Kamchatka by the method suggested by Doct. Sci. (Phys.-Math.) A.A. Lyubushin with the use of the data from the network of broadband seismic stations of the Geophysical Survey of the Russian Academy of Sciences are presented. For characterizing the BSN field and its variability, continuous time series of the statistical parameters of the multifractal singularity spectra and wavelet expansion calculated from the records at each station are used. These parameters include the generalized Hurst exponent α*, singularity spectrum support width Δα, wavelet spectral exponent β, minimal normalized entropy of wavelet coefficients En, and spectral measure of their coherent behavior. The peculiarities in the spatiotemporal distribution of the BSN parameters as a probable response to the earthquakes with M w = 6.8-8.3 that occurred in Kamchatka in 2013 and 2016 are considered. It is established that these seismic events were preceded by regular variations in the BSN parameters, which lasted for a few months and consisted in the reduction of the median and mean α*, Δα, and β values estimated over all the stations and in the increase of the En values. Based on the increase in the spectral measure of the coherent behavior of the four-variate time series of the median and mean values of the considered statistics, the effect of the enhancement of the synchronism in the joint (collective) behavior of these parameters during a certain period prior to the mantle earthquake in the Sea of Okhotsk (May 24, 2013, M w = 8.3) is diagnosed. The procedures for revealing the precursory effects in the variations of the BSN parameters are described and the examples of these effects are presented.

Multifractal detrended fluctuation analysis to characterize phase couplings in seahorse (Hippocampus kuda) feeding clicks.

PubMed

Haris, K; Chakraborty, Bishwajit; Menezes, A; Sreepada, R A; Fernandes, W A

2014-10-01

Nonlinear phenomena in animal vocalizations fundamentally includes known features, namely, frequency jump, subharmonics, biphonation, and deterministic chaos. In the present study, the multifractal detrended fluctuation analysis (MFDFA) has been employed to characterize the phase couplings revealed in the feeding clicks of Hippocampus kuda yellow seahorse. The fluctuation function Fq(s), generalized Hurst exponent h(q), multifractal scaling exponent τ(q), and the multifractal spectrum f(α) calculated in the procedure followed were analyzed to comprehend the underlying nonlinearities in the seahorse clicks. The analyses carried out reveal long-range power-law correlation properties in the data, substantiating the multifractal behavior. The resulting h(q) spectrum exhibits a distinct characteristic pattern in relation to the seahorse sex and size, and reveals a spectral blind spot in the data that was not possible to detect by conventional spectral analyses. The corresponding multifractal spectrum related width parameter Δh(q) is well clustered, defining the individual seahorse clicks. The highest degree of multifractality is evident in the 18 cm male seahorse, signifying greater heterogeneity. A further comparison between the seahorse body size and weight (wet) with respect to the width parameter Δh(q) and the second-order Hurst exponent h(q=2) underscores the versatility of MFDFA as a robust statistical tool to analyze bioacoustic observations.

The origins of multifractality in financial time series and the effect of extreme events

NASA Astrophysics Data System (ADS)

Green, Elena; Hanan, William; Heffernan, Daniel

2014-06-01

This paper presents the results of multifractal testing of two sets of financial data: daily data of the Dow Jones Industrial Average (DJIA) index and minutely data of the Euro Stoxx 50 index. Where multifractal scaling is found, the spectrum of scaling exponents is calculated via Multifractal Detrended Fluctuation Analysis. In both cases, further investigations reveal that the temporal correlations in the data are a more significant source of the multifractal scaling than are the distributions of the returns. It is also shown that the extreme events which make up the heavy tails of the distribution of the Euro Stoxx 50 log returns distort the scaling in the data set. The most extreme events are inimical to the scaling regime. This result is in contrast to previous findings that extreme events contribute to multifractality.

Determination of key parameters of vector multifractal vector fields

NASA Astrophysics Data System (ADS)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2017-12-01

For too long time, multifractal analyses and simulations have been restricted to scalar-valued fields (Schertzer and Tchiguirinskaia, 2017a,b). For instance, the wind velocity multifractality has been mostly analysed in terms of scalar structure functions and with the scalar energy flux. This restriction has had the unfortunate consequences that multifractals were applicable to their full extent in geophysics, whereas it has inspired them. Indeed a key question in geophysics is the complexity of the interactions between various fields or they components. Nevertheless, sophisticated methods have been developed to determine the key parameters of scalar valued fields. In this communication, we first present the vector extensions of the universal multifractal analysis techniques to multifractals whose generator belong to a Levy-Clifford algebra (Schertzer and Tchiguirinskaia, 2015). We point out further extensions noting the increased complexity. For instance, the (scalar) index of multifractality becomes a matrice. Schertzer, D. and Tchiguirinskaia, I. (2015) `Multifractal vector fields and stochastic Clifford algebra', Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p. 123127. doi: 10.1063/1.4937364. Schertzer, D. and Tchiguirinskaia, I. (2017) `An Introduction to Multifractals and Scale Symmetry Groups', in Ghanbarian, B. and Hunt, A. (eds) Fractals: Concepts and Applications in Geosciences. CRC Press, p. (in press). Schertzer, D. and Tchiguirinskaia, I. (2017b) `Pandora Box of Multifractals: Barely Open ?', in Tsonis, A. A. (ed.) 30 Years of Nonlinear Dynamics in Geophysics. Berlin: Springer, p. (in press).

Fractal analysis of the dark matter and gas distributions in the Mare-Nostrum universe

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gaite, José, E-mail: jose.gaite@upm.es

2010-03-01

We develop a method of multifractal analysis of N-body cosmological simulations that improves on the customary counts-in-cells method by taking special care of the effects of discreteness and large scale homogeneity. The analysis of the Mare-Nostrum simulation with our method provides strong evidence of self-similar multifractal distributions of dark matter and gas, with a halo mass function that is of Press-Schechter type but has a power-law exponent -2, as corresponds to a multifractal. Furthermore, our analysis shows that the dark matter and gas distributions are indistinguishable as multifractals. To determine if there is any gas biasing, we calculate the cross-correlationmore » coefficient, with negative but inconclusive results. Hence, we develop an effective Bayesian analysis connected with information theory, which clearly demonstrates that the gas is biased in a long range of scales, up to the scale of homogeneity. However, entropic measures related to the Bayesian analysis show that this gas bias is small (in a precise sense) and is such that the fractal singularities of both distributions coincide and are identical. We conclude that this common multifractal cosmic web structure is determined by the dynamics and is independent of the initial conditions.« less

Wavelet Types Comparison for Extracting Iris Feature Based on Energy Compaction

NASA Astrophysics Data System (ADS)

Rizal Isnanto, R.

2015-06-01

Human iris has a very unique pattern which is possible to be used as a biometric recognition. To identify texture in an image, texture analysis method can be used. One of method is wavelet that extract the image feature based on energy. Wavelet transforms used are Haar, Daubechies, Coiflets, Symlets, and Biorthogonal. In the research, iris recognition based on five mentioned wavelets was done and then comparison analysis was conducted for which some conclusions taken. Some steps have to be done in the research. First, the iris image is segmented from eye image then enhanced with histogram equalization. The features obtained is energy value. The next step is recognition using normalized Euclidean distance. Comparison analysis is done based on recognition rate percentage with two samples stored in database for reference images. After finding the recognition rate, some tests are conducted using Energy Compaction for all five types of wavelets above. As the result, the highest recognition rate is achieved using Haar, whereas for coefficients cutting for C(i) < 0.1, Haar wavelet has a highest percentage, therefore the retention rate or significan coefficient retained for Haaris lower than other wavelet types (db5, coif3, sym4, and bior2.4)

Statistical properties of the yuan exchange rate index

NASA Astrophysics Data System (ADS)

Wang, Dong-Hua; Yu, Xiao-Wen; Suo, Yuan-Yuan

2012-06-01

We choice the yuan exchange rate index based on a basket of currencies as the effective exchange rate of the yuan and investigate the statistical properties of the yuan exchange rate index after China's exchange rate system reform on the 21st July 2005. After dividing the time series into two parts according to the change in the yuan exchange rate regime in July 2008, we compare the statistical properties of the yuan exchange rate index during these two periods. We find that the distribution of the two return series has the exponential form. We also perform the detrending moving average analysis (DMA) and the multifractal detrending moving average analysis (MFDMA). The two periods possess different degrees of long-range correlations, and the multifractal nature is also unveiled in these two time series. Significant difference is found in the scaling exponents τ(q) and singularity spectra f(α) of the two periods obtained from the MFDMA analysis. Besides, in order to detect the sources of multifractality, shuffling and phase randomization procedures are applied to destroy the long-range temporal correlation and fat-tailed distribution of the yuan exchange rate index respectively. We find that the fat-tailedness plays a critical role in the sources of multifractality in the first period, while the long memory is the major cause in the second period. The results suggest that the change in China's exchange rate regime in July 2008 gives rise to the different multifractal properties of the yuan exchange rate index in these two periods, and thus has an effect on the effective exchange rate of the yuan after the exchange rate reform on the 21st July 2005.

Concept of Fractal Dimension use of Multifractal Cloud Liquid Models Based on Real Data as Input to Monte Carlo Radiation Models

NASA Technical Reports Server (NTRS)

Wiscombe, W.

1999-01-01

The purpose of this paper is discuss the concept of fractal dimension; multifractal statistics as an extension of this; the use of simple multifractal statistics (power spectrum, structure function) to characterize cloud liquid water data; and to understand the use of multifractal cloud liquid water models based on real data as input to Monte Carlo radiation models of shortwave radiation transfer in 3D clouds, and the consequences of this in two areas: the design of aircraft field programs to measure cloud absorptance; and the explanation of the famous "Landsat scale break" in measured radiance.

Wavelet and Multiresolution Analysis for Finite Element Networking Paradigms

NASA Technical Reports Server (NTRS)

Kurdila, Andrew J.; Sharpley, Robert C.

1999-01-01

This paper presents a final report on Wavelet and Multiresolution Analysis for Finite Element Networking Paradigms. The focus of this research is to derive and implement: 1) Wavelet based methodologies for the compression, transmission, decoding, and visualization of three dimensional finite element geometry and simulation data in a network environment; 2) methodologies for interactive algorithm monitoring and tracking in computational mechanics; and 3) Methodologies for interactive algorithm steering for the acceleration of large scale finite element simulations. Also included in this report are appendices describing the derivation of wavelet based Particle Image Velocity algorithms and reduced order input-output models for nonlinear systems by utilizing wavelet approximations.

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

PubMed Central

Fetterhoff, Dustin; Kraft, Robert A.; Sandler, Roman A.; Opris, Ioan; Sexton, Cheryl A.; Marmarelis, Vasilis Z.; Hampson, Robert E.; Deadwyler, Sam A.

2015-01-01

Fractality, represented as self-similar repeating patterns, is ubiquitous in nature and the brain. Dynamic patterns of hippocampal spike trains are known to exhibit multifractal properties during working memory processing; however, it is unclear whether the multifractal properties inherent to hippocampal spike trains reflect active cognitive processing. To examine this possibility, hippocampal neuronal ensembles were recorded from rats before, during and after a spatial working memory task following administration of tetrahydrocannabinol (THC), a memory-impairing component of cannabis. Multifractal detrended fluctuation analysis was performed on hippocampal interspike interval sequences to determine characteristics of monofractal long-range temporal correlations (LRTCs), quantified by the Hurst exponent, and the degree/magnitude of multifractal complexity, quantified by the width of the singularity spectrum. Our results demonstrate that multifractal firing patterns of hippocampal spike trains are a marker of functional memory processing, as they are more complex during the working memory task and significantly reduced following administration of memory impairing THC doses. Conversely, LRTCs are largest during resting state recordings, therefore reflecting different information compared to multifractality. In order to deepen conceptual understanding of multifractal complexity and LRTCs, these measures were compared to classical methods using hippocampal frequency content and firing variability measures. These results showed that LRTCs, multifractality, and theta rhythm represent independent processes, while delta rhythm correlated with multifractality. Taken together, these results provide a novel perspective on memory function by demonstrating that the multifractal nature of spike trains reflects hippocampal microcircuit activity that can be used to detect and quantify cognitive, physiological, and pathological states. PMID:26441562

Wavelet analysis techniques applied to removing varying spectroscopic background in calibration model for pear sugar content

NASA Astrophysics Data System (ADS)

Liu, Yande; Ying, Yibin; Lu, Huishan; Fu, Xiaping

2005-11-01

A new method is proposed to eliminate the varying background and noise simultaneously for multivariate calibration of Fourier transform near infrared (FT-NIR) spectral signals. An ideal spectrum signal prototype was constructed based on the FT-NIR spectrum of fruit sugar content measurement. The performances of wavelet based threshold de-noising approaches via different combinations of wavelet base functions were compared. Three families of wavelet base function (Daubechies, Symlets and Coiflets) were applied to estimate the performance of those wavelet bases and threshold selection rules by a series of experiments. The experimental results show that the best de-noising performance is reached via the combinations of Daubechies 4 or Symlet 4 wavelet base function. Based on the optimization parameter, wavelet regression models for sugar content of pear were also developed and result in a smaller prediction error than a traditional Partial Least Squares Regression (PLSR) mode.

Multifractal Value at Risk model

NASA Astrophysics Data System (ADS)

Lee, Hojin; Song, Jae Wook; Chang, Woojin

2016-06-01

In this paper new Value at Risk (VaR) model is proposed and investigated. We consider the multifractal property of financial time series and develop a multifractal Value at Risk (MFVaR). MFVaR introduced in this paper is analytically tractable and not based on simulation. Empirical study showed that MFVaR can provide the more stable and accurate forecasting performance in volatile financial markets where large loss can be incurred. This implies that our multifractal VaR works well for the risk measurement of extreme credit events.

Time-frequency analysis of phonocardiogram signals using wavelet transform: a comparative study.

PubMed

Ergen, Burhan; Tatar, Yetkin; Gulcur, Halil Ozcan

2012-01-01

Analysis of phonocardiogram (PCG) signals provides a non-invasive means to determine the abnormalities caused by cardiovascular system pathology. In general, time-frequency representation (TFR) methods are used to study the PCG signal because it is one of the non-stationary bio-signals. The continuous wavelet transform (CWT) is especially suitable for the analysis of non-stationary signals and to obtain the TFR, due to its high resolution, both in time and in frequency and has recently become a favourite tool. It decomposes a signal in terms of elementary contributions called wavelets, which are shifted and dilated copies of a fixed mother wavelet function, and yields a joint TFR. Although the basic characteristics of the wavelets are similar, each type of the wavelets produces a different TFR. In this study, eight real types of the most known wavelets are examined on typical PCG signals indicating heart abnormalities in order to determine the best wavelet to obtain a reliable TFR. For this purpose, the wavelet energy and frequency spectrum estimations based on the CWT and the spectra of the chosen wavelets were compared with the energy distribution and the autoregressive frequency spectra in order to determine the most suitable wavelet. The results show that Morlet wavelet is the most reliable wavelet for the time-frequency analysis of PCG signals.

Research on the fault diagnosis of bearing based on wavelet and demodulation

NASA Astrophysics Data System (ADS)

Li, Jiapeng; Yuan, Yu

2017-05-01

As a most commonly-used machine part, antifriction bearing is extensively used in mechanical equipment. Vibration signal analysis is one of the methods to monitor and diagnose the running status of antifriction bearings. Therefore, using wavelet analysis for demising is of great importance in the engineering practice. This paper firstly presented the basic theory of wavelet analysis to study the transformation, decomposition and reconstruction of wavelet. In addition, edition software LabVIEW was adopted to conduct wavelet and demodulation upon the vibration signal of antifriction bearing collected. With the combination of Hilbert envelop demodulation analysis, the fault character frequencies of the demised signal were extracted to conduct fault diagnosis analysis, which serves as a reference for the wavelet and demodulation of the vibration signal in engineering practice.

Segmentation-based wavelet transform for still-image compression

NASA Astrophysics Data System (ADS)

Mozelle, Gerard; Seghier, Abdellatif; Preteux, Francoise J.

1996-10-01

In order to address simultaneously the two functionalities, content-based scalability required by MPEG-4, we introduce a segmentation-based wavelet transform (SBWT). SBWT takes into account both the mathematical properties of multiresolution analysis and the flexibility of region-based approaches for image compression. The associated methodology has two stages: 1) image segmentation into convex and polygonal regions; 2) 2D-wavelet transform of the signal corresponding to each region. In this paper, we have mathematically studied a method for constructing a multiresolution analysis (VjOmega)j (epsilon) N adapted to a polygonal region which provides an adaptive region-based filtering. The explicit construction of scaling functions, pre-wavelets and orthonormal wavelets bases defined on a polygon is carried out by using scaling functions is established by using the theory of Toeplitz operators. The corresponding expression can be interpreted as a location property which allow defining interior and boundary scaling functions. Concerning orthonormal wavelets and pre-wavelets, a similar expansion is obtained by taking advantage of the properties of the orthogonal projector P(V(j(Omega )) perpendicular from the space Vj(Omega ) + 1 onto the space (Vj(Omega )) perpendicular. Finally the mathematical results provide a simple and fast algorithm adapted to polygonal regions.

Comparison of Two Multifractal Analysis Methods: Generalized Structure Function and Multifractal Spectrum

NASA Astrophysics Data System (ADS)

Morato, M. Carmen; Castellanos, M. Teresa; Bird, Nigel; Tarquis, Ana M.

2016-04-01

Soil variability has often been a constant expected factor to take in account in soil studies. This variability could be considered to be composed of "functional" variations plus random fluctuations or noise. Multifractal formalism, first proposed by Mandelbrot (1982), is suitable for variables with self-similar distribution on a spatial domain. Multifractal analysis can provide insight into spatial variability of crop or soil parameters. In soil science, it has been quite popular to characterize the scaling property of a variable measured along a transect as a mass distribution of a statistical measure on a length domain of the studied transect. To do this, it divides it into a number of self similar segments and estimate the partition function and mass function. Based on this, the multifractal spectra (MFS) is calculated. However, another technique can be applied focus its attention in the variations of a measure analyzing the moments of the absolute differences at different scales, the Generalized Structure Function (GSF), and extracting the Generalized Hurst exponents. The aim of this study is to compare both techniques in a transect data. A common 1024 m transect across arable fields at Silsoe in Bedfordshire, east-central England were analyzed with these two multifractal methods. Properties studied were total porosity (Porosity), gravimetric water content (GWC) and nitrogen oxide flux (NO2 flux). The results showed in both methods that NO2 flux presents a clear multifractal character and a weak one in the GWC and Porosity cases. Several parameters were calculated from both methods and are discussed. On the other hand, using the partition function all the scale ranges were used, meanwhile in the GSF a shorter range of scales showed linear behavior in the bilog plots used to estimate the parameters. GWC exhibits a linear pattern from increments of 4 till 256 meters, Porosity showed this behavior from 4 till 64 meters. In case of NO2 flux only from 32 to 256 meters showed it. However, the relation between the mass exponent function and the GSF, found in the literature, was positively verified in the three variables.

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

NASA Astrophysics Data System (ADS)

Roy, A.; Das, N.; Ghosh, N.

2017-12-01

Multifractal Detrended Fluctuation Analysis (MFDFA) has been employed for evaluating complex variations in the refractive index (RI) of human pre-cancerous tissues. While this was primarily aimed towards the early diagnosis of cancer in the human cervix, question remains whether multifractal analysis alone can be conclusively used for distinguishing between various grades of pre-cancerous tissues. Lacunarity is a parameter that was developed for multiscale analysis of data and has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Further, research has proven that not only can Lacunarity be used as a preliminary indicator of multifractal behavior but it also distinguishes between images with similar correlation dimension values. In order to compare the efficacy of the two approaches namely, MFDFA and Lacunarity, in distinguishing between pre-cancerous tissues of various grades, we test these techniques on a set of 2-dimensional theoretical random multifractal fields. MFDFA is employed for computing the width of the singularity spectrum f(α), which is a measure of multifractal behavior. A weighted mean of the log-transformed lacunarity values at different scales is employed for differentiating between patterns with the same correlation dimension but differences in texture. The two different techniques are then applied to images containing RI values of biopsy samples from human cervical tissues that were histo-pathologically characterized as grade-I and grade-II pre-cancerous cells. The results show that the two approaches are complementary to one another when it comes to multi-scale analysis of complex natural patterns manifested in the images of such pre-cancerous cells.

Cell edge detection in JPEG2000 wavelet domain - analysis on sigmoid function edge model.

PubMed

Punys, Vytenis; Maknickas, Ramunas

2011-01-01

Big virtual microscopy images (80K x 60K pixels and larger) are usually stored using the JPEG2000 image compression scheme. Diagnostic quantification, based on image analysis, might be faster if performed on compressed data (approx. 20 times less the original amount), representing the coefficients of the wavelet transform. The analysis of possible edge detection without reverse wavelet transform is presented in the paper. Two edge detection methods, suitable for JPEG2000 bi-orthogonal wavelets, are proposed. The methods are adjusted according calculated parameters of sigmoid edge model. The results of model analysis indicate more suitable method for given bi-orthogonal wavelet.

An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

NASA Astrophysics Data System (ADS)

Rizvi, Syed Aun R.; Dewandaru, Ginanjar; Bacha, Obiyathulla I.; Masih, Mansur

An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development.

Adjusting Wavelet-based Multiresolution Analysis Boundary Conditions for Robust Long-term Streamflow Forecasting Model

NASA Astrophysics Data System (ADS)

Maslova, I.; Ticlavilca, A. M.; McKee, M.

2012-12-01

There has been an increased interest in wavelet-based streamflow forecasting models in recent years. Often overlooked in this approach are the circularity assumptions of the wavelet transform. We propose a novel technique for minimizing the wavelet decomposition boundary condition effect to produce long-term, up to 12 months ahead, forecasts of streamflow. A simulation study is performed to evaluate the effects of different wavelet boundary rules using synthetic and real streamflow data. A hybrid wavelet-multivariate relevance vector machine model is developed for forecasting the streamflow in real-time for Yellowstone River, Uinta Basin, Utah, USA. The inputs of the model utilize only the past monthly streamflow records. They are decomposed into components formulated in terms of wavelet multiresolution analysis. It is shown that the model model accuracy can be increased by using the wavelet boundary rule introduced in this study. This long-term streamflow modeling and forecasting methodology would enable better decision-making and managing water availability risk.

Multifractal Behaviors in Foreign Exchange Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Soo Yong; Lim, Gyuchang; Scalas, Enrico; Lee, Dong-In

2008-03-01

The market information and its intensity for the context of two-phase phenomenon is introduced in financial exchange markets. To find the underlying process of the formation of market information, we investigate the multifractal properties of the market information in terms of the multifractal and the detrended fluctuation analysis and also examine the higher order correlations between successive pieces of market information. Although the multifractal properties of the market information process is clearly confirmed, the simple binomial multiplicative process is not appropriate to catch its dynamics. It means that the market information process can be essentially different from the fully developed turbulence.

Wavelet-based polarimetry analysis

NASA Astrophysics Data System (ADS)

Ezekiel, Soundararajan; Harrity, Kyle; Farag, Waleed; Alford, Mark; Ferris, David; Blasch, Erik

2014-06-01

Wavelet transformation has become a cutting edge and promising approach in the field of image and signal processing. A wavelet is a waveform of effectively limited duration that has an average value of zero. Wavelet analysis is done by breaking up the signal into shifted and scaled versions of the original signal. The key advantage of a wavelet is that it is capable of revealing smaller changes, trends, and breakdown points that are not revealed by other techniques such as Fourier analysis. The phenomenon of polarization has been studied for quite some time and is a very useful tool for target detection and tracking. Long Wave Infrared (LWIR) polarization is beneficial for detecting camouflaged objects and is a useful approach when identifying and distinguishing manmade objects from natural clutter. In addition, the Stokes Polarization Parameters, which are calculated from 0°, 45°, 90°, 135° right circular, and left circular intensity measurements, provide spatial orientations of target features and suppress natural features. In this paper, we propose a wavelet-based polarimetry analysis (WPA) method to analyze Long Wave Infrared Polarimetry Imagery to discriminate targets such as dismounts and vehicles from background clutter. These parameters can be used for image thresholding and segmentation. Experimental results show the wavelet-based polarimetry analysis is efficient and can be used in a wide range of applications such as change detection, shape extraction, target recognition, and feature-aided tracking.

Spatial analysis of cities using Renyi entropy and fractal parameters

NASA Astrophysics Data System (ADS)

Chen, Yanguang; Feng, Jian

2017-12-01

The spatial distributions of cities fall into two groups: one is the simple distribution with characteristic scale (e.g. exponential distribution), and the other is the complex distribution without characteristic scale (e.g. power-law distribution). The latter belongs to scale-free distributions, which can be modeled with fractal geometry. However, fractal dimension is not suitable for the former distribution. In contrast, spatial entropy can be used to measure any types of urban distributions. This paper is devoted to generalizing multifractal parameters by means of dual relation between Euclidean and fractal geometries. The main method is mathematical derivation and empirical analysis, and the theoretical foundation is the discovery that the normalized fractal dimension is equal to the normalized entropy. Based on this finding, a set of useful spatial indexes termed dummy multifractal parameters are defined for geographical analysis. These indexes can be employed to describe both the simple distributions and complex distributions. The dummy multifractal indexes are applied to the population density distribution of Hangzhou city, China. The calculation results reveal the feature of spatio-temporal evolution of Hangzhou's urban morphology. This study indicates that fractal dimension and spatial entropy can be combined to produce a new methodology for spatial analysis of city development.

Cross-correlations between RMB exchange rate and international commodity markets

NASA Astrophysics Data System (ADS)

Lu, Xinsheng; Li, Jianfeng; Zhou, Ying; Qian, Yubo

2017-11-01

This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's RMB exchange rate market and four international commodity markets, using a comprehensive set of data covering the period from 22 July 2005 to 15 March 2016. Our empirical results from MF-DFA indicate that the RMB exchange rate is the most inefficient among the 4 selected markets. The results from quantitative analysis have testified the existence of cross-correlations and the result from MF-DCCA have further confirmed a strong multifractal behavior between RMB exchange rate and international commodity markets. We also demonstrate that the recent financial crisis has significant impact on the cross-correlated behavior. Through the rolling window analysis, we find that the RMB exchange rates and international commodity prices are anti-persistent cross-correlated. The main sources of multifractality in the cross-correlations are long-range correlations between RMB exchange rate and the aggregate commodity, energy and metals index.

Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

NASA Astrophysics Data System (ADS)

Nakashima, Yoshito; Komatsubara, Junko

Unconsolidated soft sediments deform and mix complexly by seismically induced fluidization. Such geological soft-sediment deformation structures (SSDSs) recorded in boring cores were imaged by X-ray computed tomography (CT), which enables visualization of the inhomogeneous spatial distribution of iron-bearing mineral grains as strong X-ray absorbers in the deformed strata. Multifractal analysis was applied to the two-dimensional (2D) CT images with various degrees of deformation and mixing. The results show that the distribution of the iron-bearing mineral grains is multifractal for less deformed/mixed strata and almost monofractal for fully mixed (i.e. almost homogenized) strata. Computer simulations of deformation of real and synthetic digital images were performed using the egg-beater flow model. The simulations successfully reproduced the transformation from the multifractal spectra into almost monofractal spectra (i.e. almost convergence on a single point) with an increase in deformation/mixing intensity. The present study demonstrates that multifractal analysis coupled with X-ray CT and the mixing flow model is useful to quantify the complexity of seismically induced SSDSs, standing as a novel method for the evaluation of cores for seismic risk assessment.

Multifractal Fluctuations of Jiuzhaigou Tourists Before and after Wenchuan Earthquake

NASA Astrophysics Data System (ADS)

Shi, Kai; Li, Wen-Yong; Liu, Chun-Qiong; Huang, Zheng-Wen

2013-03-01

In this work, multifractal methods have been successfully used to characterize the temporal fluctuations of daily Jiuzhai Valley domestic and foreign tourists before and after Wenchuan earthquake in China. We used multifractal detrending moving average method (MF-DMA). It showed that Jiuzhai Valley tourism markets are characterized by long-term memory and multifractal nature in. Moreover, the major sources of multifractality are studied. Based on the concept of sliding window, the time evolutions of the multifractal behavior of domestic and foreign tourists were analyzed and the influence of Wenchuan earthquake on Jiuzhai Valley tourism system dynamics were evaluated quantitatively. The study indicates that the inherent dynamical mechanism of Jiuzhai Valley tourism system has not been fundamentally changed from long views, although Jiuzhai Valley tourism system was seriously affected by the Wenchuan earthquake. Jiuzhai Valley tourism system has the ability to restore to its previous state in the short term.

Wavelet-based fMRI analysis: 3-D denoising, signal separation, and validation metrics

PubMed Central

Khullar, Siddharth; Michael, Andrew; Correa, Nicolle; Adali, Tulay; Baum, Stefi A.; Calhoun, Vince D.

2010-01-01

We present a novel integrated wavelet-domain based framework (w-ICA) for 3-D de-noising functional magnetic resonance imaging (fMRI) data followed by source separation analysis using independent component analysis (ICA) in the wavelet domain. We propose the idea of a 3-D wavelet-based multi-directional de-noising scheme where each volume in a 4-D fMRI data set is sub-sampled using the axial, sagittal and coronal geometries to obtain three different slice-by-slice representations of the same data. The filtered intensity value of an arbitrary voxel is computed as an expected value of the de-noised wavelet coefficients corresponding to the three viewing geometries for each sub-band. This results in a robust set of de-noised wavelet coefficients for each voxel. Given the decorrelated nature of these de-noised wavelet coefficients; it is possible to obtain more accurate source estimates using ICA in the wavelet domain. The contributions of this work can be realized as two modules. First, the analysis module where we combine a new 3-D wavelet denoising approach with better signal separation properties of ICA in the wavelet domain, to yield an activation component that corresponds closely to the true underlying signal and is maximally independent with respect to other components. Second, we propose and describe two novel shape metrics for post-ICA comparisons between activation regions obtained through different frameworks. We verified our method using simulated as well as real fMRI data and compared our results against the conventional scheme (Gaussian smoothing + spatial ICA: s-ICA). The results show significant improvements based on two important features: (1) preservation of shape of the activation region (shape metrics) and (2) receiver operating characteristic (ROC) curves. It was observed that the proposed framework was able to preserve the actual activation shape in a consistent manner even for very high noise levels in addition to significant reduction in false positives voxels. PMID:21034833

Wavelets and molecular structure

NASA Astrophysics Data System (ADS)

Carson, Mike

1996-08-01

The wavelet method offers possibilities for display, editing, and topological comparison of proteins at a user-specified level of detail. Wavelets are a mathematical tool that first found application in signal processing. The multiresolution analysis of a signal via wavelets provides a hierarchical series of `best' lower-resolution approximations. B-spline ribbons model the protein fold, with one control point per residue. Wavelet analysis sets limits on the information required to define the winding of the backbone through space, suggesting a recognizable fold is generated from a number of points equal to 1/4 or less the number of residues. Wavelets applied to surfaces and volumes show promise in structure-based drug design.

Target Detection and Classification Using Seismic and PIR Sensors

DTIC Science & Technology

2012-06-01

time series analysis via wavelet - based partitioning,” Signal Process...regard, this paper presents a wavelet - based method for target detection and classification. The proposed method has been validated on data sets of...The work reported in this paper makes use of a wavelet - based feature extraction method , called Symbolic Dynamic Filtering (SDF) [12]–[14]. The

Multifractality Signatures in Quasars Time Series. I. 3C 273

NASA Astrophysics Data System (ADS)

Belete, A. Bewketu; Bravo, J. P.; Canto Martins, B. L.; Leão, I. C.; De Araujo, J. M.; De Medeiros, J. R.

2018-05-01

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature allows for a characterization of the dynamics and of the intermittency of the fluctuations in non-linear and complex systems. In this study, we search for a possible multifractal structure (multifractality signature) of the flux variability in the quasar 3C 273 time series for all electromagnetic wavebands at different observation points, and the origins for the observed multifractality. This study is intended to highlight how the scaling behaves across the different bands of the selected candidate which can be used as an additional new technique to group quasars based on the fractal signature observed in their time series and determine whether quasars are non-linear physical systems or not. The Multifractal Detrended Moving Average algorithm (MFDMA) has been used to study the scaling in non-linear, complex and dynamic systems. To achieve this goal, we applied the backward (θ = 0) MFDMA method for one-dimensional signals. We observe weak multifractal (close to monofractal) behaviour in some of the time series of our candidate except in the mm, UV and X-ray bands. The non-linear temporal correlation is the main source of the observed multifractality in the time series whereas the heaviness of the distribution contributes less.

Dynamics of bid-ask spread return and volatility of the Chinese stock market

NASA Astrophysics Data System (ADS)

Qiu, Tian; Chen, Guang; Zhong, Li-Xin; Wu, Xiao-Run

2012-04-01

The bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is the lack of long-range memory, while the spread volatility is long-range time correlated. Besides, the spread volatilities of different stocks present long-range cross-correlations. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Different from the spread return, the spread volatility exhibits a weak multifractal nature.

Detecting Multifractal Properties in Asset Returns:

NASA Astrophysics Data System (ADS)

Lux, Thomas

It has become popular recently to apply the multifractal formalism of statistical physics (scaling analysis of structure functions and f(α) singularity spectrum analysis) to financial data. The outcome of such studies is a nonlinear shape of the structure function and a nontrivial behavior of the spectrum. Eventually, this literature has moved from basic data analysis to estimation of particular variants of multifractal models for asset returns via fitting of the empirical τ(q) and f(α) functions. Here, we reinvestigate earlier claims of multifractality using four long time series of important financial markets. Taking the recently proposed multifractal models of asset returns as our starting point, we show that the typical "scaling estimators" used in the physics literature are unable to distinguish between spurious and "true" multiscaling of financial data. Designing explicit tests for multiscaling, we can in no case reject the null hypothesis that the apparent curvature of both the scaling function and the Hölder spectrum are spuriously generated by the particular fat-tailed distribution of financial data. Given the well-known overwhelming evidence in favor of different degrees of long-term dependence in the powers of returns, we interpret this inability to reject the null hypothesis of multiscaling as a lack of discriminatory power of the standard approach rather than as a true rejection of multiscaling. However, the complete "failure" of the multifractal apparatus in this setting also raises the question whether results in other areas (like geophysics) suffer from similar shortcomings of the traditional methodology.

A wavelet analysis of co-movements in Asian gold markets

NASA Astrophysics Data System (ADS)

Das, Debojyoti; Kannadhasan, M.; Al-Yahyaee, Khamis Hamed; Yoon, Seong-Min

2018-02-01

This study assesses the cross-country co-movements of gold spot returns among the major gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over 26 years. Wavelet-based analysis is used since it allows measuring co-movements in a time-frequency space. The results suggest intense and positive co-movements in Asia after the Asian financial crisis of 1997 at all frequencies. In addition, the Asian gold spot markets depict a state of impending perfect market integration. Finally, Thailand emerges as the potential market leader in all wavelet scales except one, which is led by India. The study has important implications for international diversification of a single-asset (gold) portfolio.

Wavelet based de-noising of breath air absorption spectra profiles for improved classification by principal component analysis

NASA Astrophysics Data System (ADS)

Kistenev, Yu. V.; Shapovalov, A. V.; Borisov, A. V.; Vrazhnov, D. A.; Nikolaev, V. V.; Nikiforova, O. Yu.

2015-11-01

The comparison results of different mother wavelets used for de-noising of model and experimental data which were presented by profiles of absorption spectra of exhaled air are presented. The impact of wavelets de-noising on classification quality made by principal component analysis are also discussed.

Estimation of Handgrip Force from SEMG Based on Wavelet Scale Selection.

PubMed

Wang, Kai; Zhang, Xianmin; Ota, Jun; Huang, Yanjiang

2018-02-24

This paper proposes a nonlinear correlation-based wavelet scale selection technology to select the effective wavelet scales for the estimation of handgrip force from surface electromyograms (SEMG). The SEMG signal corresponding to gripping force was collected from extensor and flexor forearm muscles during the force-varying analysis task. We performed a computational sensitivity analysis on the initial nonlinear SEMG-handgrip force model. To explore the nonlinear correlation between ten wavelet scales and handgrip force, a large-scale iteration based on the Monte Carlo simulation was conducted. To choose a suitable combination of scales, we proposed a rule to combine wavelet scales based on the sensitivity of each scale and selected the appropriate combination of wavelet scales based on sequence combination analysis (SCA). The results of SCA indicated that the scale combination VI is suitable for estimating force from the extensors and the combination V is suitable for the flexors. The proposed method was compared to two former methods through prolonged static and force-varying contraction tasks. The experiment results showed that the root mean square errors derived by the proposed method for both static and force-varying contraction tasks were less than 20%. The accuracy and robustness of the handgrip force derived by the proposed method is better than that obtained by the former methods.

An innovative approach for characteristic analysis and state-of-health diagnosis for a Li-ion cell based on the discrete wavelet transform

NASA Astrophysics Data System (ADS)

Kim, Jonghoon; Cho, B. H.

2014-08-01

This paper introduces an innovative approach to analyze electrochemical characteristics and state-of-health (SOH) diagnosis of a Li-ion cell based on the discrete wavelet transform (DWT). In this approach, the DWT has been applied as a powerful tool in the analysis of the discharging/charging voltage signal (DCVS) with non-stationary and transient phenomena for a Li-ion cell. Specifically, DWT-based multi-resolution analysis (MRA) is used for extracting information on the electrochemical characteristics in both time and frequency domain simultaneously. Through using the MRA with implementation of the wavelet decomposition, the information on the electrochemical characteristics of a Li-ion cell can be extracted from the DCVS over a wide frequency range. Wavelet decomposition based on the selection of the order 3 Daubechies wavelet (dB3) and scale 5 as the best wavelet function and the optimal decomposition scale is implemented. In particular, this present approach develops these investigations one step further by showing low and high frequency components (approximation component An and detail component Dn, respectively) extracted from variable Li-ion cells with different electrochemical characteristics caused by aging effect. Experimental results show the clearness of the DWT-based approach for the reliable diagnosis of the SOH for a Li-ion cell.

Multi- and monofractal indices of short-term heart rate variability.

PubMed

Fischer, R; Akay, M; Castiglioni, P; Di Rienzo, M

2003-09-01

Indices of heart rate variability (HRV) based on fractal signal models have recently been shown to possess value as predictors of mortality in specific patient populations. To develop more powerful clinical indices of HRV based on a fractal signal model, the study investigated two HRV indices based on a monofractal signal model called fractional Brownian motion and an index based on a multifractal signal model called multifractional Brownian motion. The performance of the indices was compared with an HRV index in common clinical use. To compare the indices, 18 normal subjects were subjected to postural changes, and the indices were compared on their ability to respond to the resulting autonomic events in HRV recordings. The magnitude of the response to postural change (normalised by the measurement variability) was assessed by analysis of variance and multiple comparison testing. Four HRV indices were investigated for this study: the standard deviation of all normal R-R intervals; an HRV index commonly used in the clinic; detrended fluctuation analysis, an HRV index found to be the most powerful predictor of mortality in a study of patients with depressed left ventricular function; an HRV index developed using the maximum likelihood estimation (MLE) technique for a monofractal signal model; and an HRV index developed for the analysis of multifractional Brownian motion signals. The HRV index based on the MLE technique was found to respond most strongly to the induced postural changes (95% CI). The magnitude of its response (normalised by the measurement variability) was at least 25% greater than any of the other indices tested.

Development of multiscale complexity and multifractality of fetal heart rate variability.

PubMed

Gierałtowski, Jan; Hoyer, Dirk; Tetschke, Florian; Nowack, Samuel; Schneider, Uwe; Zebrowski, Jan

2013-11-01

During fetal development a complex system grows and coordination over multiple time scales is formed towards an integrated behavior of the organism. Since essential cardiovascular and associated coordination is mediated by the autonomic nervous system (ANS) and the ANS activity is reflected in recordable heart rate patterns, multiscale heart rate analysis is a tool predestined for the diagnosis of prenatal maturation. The analyses over multiple time scales requires sufficiently long data sets while the recordings of fetal heart rate as well as the behavioral states studied are themselves short. Care must be taken that the analysis methods used are appropriate for short data lengths. We investigated multiscale entropy and multifractal scaling exponents from 30 minute recordings of 27 normal fetuses, aged between 23 and 38 weeks of gestational age (WGA) during the quiet state. In multiscale entropy, we found complexity lower than that of non-correlated white noise over all 20 coarse graining time scales investigated. Significant maturation age related complexity increase was strongest expressed at scale 2, both using sample entropy and generalized mutual information as complexity estimates. Multiscale multifractal analysis (MMA) in which the Hurst surface h(q,s) is calculated, where q is the multifractal parameter and s is the scale, was applied to the fetal heart rate data. MMA is a method derived from detrended fluctuation analysis (DFA). We modified the base algorithm of MMA to be applicable for short time series analysis using overlapping data windows and a reduction of the scale range. We looked for such q and s for which the Hurst exponent h(q,s) is most correlated with gestational age. We used this value of the Hurst exponent to predict the gestational age based only on fetal heart rate variability properties. Comparison with the true age of the fetus gave satisfying results (error 2.17±3.29 weeks; p<0.001; R(2)=0.52). In addition, we found that the normally used DFA scale range is non-optimal for fetal age evaluation. We conclude that 30 min recordings are appropriate and sufficient for assessing fetal age by multiscale entropy and multiscale multifractal analysis. The predominant prognostic role of scale 2 heart beats for MSE and scale 39 heart beats (at q=-0.7) for MMA cannot be explored neither by single scale complexity measures nor by standard detrended fluctuation analysis. Copyright © 2013 Elsevier B.V. All rights reserved.

Dynamic relationship between Japanese Yen exchange rates and market anxiety: A new perspective based on MF-DCCA

NASA Astrophysics Data System (ADS)

Lu, Xinsheng; Sun, Xinxin; Ge, Jintian

2017-05-01

This paper investigates the dynamic relationship between Japanese Yen exchange rates and market anxiety during the period from January 5, 1998 to April 18, 2016. A quantitative technique of multifractal detrended cross-correlation analysis (MF-DCCA) is used to explore the multifractal features of the cross-correlations between USD/JPY, AUD/JPY exchange rates and the market anxiety gauge VIX. The investigation shows that the causal relationship between Japanese Yen exchange rates and VIX are bidirectional in general, and the cross-correlations between the two sets of time series are multifractal. Strong evidence suggests that the cross-correlation exponents tend to exhibit different volatility patterns in response to diverse external shocks such as financial distress and widening in interest rate spread, suggesting that the cross-correlated behavior between Japanese Yen exchange rates and VIX are susceptible to economic uncertainties and risks. In addition, the performances of two market anxiety gauges, the VIX and the TED spread, are compared and the sources of multifractality are also traced. Thus, this paper contributes to the literature by shedding light on the unique driving forces of the Yen exchange rate fluctuations in the international foreign exchange market.

Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhang, Minjia

2015-10-01

This paper focuses on the comparative analysis of extreme values in the Chinese and American stock markets based on the detrended fluctuation analysis (DFA) algorithm using the daily data of Shanghai composite index and Dow Jones Industrial Average. The empirical results indicate that the multifractal detrended fluctuation analysis (MF-DFA) method is more objective than the traditional percentile method. The range of extreme value of Dow Jones Industrial Average is smaller than that of Shanghai composite index, and the extreme value of Dow Jones Industrial Average is more time clustering. The extreme value of the Chinese or American stock markets is concentrated in 2008, which is consistent with the financial crisis in 2008. Moreover, we investigate whether extreme events affect the cross-correlation between the Chinese and American stock markets using multifractal detrended cross-correlation analysis algorithm. The results show that extreme events have nothing to do with the cross-correlation between the Chinese and American stock markets.

Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches

NASA Astrophysics Data System (ADS)

Mensi, Walid; Hamdi, Atef; Shahzad, Syed Jawad Hussain; Shafiullah, Muhammad; Al-Yahyaee, Khamis Hamed

2018-07-01

This paper analyzes the dynamic efficiency and interdependence of Islamic and conventional banks of Saudi Arabia. This analysis applies the Multifractal Detrended Fluctuation Analysis (MF-DFA) and Multifractal Detrended Cross-Correlation Analysis (MF-DXA) approaches. The MF-DFA results show strong multifractality in the daily returns of Saudi banks. Moreover, all eight banks studied exhibit persistence correlation, which demonstrates inefficiency. The rolling window results show significant change in the inefficiency levels over the time. The cross-correlation analysis between bank-pairs exhibits long term interdependence between most of them. These findings indicate that the banking sector in Saudi Arabia suffers from inefficiency and exhibits long term memory.

Multiscale multifractal detrended cross-correlation analysis of financial time series

NASA Astrophysics Data System (ADS)

Shi, Wenbin; Shang, Pengjian; Wang, Jing; Lin, Aijing

2014-06-01

In this paper, we introduce a method called multiscale multifractal detrended cross-correlation analysis (MM-DCCA). The method allows us to extend the description of the cross-correlation properties between two time series. MM-DCCA may provide new ways of measuring the nonlinearity of two signals, and it helps to present much richer information than multifractal detrended cross-correlation analysis (MF-DCCA) by sweeping all the range of scale at which the multifractal structures of complex system are discussed. Moreover, to illustrate the advantages of this approach we make use of the MM-DCCA to analyze the cross-correlation properties between financial time series. We show that this new method can be adapted to investigate stock markets under investigation. It can provide a more faithful and more interpretable description of the dynamic mechanism between financial time series than traditional MF-DCCA. We also propose to reduce the scale ranges to analyze short time series, and some inherent properties which remain hidden when a wide range is used may exhibit perfectly in this way.

3-D surface profilometry based on modulation measurement by applying wavelet transform method

NASA Astrophysics Data System (ADS)

Zhong, Min; Chen, Feng; Xiao, Chao; Wei, Yongchao

2017-01-01

A new analysis of 3-D surface profilometry based on modulation measurement technique by the application of Wavelet Transform method is proposed. As a tool excelling for its multi-resolution and localization in the time and frequency domains, Wavelet Transform method with good localized time-frequency analysis ability and effective de-noizing capacity can extract the modulation distribution more accurately than Fourier Transform method. Especially for the analysis of complex object, more details of the measured object can be well remained. In this paper, the theoretical derivation of Wavelet Transform method that obtains the modulation values from a captured fringe pattern is given. Both computer simulation and elementary experiment are used to show the validity of the proposed method by making a comparison with the results of Fourier Transform method. The results show that the Wavelet Transform method has a better performance than the Fourier Transform method in modulation values retrieval.

Research on artificial neural network intrusion detection photochemistry based on the improved wavelet analysis and transformation

NASA Astrophysics Data System (ADS)

Li, Hong; Ding, Xue

2017-03-01

This paper combines wavelet analysis and wavelet transform theory with artificial neural network, through the pretreatment on point feature attributes before in intrusion detection, to make them suitable for improvement of wavelet neural network. The whole intrusion classification model gets the better adaptability, self-learning ability, greatly enhances the wavelet neural network for solving the problem of field detection invasion, reduces storage space, contributes to improve the performance of the constructed neural network, and reduces the training time. Finally the results of the KDDCup99 data set simulation experiment shows that, this method reduces the complexity of constructing wavelet neural network, but also ensures the accuracy of the intrusion classification.

A wavelet-based statistical analysis of FMRI data: I. motivation and data distribution modeling.

PubMed

Dinov, Ivo D; Boscardin, John W; Mega, Michael S; Sowell, Elizabeth L; Toga, Arthur W

2005-01-01

We propose a new method for statistical analysis of functional magnetic resonance imaging (fMRI) data. The discrete wavelet transformation is employed as a tool for efficient and robust signal representation. We use structural magnetic resonance imaging (MRI) and fMRI to empirically estimate the distribution of the wavelet coefficients of the data both across individuals and spatial locations. An anatomical subvolume probabilistic atlas is used to tessellate the structural and functional signals into smaller regions each of which is processed separately. A frequency-adaptive wavelet shrinkage scheme is employed to obtain essentially optimal estimations of the signals in the wavelet space. The empirical distributions of the signals on all the regions are computed in a compressed wavelet space. These are modeled by heavy-tail distributions because their histograms exhibit slower tail decay than the Gaussian. We discovered that the Cauchy, Bessel K Forms, and Pareto distributions provide the most accurate asymptotic models for the distribution of the wavelet coefficients of the data. Finally, we propose a new model for statistical analysis of functional MRI data using this atlas-based wavelet space representation. In the second part of our investigation, we will apply this technique to analyze a large fMRI dataset involving repeated presentation of sensory-motor response stimuli in young, elderly, and demented subjects.

Multifractal detrending moving-average cross-correlation analysis

NASA Astrophysics Data System (ADS)

Jiang, Zhi-Qiang; Zhou, Wei-Xing

2011-07-01

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross correlations. The multifractal detrended cross-correlation analysis (MFDCCA) approaches can be used to quantify such cross correlations, such as the MFDCCA based on the detrended fluctuation analysis (MFXDFA) method. We develop in this work a class of MFDCCA algorithms based on the detrending moving-average analysis, called MFXDMA. The performances of the proposed MFXDMA algorithms are compared with the MFXDFA method by extensive numerical experiments on pairs of time series generated from bivariate fractional Brownian motions, two-component autoregressive fractionally integrated moving-average processes, and binomial measures, which have theoretical expressions of the multifractal nature. In all cases, the scaling exponents hxy extracted from the MFXDMA and MFXDFA algorithms are very close to the theoretical values. For bivariate fractional Brownian motions, the scaling exponent of the cross correlation is independent of the cross-correlation coefficient between two time series, and the MFXDFA and centered MFXDMA algorithms have comparative performances, which outperform the forward and backward MFXDMA algorithms. For two-component autoregressive fractionally integrated moving-average processes, we also find that the MFXDFA and centered MFXDMA algorithms have comparative performances, while the forward and backward MFXDMA algorithms perform slightly worse. For binomial measures, the forward MFXDMA algorithm exhibits the best performance, the centered MFXDMA algorithms performs worst, and the backward MFXDMA algorithm outperforms the MFXDFA algorithm when the moment order q<0 and underperforms when q>0. We apply these algorithms to the return time series of two stock market indexes and to their volatilities. For the returns, the centered MFXDMA algorithm gives the best estimates of hxy(q) since its hxy(2) is closest to 0.5, as expected, and the MFXDFA algorithm has the second best performance. For the volatilities, the forward and backward MFXDMA algorithms give similar results, while the centered MFXDMA and the MFXDFA algorithms fail to extract rational multifractal nature.

Multifractal Properties of Process Control Variables

NASA Astrophysics Data System (ADS)

Domański, Paweł D.

2017-06-01

Control system is an inevitable element of any industrial installation. Its quality affects overall process performance significantly. The assessment, whether control system needs any improvement or not, requires relevant and constructive measures. There are various methods, like time domain based, Minimum Variance, Gaussian and non-Gaussian statistical factors, fractal and entropy indexes. Majority of approaches use time series of control variables. They are able to cover many phenomena. But process complexities and human interventions cause effects that are hardly visible for standard measures. It is shown that the signals originating from industrial installations have multifractal properties and such an analysis may extend standard approach to further observations. The work is based on industrial and simulation data. The analysis delivers additional insight into the properties of control system and the process. It helps to discover internal dependencies and human factors, which are hardly detectable.

Wavelet based free-form deformations for nonrigid registration

NASA Astrophysics Data System (ADS)

Sun, Wei; Niessen, Wiro J.; Klein, Stefan

2014-03-01

In nonrigid registration, deformations may take place on the coarse and fine scales. For the conventional B-splines based free-form deformation (FFD) registration, these coarse- and fine-scale deformations are all represented by basis functions of a single scale. Meanwhile, wavelets have been proposed as a signal representation suitable for multi-scale problems. Wavelet analysis leads to a unique decomposition of a signal into its coarse- and fine-scale components. Potentially, this could therefore be useful for image registration. In this work, we investigate whether a wavelet-based FFD model has advantages for nonrigid image registration. We use a B-splines based wavelet, as defined by Cai and Wang.1 This wavelet is expressed as a linear combination of B-spline basis functions. Derived from the original B-spline function, this wavelet is smooth, differentiable, and compactly supported. The basis functions of this wavelet are orthogonal across scales in Sobolev space. This wavelet was previously used for registration in computer vision, in 2D optical flow problems,2 but it was not compared with the conventional B-spline FFD in medical image registration problems. An advantage of choosing this B-splines based wavelet model is that the space of allowable deformation is exactly equivalent to that of the traditional B-spline. The wavelet transformation is essentially a (linear) reparameterization of the B-spline transformation model. Experiments on 10 CT lung and 18 T1-weighted MRI brain datasets show that wavelet based registration leads to smoother deformation fields than traditional B-splines based registration, while achieving better accuracy.

Detailed Analysis of the Interoccurrence Time Statistics in Seismic Activity

NASA Astrophysics Data System (ADS)

Tanaka, Hiroki; Aizawa, Yoji

2017-02-01

The interoccurrence time statistics of seismiciry is studied theoretically as well as numerically by taking into account the conditional probability and the correlations among many earthquakes in different magnitude levels. It is known so far that the interoccurrence time statistics is well approximated by the Weibull distribution, but the more detailed information about the interoccurrence times can be obtained from the analysis of the conditional probability. Firstly, we propose the Embedding Equation Theory (EET), where the conditional probability is described by two kinds of correlation coefficients; one is the magnitude correlation and the other is the inter-event time correlation. Furthermore, the scaling law of each correlation coefficient is clearly determined from the numerical data-analysis carrying out with the Preliminary Determination of Epicenter (PDE) Catalog and the Japan Meteorological Agency (JMA) Catalog. Secondly, the EET is examined to derive the magnitude dependence of the interoccurrence time statistics and the multi-fractal relation is successfully formulated. Theoretically we cannot prove the universality of the multi-fractal relation in seismic activity; nevertheless, the theoretical results well reproduce all numerical data in our analysis, where several common features or the invariant aspects are clearly observed. Especially in the case of stationary ensembles the multi-fractal relation seems to obey an invariant curve, furthermore in the case of non-stationary (moving time) ensembles for the aftershock regime the multi-fractal relation seems to satisfy a certain invariant curve at any moving times. It is emphasized that the multi-fractal relation plays an important role to unify the statistical laws of seismicity: actually the Gutenberg-Richter law and the Weibull distribution are unified in the multi-fractal relation, and some universality conjectures regarding the seismicity are briefly discussed.

Objective research of auscultation signals in Traditional Chinese Medicine based on wavelet packet energy and support vector machine.

PubMed

Yan, Jianjun; Shen, Xiaojing; Wang, Yiqin; Li, Fufeng; Xia, Chunming; Guo, Rui; Chen, Chunfeng; Shen, Qingwei

2010-01-01

This study aims at utilising Wavelet Packet Transform (WPT) and Support Vector Machine (SVM) algorithm to make objective analysis and quantitative research for the auscultation in Traditional Chinese Medicine (TCM) diagnosis. First, Wavelet Packet Decomposition (WPD) at level 6 was employed to split more elaborate frequency bands of the auscultation signals. Then statistic analysis was made based on the extracted Wavelet Packet Energy (WPE) features from WPD coefficients. Furthermore, the pattern recognition was used to distinguish mixed subjects' statistical feature values of sample groups through SVM. Finally, the experimental results showed that the classification accuracies were at a high level.

Multifractal analysis of time series generated by discrete Ito equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele

2015-06-15

In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.

Testing for multifractality of Islamic stock markets

NASA Astrophysics Data System (ADS)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces

NASA Astrophysics Data System (ADS)

Qian, Xi-Yuan; Liu, Ya-Min; Jiang, Zhi-Qiang; Podobnik, Boris; Zhou, Wei-Xing; Stanley, H. Eugene

2015-06-01

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover the intrinsic power-law cross correlations between two simultaneously recorded time series in the presence of nonstationarity after removing the effects of other time series acting as common forces. The DPXA method is a generalization of the detrended cross-correlation analysis that takes into account partial correlation analysis. We demonstrate the method by using bivariate fractional Brownian motions contaminated with a fractional Brownian motion. We find that the DPXA is able to recover the analytical cross Hurst indices, and thus the multiscale DPXA coefficients are a viable alternative to the conventional cross-correlation coefficient. We demonstrate the advantage of the DPXA coefficients over the DCCA coefficients by analyzing contaminated bivariate fractional Brownian motions. We calculate the DPXA coefficients and use them to extract the intrinsic cross correlation between crude oil and gold futures by taking into consideration the impact of the U.S. dollar index. We develop the multifractal DPXA (MF-DPXA) method in order to generalize the DPXA method and investigate multifractal time series. We analyze multifractal binomial measures masked with strong white noises and find that the MF-DPXA method quantifies the hidden multifractal nature while the multifractal DCCA method fails.

Stochastic multifractal forecasts: from theory to applications in radar meteorology

NASA Astrophysics Data System (ADS)

da Silva Rocha Paz, Igor; Tchiguirinskaia, Ioulia; Schertzer, Daniel

2017-04-01

Radar meteorology has been very inspiring for the development of multifractals. It has enabled to work on a 3D+1 field with many challenging applications, including predictability and stochastic forecasts, especially nowcasts that are particularly demanding in computation speed. Multifractals are indeed parsimonious stochastic models that require only a few physically meaningful parameters, e.g. Universal Multifractal (UM) parameters, because they are based on non-trivial symmetries of nonlinear equations. We first recall the physical principles of multifractal predictability and predictions, which are so closely related that the latter correspond to the most optimal predictions in the multifractal framework. Indeed, these predictions are based on the fundamental duality of a relatively slow decay of large scale structures and an injection of new born small scale structures. Overall, this triggers a mulfitractal inverse cascade of unpredictability. With the help of high resolution rainfall radar data (≈ 100 m), we detail and illustrate the corresponding stochastic algorithm in the framework of (causal) UM Fractionally Integrated Flux models (UM-FIF), where the rainfall field is obtained with the help of a fractional integration of a conservative multifractal flux, whose average is strictly scale invariant (like the energy flux in a dynamic cascade). Whereas, the introduction of small structures is rather straightforward, the deconvolution of the past of the field is more subtle, but nevertheless achievable, to obtain the past of the flux. Then, one needs to only fractionally integrate a multiplicative combination of past and future fluxes to obtain a nowcast realisation.

Multifractals of investor behavior in stock market

NASA Astrophysics Data System (ADS)

Oh, Gabjin

2017-07-01

In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

The application of super wavelet finite element on temperature-pressure coupled field simulation of LPG tank under jet fire

NASA Astrophysics Data System (ADS)

Zhao, Bin

2015-02-01

Temperature-pressure coupled field analysis of liquefied petroleum gas (LPG) tank under jet fire can offer theoretical guidance for preventing the fire accidents of LPG tank, the application of super wavelet finite element on it is studied in depth. First, review of related researches on heat transfer analysis of LPG tank under fire and super wavelet are carried out. Second, basic theory of super wavelet transform is studied. Third, the temperature-pressure coupled model of gas phase and liquid LPG under jet fire is established based on the equation of state, the VOF model and the RNG k-ɛ model. Then the super wavelet finite element formulation is constructed using the super wavelet scale function as interpolating function. Finally, the simulation is carried out, and results show that the super wavelet finite element method has higher computing precision than wavelet finite element method.

Multifractal Analysis in Mining Microseismicity and its Application to Seismic Hazard Analysis in Mines

NASA Astrophysics Data System (ADS)

Pasten, D.; Comte, D.; Vallejos, J.

2013-05-01

During the last decades several authors showing that the spatial distribution of earthquakes follows multifractal laws and the most interesting behavior is the decreasing of the fratal dimensions before the ocurrence of a large earthquake, and also before its main aftershocks. A multifractal analysis to over 55920 microseismicity events recorded from January 2006 to January 2009 at Creighton mine, Canada was applied. In order to work with a complete catalogue in magnitude, it was taken the data associated with the linear part of the Gutenber-Richter law, with magnitudes greater than -1.5. A multifractal analysis was performed using microseismic data, considering that significant earthquakes are those with magnitude MW ≥ 1.0. A moving window was used, containing a constant number of events in order to guarantee the precise estimations of the fractal dimensions. After different trials, we choose 200 events for the number of the data points in each windows. Two consecutive windows were shifted by 20 events. The complete data set was separated in six sections and this multifractal analysis was applied for each section of 9320 data. The multifractal analysis of each section shows that there is a systematic decreasing of the fractal dimension (Dq) with time before the occurrence of rockburst or natural event with magnitude greater than MW ≥ 1.0, as it is observed in the seismic sequence of large earthquakes. This metodology was repeated for minimum magnitudes MW ≥ 1.5 and MW ≥ 2.0, obtaining same results. The best result was obtained using MW >= 2.0, a right answer rate vary between fifty and eighty percent. The result shows the possibility to use systematically the determination of the Dq parameter in order to detect the next rockburst or natural event in the studied mine. This project has been financially suppoerted by FONDECyT No 3120237 Grant (D.P).

Wavelet analysis for wind fields estimation.

PubMed

Leite, Gladeston C; Ushizima, Daniela M; Medeiros, Fátima N S; de Lima, Gilson G

2010-01-01

Wind field analysis from synthetic aperture radar images allows the estimation of wind direction and speed based on image descriptors. In this paper, we propose a framework to automate wind direction retrieval based on wavelet decomposition associated with spectral processing. We extend existing undecimated wavelet transform approaches, by including à trous with B(3) spline scaling function, in addition to other wavelet bases as Gabor and Mexican-hat. The purpose is to extract more reliable directional information, when wind speed values range from 5 to 10 ms(-1). Using C-band empirical models, associated with the estimated directional information, we calculate local wind speed values and compare our results with QuikSCAT scatterometer data. The proposed approach has potential application in the evaluation of oil spills and wind farms.

Decomposing Multifractal Crossovers

PubMed Central

Nagy, Zoltan; Mukli, Peter; Herman, Peter; Eke, Andras

2017-01-01

Physiological processes—such as, the brain's resting-state electrical activity or hemodynamic fluctuations—exhibit scale-free temporal structuring. However, impacts common in biological systems such as, noise, multiple signal generators, or filtering by transport function, result in multimodal scaling that cannot be reliably assessed by standard analytical tools that assume unimodal scaling. Here, we present two methods to identify breakpoints or crossovers in multimodal multifractal scaling functions. These methods incorporate the robust iterative fitting approach of the focus-based multifractal formalism (FMF). The first approach (moment-wise scaling range adaptivity) allows for a breakpoint-based adaptive treatment that analyzes segregated scale-invariant ranges. The second method (scaling function decomposition method, SFD) is a crossover-based design aimed at decomposing signal constituents from multimodal scaling functions resulting from signal addition or co-sampling, such as, contamination by uncorrelated fractals. We demonstrated that these methods could handle multimodal, mono- or multifractal, and exact or empirical signals alike. Their precision was numerically characterized on ideal signals, and a robust performance was demonstrated on exemplary empirical signals capturing resting-state brain dynamics by near infrared spectroscopy (NIRS), electroencephalography (EEG), and blood oxygen level-dependent functional magnetic resonance imaging (fMRI-BOLD). The NIRS and fMRI-BOLD low-frequency fluctuations were dominated by a multifractal component over an underlying biologically relevant random noise, thus forming a bimodal signal. The crossover between the EEG signal components was found at the boundary between the δ and θ bands, suggesting an independent generator for the multifractal δ rhythm. The robust implementation of the SFD method should be regarded as essential in the seamless processing of large volumes of bimodal fMRI-BOLD imaging data for the topology of multifractal metrics free of the masking effect of the underlying random noise. PMID:28798694

Identification of large geomorphological anomalies based on 2D discrete wavelet transform

NASA Astrophysics Data System (ADS)

Doglioni, A.; Simeone, V.

2012-04-01

The identification and analysis based on quantitative evidences of large geomorphological anomalies is an important stage for the study of large landslides. Numerical geomorphic analyses represent an interesting approach to this kind of studies, allowing for a detailed and pretty accurate identification of hidden topographic anomalies that may be related to large landslides. Here a geomorphic numerical analyses of the Digital Terrain Model (DTM) is presented. The introduced approach is based on 2D discrete wavelet transform (Antoine et al., 2003; Bruun and Nilsen, 2003, Booth et al., 2009). The 2D wavelet decomposition of the DTM, and in particular the analysis of the detail coefficients of the wavelet transform can provide evidences of anomalies or singularities, i.e. discontinuities of the land surface. These discontinuities are not very evident from the DTM as it is, while 2D wavelet transform allows for grid-based analysis of DTM and for mapping the decomposition. In fact, the grid-based DTM can be assumed as a matrix, where a discrete wavelet transform (Daubechies, 1992) is performed columnwise and linewise, which basically represent horizontal and vertical directions. The outcomes of this analysis are low-frequency approximation coefficients and high-frequency detail coefficients. Detail coefficients are analyzed, since their variations are associated to discontinuities of the DTM. Detailed coefficients are estimated assuming to perform 2D wavelet transform both for the horizontal direction (east-west) and for the vertical direction (north-south). Detail coefficients are then mapped for both the cases, thus allowing to visualize and quantify potential anomalies of the land surface. Moreover, wavelet decomposition can be pushed to further levels, assuming a higher scale number of the transform. This may potentially return further interesting results, in terms of identification of the anomalies of land surface. In this kind of approach, the choice of a proper mother wavelet function is a tricky point, since it conditions the analysis and then their outcomes. Therefore multiple levels as well as multiple wavelet analyses are guessed. Here the introduced approach is applied to some interesting cases study of south Italy, in particular for the identification of large anomalies associated to large landslides at the transition between Apennine chain domain and the foredeep domain. In particular low Biferno valley and Fortore valley are here analyzed. Finally, the wavelet transforms are performed on multiple levels, thus trying to address the problem of which is the level extent for an accurate analysis fit to a specific problem. Antoine J.P., Carrette P., Murenzi R., and Piette B., (2003), Image analysis with two-dimensional continuous wavelet transform, Signal Processing, 31(3), pp. 241-272, doi:10.1016/0165-1684(93)90085-O. Booth A.M., Roering J.J., and Taylor Perron J., (2009), Automated landslide mapping using spectral analysis and high-resolution topographic data: Puget Sound lowlands, Washington, and Portland Hills, Oregon, Geomorphology, 109(3-4), pp. 132-147, doi:10.1016/j.geomorph.2009.02.027. Bruun B.T., and Nilsen S., (2003), Wavelet representation of large digital terrain models, Computers and Geoscience, 29(6), pp. 695-703, doi:10.1016/S0098-3004(03)00015-3. Daubechies, I. (1992), Ten lectures on wavelets, SIAM.

Multifractality and heteroscedastic dynamics: An application to time series analysis

NASA Astrophysics Data System (ADS)

Nascimento, C. M.; Júnior, H. B. N.; Jennings, H. D.; Serva, M.; Gleria, Iram; Viswanathan, G. M.

2008-01-01

An increasingly important problem in physics concerns scale invariance symmetry in diverse complex systems, often characterized by heteroscedastic dynamics. We investigate the nature of the relationship between the heteroscedastic and fractal aspects of the dynamics of complex systems, by analyzing the sensitivity to heteroscedasticity of the scaling properties of weakly nonstationary time series. By using multifractal detrended fluctuation analysis, we study the singularity spectra of currency exchange rate fluctuations, after partially or completely eliminating n-point correlations via data shuffling techniques. We conclude that heteroscedasticity can significantly increase multifractality and interpret these findings in the context of self-organizing and adaptive complex systems.

The Use of Continuous Wavelet Transform Based on the Fast Fourier Transform in the Analysis of Multi-channel Electrogastrography Recordings.

PubMed

Komorowski, Dariusz; Pietraszek, Stanislaw

2016-01-01

This paper presents the analysis of multi-channel electrogastrographic (EGG) signals using the continuous wavelet transform based on the fast Fourier transform (CWTFT). The EGG analysis was based on the determination of the several signal parameters such as dominant frequency (DF), dominant power (DP) and index of normogastria (NI). The use of continuous wavelet transform (CWT) allows for better visible localization of the frequency components in the analyzed signals, than commonly used short-time Fourier transform (STFT). Such an analysis is possible by means of a variable width window, which corresponds to the scale time of observation (analysis). Wavelet analysis allows using long time windows when we need more precise low-frequency information, and shorter when we need high frequency information. Since the classic CWT transform requires considerable computing power and time, especially while applying it to the analysis of long signals, the authors used the CWT analysis based on the fast Fourier transform (FFT). The CWT was obtained using properties of the circular convolution to improve the speed of calculation. This method allows to obtain results for relatively long records of EGG in a fairly short time, much faster than using the classical methods based on running spectrum analysis (RSA). In this study authors indicate the possibility of a parametric analysis of EGG signals using continuous wavelet transform which is the completely new solution. The results obtained with the described method are shown in the example of an analysis of four-channel EGG recordings, performed for a non-caloric meal.

Data series embedding and scale invariant statistics.

PubMed

Michieli, I; Medved, B; Ristov, S

2010-06-01

Data sequences acquired from bio-systems such as human gait data, heart rate interbeat data, or DNA sequences exhibit complex dynamics that is frequently described by a long-memory or power-law decay of autocorrelation function. One way of characterizing that dynamics is through scale invariant statistics or "fractal-like" behavior. For quantifying scale invariant parameters of physiological signals several methods have been proposed. Among them the most common are detrended fluctuation analysis, sample mean variance analyses, power spectral density analysis, R/S analysis, and recently in the realm of the multifractal approach, wavelet analysis. In this paper it is demonstrated that embedding the time series data in the high-dimensional pseudo-phase space reveals scale invariant statistics in the simple fashion. The procedure is applied on different stride interval data sets from human gait measurements time series (Physio-Bank data library). Results show that introduced mapping adequately separates long-memory from random behavior. Smaller gait data sets were analyzed and scale-free trends for limited scale intervals were successfully detected. The method was verified on artificially produced time series with known scaling behavior and with the varying content of noise. The possibility for the method to falsely detect long-range dependence in the artificially generated short range dependence series was investigated. (c) 2009 Elsevier B.V. All rights reserved.

Measuring efficiency of international crude oil markets: A multifractality approach

NASA Astrophysics Data System (ADS)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long-range correlations.

Analysis of photonic Doppler velocimetry data based on the continuous wavelet transform

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu Shouxian; Wang Detian; Li Tao

2011-02-15

The short time Fourier transform (STFT) cannot resolve rapid velocity changes in most photonic Doppler velocimetry (PDV) data. A practical analysis method based on the continuous wavelet transform (CWT) was presented to overcome this difficulty. The adaptability of the wavelet family predicates that the continuous wavelet transform uses an adaptive time window to estimate the instantaneous frequency of signals. The local frequencies of signal are accurately determined by finding the ridge in the spectrogram of the CWT and then are converted to target velocity according to the Doppler effects. A performance comparison between the CWT and STFT is demonstrated bymore » a plate-impact experiment data. The results illustrate that the new method is automatic and adequate for analysis of PDV data.« less

Spherical 3D isotropic wavelets

NASA Astrophysics Data System (ADS)

Lanusse, F.; Rassat, A.; Starck, J.-L.

2012-04-01

Context. Future cosmological surveys will provide 3D large scale structure maps with large sky coverage, for which a 3D spherical Fourier-Bessel (SFB) analysis in spherical coordinates is natural. Wavelets are particularly well-suited to the analysis and denoising of cosmological data, but a spherical 3D isotropic wavelet transform does not currently exist to analyse spherical 3D data. Aims: The aim of this paper is to present a new formalism for a spherical 3D isotropic wavelet, i.e. one based on the SFB decomposition of a 3D field and accompany the formalism with a public code to perform wavelet transforms. Methods: We describe a new 3D isotropic spherical wavelet decomposition based on the undecimated wavelet transform (UWT) described in Starck et al. (2006). We also present a new fast discrete spherical Fourier-Bessel transform (DSFBT) based on both a discrete Bessel transform and the HEALPIX angular pixelisation scheme. We test the 3D wavelet transform and as a toy-application, apply a denoising algorithm in wavelet space to the Virgo large box cosmological simulations and find we can successfully remove noise without much loss to the large scale structure. Results: We have described a new spherical 3D isotropic wavelet transform, ideally suited to analyse and denoise future 3D spherical cosmological surveys, which uses a novel DSFBT. We illustrate its potential use for denoising using a toy model. All the algorithms presented in this paper are available for download as a public code called MRS3D at http://jstarck.free.fr/mrs3d.html

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series.

PubMed

Lilly, Jonathan M

2017-04-01

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized 'events'. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event's 'region of influence' within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed element analysis , is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry.

Applying wavelet transforms to analyse aircraft-measured turbulence and turbulent fluxes in the atmospheric boundary layer over eastern Siberia

NASA Astrophysics Data System (ADS)

Strunin, M. A.; Hiyama, T.

2004-11-01

The wavelet spectral method was applied to aircraft-based measurements of atmospheric turbulence obtained during joint Russian-Japanese research on the atmospheric boundary layer near Yakutsk (eastern Siberia) in April-June 2000. Practical ways to apply Fourier and wavelet methods for aircraft-based turbulence data are described. Comparisons between Fourier and wavelet transform results are shown and they demonstrate, in conjunction with theoretical and experimental restrictions, that the Fourier transform method is not useful for studying non-homogeneous turbulence. The wavelet method is free from many disadvantages of Fourier analysis and can yield more informative results. Comparison of Fourier and Morlet wavelet spectra showed good agreement at high frequencies (small scales). The quality of the wavelet transform and corresponding software was estimated by comparing the original data with restored data constructed with an inverse wavelet transform. A Haar wavelet basis was inappropriate for the turbulence data; the mother wavelet function recommended in this study is the Morlet wavelet. Good agreement was also shown between variances and covariances estimated with different mathematical techniques, i.e. through non-orthogonal wavelet spectra and through eddy correlation methods.

A lung sound classification system based on the rational dilation wavelet transform.

PubMed

Ulukaya, Sezer; Serbes, Gorkem; Sen, Ipek; Kahya, Yasemin P

2016-08-01

In this work, a wavelet based classification system that aims to discriminate crackle, normal and wheeze lung sounds is presented. While the previous works related with this problem use constant low Q-factor wavelets, which have limited frequency resolution and can not cope with oscillatory signals, in the proposed system, the Rational Dilation Wavelet Transform, whose Q-factors can be tuned, is employed. Proposed system yields an accuracy of 95 % for crackle, 97 % for wheeze, 93.50 % for normal and 95.17 % for total sound signal types using energy feature subset and proposed approach is superior to conventional low Q-factor wavelet analysis.

Financial Markets during Highly Anxious Time: Multifractal Fluctuations in Asset Returns

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

Building on the notion that systems and in particular complex systems such as stock exchange markets reveal their structure better when they are under stress, we analyze the multifractal character and nonlinear properties of four major stock market indices during financial meltdowns by means of the multifractal detrended fluctuation analysis (MF-DFA). The three distinct financial crises under investigation are the Black Monday, the Dot-Com and the Great Recession. Scaling and Hurst exponents are derived as well as the singularity spectra. The results show that all indices exhibit strong multifractal properties. The complexity of the markets is higher under the Black Monday event revealed by the width of the singularity spectrum and the higher α0 parameter.

Wavelet Analysis for Wind Fields Estimation

PubMed Central

Leite, Gladeston C.; Ushizima, Daniela M.; Medeiros, Fátima N. S.; de Lima, Gilson G.

2010-01-01

Wind field analysis from synthetic aperture radar images allows the estimation of wind direction and speed based on image descriptors. In this paper, we propose a framework to automate wind direction retrieval based on wavelet decomposition associated with spectral processing. We extend existing undecimated wavelet transform approaches, by including à trous with B3 spline scaling function, in addition to other wavelet bases as Gabor and Mexican-hat. The purpose is to extract more reliable directional information, when wind speed values range from 5 to 10 ms−1. Using C-band empirical models, associated with the estimated directional information, we calculate local wind speed values and compare our results with QuikSCAT scatterometer data. The proposed approach has potential application in the evaluation of oil spills and wind farms. PMID:22219699

Energy-Based Wavelet De-Noising of Hydrologic Time Series

PubMed Central

Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

2014-01-01

De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

Modified cross sample entropy and surrogate data analysis method for financial time series

NASA Astrophysics Data System (ADS)

Yin, Yi; Shang, Pengjian

2015-09-01

For researching multiscale behaviors from the angle of entropy, we propose a modified cross sample entropy (MCSE) and combine surrogate data analysis with it in order to compute entropy differences between original dynamics and surrogate series (MCSDiff). MCSDiff is applied to simulated signals to show accuracy and then employed to US and Chinese stock markets. We illustrate the presence of multiscale behavior in the MCSDiff results and reveal that there are synchrony containing in the original financial time series and they have some intrinsic relations, which are destroyed by surrogate data analysis. Furthermore, the multifractal behaviors of cross-correlations between these financial time series are investigated by multifractal detrended cross-correlation analysis (MF-DCCA) method, since multifractal analysis is a multiscale analysis. We explore the multifractal properties of cross-correlation between these US and Chinese markets and show the distinctiveness of NQCI and HSI among the markets in their own region. It can be concluded that the weaker cross-correlation between US markets gives the evidence for the better inner mechanism in the US stock markets than that of Chinese stock markets. To study the multiscale features and properties of financial time series can provide valuable information for understanding the inner mechanism of financial markets.

Multifractal analysis of geophysical time series in the urban lake of Créteil (France).

NASA Astrophysics Data System (ADS)

Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Urban water bodies take part in the environmental quality of the cities. They regulate heat, contribute to the beauty of landscape and give some space for leisure activities (aquatic sports, swimming). As they are often artificial they are only a few meters deep. It confers them some specific properties. Indeed, they are particularly sensitive to global environmental changes, including climate change, eutrophication and contamination by micro-pollutants due to the urbanization of the watershed. Monitoring their quality has become a major challenge for urban areas. The need for a tool for predicting short-term proliferation of potentially toxic phytoplankton therefore arises. In lakes, the behavior of biological and physical (temperature) fields is mainly driven by the turbulence regime in the water. Turbulence is highly non linear, nonstationary and intermittent. This is why statistical tools are needed to characterize the evolution of the fields. The knowledge of the probability distribution of all the statistical moments of a given field is necessary to fully characterize it. This possibility is offered by the multifractal analysis based on the assumption of scale invariance. To investigate the effect of space-time variability of temperature, chlorophyll and dissolved oxygen on the cyanobacteria proliferation in the urban lake of Creteil (France), a spectral analysis is first performed on each time series (or on subsamples) to have an overall estimate of their scaling behaviors. Then a multifractal analysis (Trace Moment, Double Trace Moment) estimates the statistical moments of different orders. This analysis is adapted to the specific properties of the studied time series, i. e. the presence of large scale gradients. The nonlinear behavior of the scaling functions K(q) confirms that the investigated aquatic time series are indeed multifractal and highly intermittent .The knowledge of the universal multifractal parameters is the key to calculate the different statistical moments and thus make some predictions on the fields. As a conclusion, the relationships between the fields will be highlighted with a discussion on the cross predictability of the different fields. This draws a prospective for the use of this kind of time series analysis in the field of limnology. The authors acknowledge the financial support from the R2DS-PLUMMME and Climate-KIC BlueGreenDream projects.

Numerical Simulation of Monitoring Corrosion in Reinforced Concrete Based on Ultrasonic Guided Waves

PubMed Central

Zheng, Zhupeng; Lei, Ying; Xue, Xin

2014-01-01

Numerical simulation based on finite element method is conducted to predict the location of pitting corrosion in reinforced concrete. Simulation results show that it is feasible to predict corrosion monitoring based on ultrasonic guided wave in reinforced concrete, and wavelet analysis can be used for the extremely weak signal of guided waves due to energy leaking into concrete. The characteristic of time-frequency localization of wavelet transform is adopted in the corrosion monitoring of reinforced concrete. Guided waves can be successfully used to identify corrosion defects in reinforced concrete with the analysis of suitable wavelet-based function and its scale. PMID:25013865

Comparison of various multifractal approaches to analyze the intermittent magnetic fluctuations observed in the Earth's magnetospheric cusp

NASA Astrophysics Data System (ADS)

Lamy, Hervé; Echim, Marius; Chang, Tom

2014-05-01

Several approaches exist to compute the multifractal characteristics of an intermittent set of fluctuations. First, the classical method based on the computation of the partition function uses the full set of fluctuations . Since it is dominated by the more numerous fluctuations of small amplitudes, this method can mask the fractal characteristics of minor fluctuations of much larger amplitude. To solve this issue, a new method was developed by Chang & Wu (2008) : the Rank-Ordered Multifractal Analysis (ROMA) The ROMA method offers a natural connection between the one-parameter monofractal scaling idea and the multifractal phenomenon of intermittency. The key-element in ROMA is to find s(Y), the spectrum of the scaling exponents, and Ps(Y), the scaled Probability Distribution Function (PDFs), from the raw PDFs of the variable X at various scales tau , P(X,tau), with the following scaling: P(X,tau) tau ^s(Y)=Ps(Y) with Y= X/tau ^s(Y) The first (direct) method is to use range-limited structure functions in a sufficiently small range of the scaled variable Y and search for the value of monofroctal exponent s(Y). A drawback of this approach is that the range of Y must be large enough to ensure that the statistics is meaningful. As a consequence, some cross-over behavior between fluctuations with different monofractal exponents can lead to an ambiguity with several solutions s(Y) for some ranges of Y. Also the multifractal spectrum produced is step-wise discontinuous. To overcome these difficulties, Wu & Chang (2011) have suggested a refined method where a value of the parameter s is assumed and the corresponding value of Y ensuring a collapse of the raw PDFs is searched for. The advantage of this latter approach is that s(Y) and Ps(Y) can be obtained for single values of Y. The two ROMA methods and the partition function method are used on a set of intermittent magnetic field fluctuations observed by the Cluster spacecraft in the Earth's magnetospheric cusp. Results are presented and discussed. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM. TC was also partially supported by the US National Science Foundation. T. Chang and C.C. Wu, Rank-Ordered Multifractal Spectrum for Intermittent Fluctuations, Phys. Rev. E77,045401(R), 2008 CC. Wu and T. Chang, Application of rank-ordered multifractal analysis (ROMA) to intermittent fluctuations in 3D turbulent flows, 2D MHD simulation and solar wind data, to be submitted to the special issue "Multifractals and Intermittent Turbulence in the Solar-Terrestrial System", Nonlinear Processes in Geophysics, 2011.

Regional-specific Stochastic Simulation of Spatially-distributed Ground-motion Time Histories using Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Huang, D.; Wang, G.

2014-12-01

Stochastic simulation of spatially distributed ground-motion time histories is important for performance-based earthquake design of geographically distributed systems. In this study, we develop a novel technique to stochastically simulate regionalized ground-motion time histories using wavelet packet analysis. First, a transient acceleration time history is characterized by wavelet-packet parameters proposed by Yamamoto and Baker (2013). The wavelet-packet parameters fully characterize ground-motion time histories in terms of energy content, time- frequency-domain characteristics and time-frequency nonstationarity. This study further investigates the spatial cross-correlations of wavelet-packet parameters based on geostatistical analysis of 1500 regionalized ground motion data from eight well-recorded earthquakes in California, Mexico, Japan and Taiwan. The linear model of coregionalization (LMC) is used to develop a permissible spatial cross-correlation model for each parameter group. The geostatistical analysis of ground-motion data from different regions reveals significant dependence of the LMC structure on regional site conditions, which can be characterized by the correlation range of Vs30 in each region. In general, the spatial correlation and cross-correlation of wavelet-packet parameters are stronger if the site condition is more homogeneous. Using the regional-specific spatial cross-correlation model and cokriging technique, wavelet packet parameters at unmeasured locations can be best estimated, and regionalized ground-motion time histories can be synthesized. Case studies and blind tests demonstrated that the simulated ground motions generally agree well with the actual recorded data, if the influence of regional-site conditions is considered. The developed method has great potential to be used in computational-based seismic analysis and loss estimation in a regional scale.

An examination of coherent structures in a lobed mixer using multifractal measures in conjunction with the proper orthogonal decomposition

NASA Technical Reports Server (NTRS)

Ukeiley, L.; Varghese, M.; Glauser, M.; Valentine, D.

1991-01-01

A 'lobed mixer' device that enhances mixing through secondary flows and streamwise vorticity is presently studied within the framework of multifractal-measures theory, in order to deepen understanding of velocity time trace data gathered on its operation. Proper orthogonal decomposition-based knowledge of coherent structures has been applied to obtain the generalized fractal dimensions and multifractal spectrum of several proper eigenmodes for data samples of the velocity time traces; this constitutes a marked departure from previous multifractal theory applications to self-similar cascades. In certain cases, a single dimension may suffice to capture the entire spectrum of scaling exponents for the velocity time trace.

The cross-correlation analysis of multi property of stock markets based on MM-DFA

NASA Astrophysics Data System (ADS)

Yang, Yujun; Li, Jianping; Yang, Yimei

2017-09-01

In this paper, we propose a new method called DH-MXA based on distribution histograms of Hurst surface and multiscale multifractal detrended fluctuation analysis. The method allows us to investigate the cross-correlation characteristics among multiple properties of different stock time series. It may provide a new way of measuring the nonlinearity of several signals. It also can provide a more stable and faithful description of cross-correlation of multiple properties of stocks. The DH-MXA helps us to present much richer information than multifractal detrented cross-correlation analysis and allows us to assess many universal and subtle cross-correlation characteristics of stock markets. We show DH-MXA by selecting four artificial data sets and five properties of four stock time series from different countries. The results show that our proposed method can be adapted to investigate the cross-correlation of stock markets. In general, the American stock markets are more mature and less volatile than the Chinese stock markets.

Analysis on Behaviour of Wavelet Coefficient during Fault Occurrence in Transformer

NASA Astrophysics Data System (ADS)

Sreewirote, Bancha; Ngaopitakkul, Atthapol

2018-03-01

The protection system for transformer has play significant role in avoiding severe damage to equipment when disturbance occur and ensure overall system reliability. One of the methodology that widely used in protection scheme and algorithm is discrete wavelet transform. However, characteristic of coefficient under fault condition must be analyzed to ensure its effectiveness. So, this paper proposed study and analysis on wavelet coefficient characteristic when fault occur in transformer in both high- and low-frequency component from discrete wavelet transform. The effect of internal and external fault on wavelet coefficient of both fault and normal phase has been taken into consideration. The fault signal has been simulate using transmission connected to transformer experimental setup on laboratory level that modelled after actual system. The result in term of wavelet coefficient shown a clearly differentiate between wavelet characteristic in both high and low frequency component that can be used to further design and improve detection and classification algorithm that based on discrete wavelet transform methodology in the future.

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory

PubMed Central

Li, Jingchao; Cao, Yunpeng; Ying, Yulong; Li, Shuying

2016-01-01

Bearing failure is one of the dominant causes of failure and breakdowns in rotating machinery, leading to huge economic loss. Aiming at the nonstationary and nonlinear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a novel rolling element bearing fault diagnosis method based on multifractal theory and gray relation theory was proposed in the paper. Firstly, a generalized multifractal dimension algorithm was developed to extract the characteristic vectors of fault features from the bearing vibration signals, which can offer more meaningful and distinguishing information reflecting different bearing health status in comparison with conventional single fractal dimension. After feature extraction by multifractal dimensions, an adaptive gray relation algorithm was applied to implement an automated bearing fault pattern recognition. The experimental results show that the proposed method can identify various bearing fault types as well as severities effectively and accurately. PMID:28036329

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory.

PubMed

Li, Jingchao; Cao, Yunpeng; Ying, Yulong; Li, Shuying

2016-01-01

Bearing failure is one of the dominant causes of failure and breakdowns in rotating machinery, leading to huge economic loss. Aiming at the nonstationary and nonlinear characteristics of bearing vibration signals as well as the complexity of condition-indicating information distribution in the signals, a novel rolling element bearing fault diagnosis method based on multifractal theory and gray relation theory was proposed in the paper. Firstly, a generalized multifractal dimension algorithm was developed to extract the characteristic vectors of fault features from the bearing vibration signals, which can offer more meaningful and distinguishing information reflecting different bearing health status in comparison with conventional single fractal dimension. After feature extraction by multifractal dimensions, an adaptive gray relation algorithm was applied to implement an automated bearing fault pattern recognition. The experimental results show that the proposed method can identify various bearing fault types as well as severities effectively and accurately.

Hyperspectral imaging with wavelet transform for classification of colon tissue biopsy samples

NASA Astrophysics Data System (ADS)

Masood, Khalid

2008-08-01

Automatic classification of medical images is a part of our computerised medical imaging programme to support the pathologists in their diagnosis. Hyperspectral data has found its applications in medical imagery. Its usage is increasing significantly in biopsy analysis of medical images. In this paper, we present a histopathological analysis for the classification of colon biopsy samples into benign and malignant classes. The proposed study is based on comparison between 3D spectral/spatial analysis and 2D spatial analysis. Wavelet textural features in the wavelet domain are used in both these approaches for classification of colon biopsy samples. Experimental results indicate that the incorporation of wavelet textural features using a support vector machine, in 2D spatial analysis, achieve best classification accuracy.

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

NASA Astrophysics Data System (ADS)

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

2017-10-01

This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

NASA Astrophysics Data System (ADS)

Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

2013-05-01

In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

On uses, misuses and potential abuses of fractal analysis in zooplankton behavioral studies: A review, a critique and a few recommendations

NASA Astrophysics Data System (ADS)

Seuront, Laurent

2015-08-01

Fractal analysis is increasingly used to describe, and provide further understanding to, zooplankton swimming behavior. This may be related to the fact that fractal analysis and the related fractal dimension D have the desirable properties to be independent of measurement scale and to be very sensitive to even subtle behavioral changes that may be undetectable to other behavioral variables. As early claimed by Coughlin et al. (1992), this creates "the need for fractal analysis" in behavioral studies, which has hence the potential to become a valuable tool in zooplankton behavioral ecology. However, this paper stresses that fractal analysis, as well as the more elaborated multifractal analysis, is also a risky business that may lead to irrelevant results, without paying extreme attention to a series of both conceptual and practical steps that are all likely to bias the results of any analysis. These biases are reviewed and exemplified on the basis of the published literature, and remedial procedures are provided not only for geometric and stochastic fractal analyses, but also for the more complicated multifractal analysis. The concept of multifractals is finally introduced as a direct, objective and quantitative tool to identify models of motion behavior, such as Brownian motion, fractional Brownian motion, ballistic motion, Lévy flight/walk and multifractal random walk. I finally briefly review the state of this emerging field in zooplankton behavioral research.

Noncoding sequence classification based on wavelet transform analysis: part II

NASA Astrophysics Data System (ADS)

Paredes, O.; Strojnik, M.; Romo-Vázquez, R.; Vélez-Pérez, H.; Ranta, R.; Garcia-Torales, G.; Scholl, M. K.; Morales, J. A.

2017-09-01

DNA sequences in human genome can be divided into the coding and noncoding ones. We hypothesize that the characteristic periodicities of the noncoding sequences are related to their function. We describe the procedure to identify these characteristic periodicities using the wavelet analysis. Our results show that three groups of noncoding sequences, each one with different biological function, may be differentiated by their wavelet coefficients within specific frequency range.

Applications of wavelets in morphometric analysis of medical images

NASA Astrophysics Data System (ADS)

Davatzikos, Christos; Tao, Xiaodong; Shen, Dinggang

2003-11-01

Morphometric analysis of medical images is playing an increasingly important role in understanding brain structure and function, as well as in understanding the way in which these change during development, aging and pathology. This paper presents three wavelet-based methods with related applications in morphometric analysis of magnetic resonance (MR) brain images. The first method handles cases where very limited datasets are available for the training of statistical shape models in the deformable segmentation. The method is capable of capturing a larger range of shape variability than the standard active shape models (ASMs) can, by using the elegant spatial-frequency decomposition of the shape contours provided by wavelet transforms. The second method addresses the difficulty of finding correspondences in anatomical images, which is a key step in shape analysis and deformable registration. The detection of anatomical correspondences is completed by using wavelet-based attribute vectors as morphological signatures of voxels. The third method uses wavelets to characterize the morphological measurements obtained from all voxels in a brain image, and the entire set of wavelet coefficients is further used to build a brain classifier. Since the classification scheme operates in a very-high-dimensional space, it can determine subtle population differences with complex spatial patterns. Experimental results are provided to demonstrate the performance of the proposed methods.

A multifractal analysis of equilibrium measures for conformal expanding maps and Moran-like geometric constructions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pesin, Y.; Weiss, H.

1997-01-01

In this paper we establish the complete multifractal formalism for equilibrium measures for Holder continuous conformal expanding maps and expanding Markov Moran-like geometric constructions. Examples include Markov maps of an interval, beta transformations of an interval, rational maps with hyperbolic Julia sets, and conformal total endomorphisms. We also construct a Holder continuous homeomorphism of a compact metric space with an ergodic invariant measure of positive entropy for which the dimension spectrum is not convex, and hence the multifractal formalism fails.

Harmonic analysis of electric locomotive and traction power system based on wavelet singular entropy

NASA Astrophysics Data System (ADS)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, the locomotive and traction power system has become the main harmonic source of China's power grid. In response to this phenomenon, the system's power quality issues need timely monitoring, assessment and governance. Wavelet singular entropy is an organic combination of wavelet transform, singular value decomposition and information entropy theory, which combines the unique advantages of the three in signal processing: the time-frequency local characteristics of wavelet transform, singular value decomposition explores the basic modal characteristics of data, and information entropy quantifies the feature data. Based on the theory of singular value decomposition, the wavelet coefficient matrix after wavelet transform is decomposed into a series of singular values that can reflect the basic characteristics of the original coefficient matrix. Then the statistical properties of information entropy are used to analyze the uncertainty of the singular value set, so as to give a definite measurement of the complexity of the original signal. It can be said that wavelet entropy has a good application prospect in fault detection, classification and protection. The mat lab simulation shows that the use of wavelet singular entropy on the locomotive and traction power system harmonic analysis is effective.

Joint Multifractal Analysis of penetration resistance variability in an olive orchard.

NASA Astrophysics Data System (ADS)

Lopez-Herrera, Juan; Herrero-Tejedor, Tomas; Saa-Requejo, Antonio; Villeta, Maria; Tarquis, Ana M.

2016-04-01

Spatial variability of soil properties is relevant for identifying those zones with physical degradation. We used descriptive statistics and multifractal analysis for characterizing the spatial patterns of soil penetrometer resistance (PR) distributions and compare them at different soil depths and soil water content to investigate the tillage effect in soil compactation. The study was conducted on an Inceptisol dedicated to olive orchard for the last 70 years. Two parallel transects of 64 m were selected as different soil management plots, conventional tillage (CT) and no tillage (NT). Penetrometer resistance readings were carried out at 50 cm intervals within the first 20 cm of soil depth (López de Herrera et al., 2015a). Two way ANOVA highlighted that tillage system, soil depth and their interaction are statistically significant to explain the variance of PR data. The comparison of CT and NT results at different depths showed that there are significant differences deeper than 10 cm but not in the first two soil layers. The scaling properties of each PR profile was characterized by τ(q) function, calculated in the range of moment orders (q) between -5 and +5 taken at 0.5 lag increments. Several parameters were calculated from this to establish different comparisons (López de Herrera et al., 2015b). While the multifractal analysis characterizes the distribution of a single variable along its spatial support, the joint multifractal analysis can be used to characterize the joint distribution of two or more variables along a common spatial support (Kravchenko et al., 2000; Zeleke and Si, 2004). This type of analysis was performed to study the scaling properties of the joint distribution of PR at different depths. The results showed that this type of analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets in all the soil layers. References Kravchenko AN, Bullock DG, Boast CW (2000) Joint multifractal analysis of crop yield and terrain slope. Agro. j. 92: 1279-1290. López de Herrera, J., Tomas Herrero Tejedor, Antonio Saa-Requejo and Ana M. Tarquis (2015a) Influence of tillage in soil penetration resistance variability in an olive orchard. Geophysical Research Abstracts, 17, EGU2015-15425. López de Herrera, J., Tomás Herrero Tejedor, Antonio Saa-Requejo, A.M. Tarquis. Influence of tillage in soil penetration resistance variability in an olive orchard. Soil Research, accepted, 2015b. doi: SR15046 Zeleke TB, Si BC (2004) Scaling properties of topographic indices and crop yield: Multifractal and joint multifractal approaches. Agro. j. 96: 1082-1090.

Detection of small bowel tumors in capsule endoscopy frames using texture analysis based on the discrete wavelet transform.

PubMed

Barbosa, Daniel J C; Ramos, Jaime; Lima, Carlos S

2008-01-01

Capsule endoscopy is an important tool to diagnose tumor lesions in the small bowel. The capsule endoscopic images possess vital information expressed by color and texture. This paper presents an approach based in the textural analysis of the different color channels, using the wavelet transform to select the bands with the most significant texture information. A new image is then synthesized from the selected wavelet bands, trough the inverse wavelet transform. The features of each image are based on second-order textural information, and they are used in a classification scheme using a multilayer perceptron neural network. The proposed methodology has been applied in real data taken from capsule endoscopic exams and reached 98.7% sensibility and 96.6% specificity. These results support the feasibility of the proposed algorithm.

Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation

NASA Astrophysics Data System (ADS)

Deng, Wei; Wang, Jun

2015-06-01

We investigate and quantify the multifractal detrended cross-correlation of return interval series for Chinese stock markets and a proposed price model, the price model is established by oriented percolation. The return interval describes the waiting time between two successive price volatilities which are above some threshold, the present work is an attempt to quantify the level of multifractal detrended cross-correlation for the return intervals. Further, the concept of MF-DCCA coefficient of return intervals is introduced, and the corresponding empirical research is performed. The empirical results show that the return intervals of SSE and SZSE are weakly positive multifractal power-law cross-correlated, and exhibit the fluctuation patterns of MF-DCCA coefficients. The similar behaviors of return intervals for the price model is also demonstrated.

Acoustic emission detection for mass fractions of materials based on wavelet packet technology.

PubMed

Wang, Xianghong; Xiang, Jianjun; Hu, Hongwei; Xie, Wei; Li, Xiongbing

2015-07-01

Materials are often damaged during the process of detecting mass fractions by traditional methods. Acoustic emission (AE) technology combined with wavelet packet analysis is used to evaluate the mass fractions of microcrystalline graphite/polyvinyl alcohol (PVA) composites in this study. Attenuation characteristics of AE signals across the composites with different mass fractions are investigated. The AE signals are decomposed by wavelet packet technology to obtain the relationships between the energy and amplitude attenuation coefficients of feature wavelet packets and mass fractions as well. Furthermore, the relationship is validated by a sample. The larger proportion of microcrystalline graphite will correspond to the higher attenuation of energy and amplitude. The attenuation characteristics of feature wavelet packets with the frequency range from 125 kHz to 171.85 kHz are more suitable for the detection of mass fractions than those of the original AE signals. The error of the mass fraction of microcrystalline graphite calculated by the feature wavelet packet (1.8%) is lower than that of the original signal (3.9%). Therefore, AE detection base on wavelet packet analysis is an ideal NDT method for evaluate mass fractions of composite materials. Copyright © 2015 Elsevier B.V. All rights reserved.

What drives high flow events in the Swiss Alps? Recent developments in wavelet spectral analysis and their application to hydrology

NASA Astrophysics Data System (ADS)

Schaefli, B.; Maraun, D.; Holschneider, M.

2007-12-01

Extreme hydrological events are often triggered by exceptional co-variations of the relevant hydrometeorological processes and in particular by exceptional co-oscillations at various temporal scales. Wavelet and cross wavelet spectral analysis offers promising time-scale resolved analysis methods to detect and analyze such exceptional co-oscillations. This paper presents the state-of-the-art methods of wavelet spectral analysis, discusses related subtleties, potential pitfalls and recently developed solutions to overcome them and shows how wavelet spectral analysis, if combined to a rigorous significance test, can lead to reliable new insights into hydrometeorological processes for real-world applications. The presented methods are applied to detect potentially flood triggering situations in a high Alpine catchment for which a recent re-estimation of design floods encountered significant problems simulating the observed high flows. For this case study, wavelet spectral analysis of precipitation, temperature and discharge offers a powerful tool to help detecting potentially flood producing meteorological situations and to distinguish between different types of floods with respect to the prevailing critical hydrometeorological conditions. This opens very new perspectives for the analysis of model performances focusing on the occurrence and non-occurrence of different types of high flow events. Based on the obtained results, the paper summarizes important recommendations for future applications of wavelet spectral analysis in hydrology.

Effect of spatial averaging on multifractal properties of meteorological time series

NASA Astrophysics Data System (ADS)

Hoffmann, Holger; Baranowski, Piotr; Krzyszczak, Jaromir; Zubik, Monika

2016-04-01

Introduction The process-based models for large-scale simulations require input of agro-meteorological quantities that are often in the form of time series of coarse spatial resolution. Therefore, the knowledge about their scaling properties is fundamental for transferring locally measured fluctuations to larger scales and vice-versa. However, the scaling analysis of these quantities is complicated due to the presence of localized trends and non-stationarities. Here we assess how spatially aggregating meteorological data to coarser resolutions affects the data's temporal scaling properties. While it is known that spatial aggregation may affect spatial data properties (Hoffmann et al., 2015), it is unknown how it affects temporal data properties. Therefore, the objective of this study was to characterize the aggregation effect (AE) with regard to both temporal and spatial input data properties considering scaling properties (i.e. statistical self-similarity) of the chosen agro-meteorological time series through multifractal detrended fluctuation analysis (MFDFA). Materials and Methods Time series coming from years 1982-2011 were spatially averaged from 1 to 10, 25, 50 and 100 km resolution to assess the impact of spatial aggregation. Daily minimum, mean and maximum air temperature (2 m), precipitation, global radiation, wind speed and relative humidity (Zhao et al., 2015) were used. To reveal the multifractal structure of the time series, we used the procedure described in Baranowski et al. (2015). The diversity of the studied multifractals was evaluated by the parameters of time series spectra. In order to analyse differences in multifractal properties to 1 km resolution grids, data of coarser resolutions was disaggregated to 1 km. Results and Conclusions Analysing the spatial averaging on multifractal properties we observed that spatial patterns of the multifractal spectrum (MS) of all meteorological variables differed from 1 km grids and MS-parameters were biased by -29.1 % (precipitation; width of MS) up to >4 % (min. Temperature, Radiation; asymmetry of MS). Also, the spatial variability of MS parameters was strongly affected at the highest aggregation (100 km). Obtained results confirm that spatial data aggregation may strongly affect temporal scaling properties. This should be taken into account when upscaling for large-scale studies. Acknowledgements The study was conducted within FACCE MACSUR. Please see Baranowski et al. (2015) for details on funding. References Baranowski, P., Krzyszczak, J., Sławiński, C. et al. (2015). Climate Research 65, 39-52. Hoffman, H., G. Zhao, L.G.J. Van Bussel et al. (2015). Climate Research 65, 53-69. Zhao, G., Siebert, S., Rezaei E. et al. (2015). Agricultural and Forest Meteorology 200, 156-171.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

NASA Astrophysics Data System (ADS)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127

Element analysis: a wavelet-based method for analysing time-localized events in noisy time series

PubMed Central

2017-01-01

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized ‘events’. Here, these events are taken to be well represented as rescaled and phase-rotated versions of generalized Morse wavelets, a broad family of continuous analytic functions. Analysing a signal composed of replicates of such a function using another Morse wavelet allows one to directly estimate the properties of events from the values of the wavelet transform at its own maxima. The distribution of events in general power-law noise is determined in order to establish significance based on an expected false detection rate. Finally, an expression for an event’s ‘region of influence’ within the wavelet transform permits the formation of a criterion for rejecting spurious maxima due to numerical artefacts or other unsuitable events. Signals can then be reconstructed based on a small number of isolated points on the time/scale plane. This method, termed element analysis, is applied to the identification of long-lived eddy structures in ocean currents as observed by along-track measurements of sea surface elevation from satellite altimetry. PMID:28484325

Scaling and Multifractality in Road Accidental Distances

NASA Astrophysics Data System (ADS)

Qiu, Tian; Wan, Chi; Zou, Xiang-Xiang; Wang, Xiao-Fan

Accidental distance dynamics is investigated, based on the road accidental data of the Great Britain. The distance distribution of all the districts as an ensemble presents a power law tail, which is different from that of the individual district. A universal distribution is found for different districts, by rescaling the distribution functions of individual districts, which can be well fitted by the Weibull distribution. The male and female drivers behave similarly in the distance distribution. The multifractal characteristic is further studied for the individual district and all the districts as an ensemble, and different behaviors are also revealed between them. The accidental distances of the individual district show a weak multifractality, whereas of all the districts present a strong multifractality when taking them as an ensemble.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.

PubMed

Hedayatifar, L; Vahabi, M; Jafari, G R

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

NASA Astrophysics Data System (ADS)

Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Asymmetric statistical features of the Chinese domestic and international gold price fluctuation

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhao, Yingchao; Han, Yan

2015-05-01

Analyzing the statistical features of fluctuation is remarkably significant for financial risk identification and measurement. In this study, the asymmetric detrended fluctuation analysis (A-DFA) method was applied to evaluate asymmetric multifractal scaling behaviors in the Shanghai and New York gold markets. Our findings showed that the multifractal features of the Chinese and international gold spot markets were asymmetric. The gold return series persisted longer in an increasing trend than in a decreasing trend. Moreover, the asymmetric degree of multifractals in the Chinese and international gold markets decreased with the increase in fluctuation range. In addition, the empirical analysis using sliding window technology indicated that multifractal asymmetry in the Chinese and international gold markets was characterized by its time-varying feature. However, the Shanghai and international gold markets basically shared a similar asymmetric degree evolution pattern. The American subprime mortgage crisis (2008) and the European debt crisis (2010) enhanced the asymmetric degree of the multifractal features of the Chinese and international gold markets. Furthermore, we also make statistical tests for the results of multifractatity and asymmetry, and discuss the origin of them. Finally, results of the empirical analysis using the threshold autoregressive conditional heteroskedasticity (TARCH) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models exhibited that good news had a more significant effect on the cyclical fluctuation of the gold market than bad news. Moreover, good news exerted a more significant effect on the Chinese gold market than on the international gold market.

MRS3D: 3D Spherical Wavelet Transform on the Sphere

NASA Astrophysics Data System (ADS)

Lanusse, F.; Rassat, A.; Starck, J.-L.

2011-12-01

Future cosmological surveys will provide 3D large scale structure maps with large sky coverage, for which a 3D Spherical Fourier-Bessel (SFB) analysis is natural. Wavelets are particularly well-suited to the analysis and denoising of cosmological data, but a spherical 3D isotropic wavelet transform does not currently exist to analyse spherical 3D data. We present a new fast Discrete Spherical Fourier-Bessel Transform (DSFBT) based on both a discrete Bessel Transform and the HEALPIX angular pixelisation scheme. We tested the 3D wavelet transform and as a toy-application, applied a denoising algorithm in wavelet space to the Virgo large box cosmological simulations and found we can successfully remove noise without much loss to the large scale structure. The new spherical 3D isotropic wavelet transform, called MRS3D, is ideally suited to analysing and denoising future 3D spherical cosmological surveys; it uses a novel discrete spherical Fourier-Bessel Transform. MRS3D is based on two packages, IDL and Healpix and can be used only if these two packages have been installed.

Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System

NASA Astrophysics Data System (ADS)

Niu, Hongli; Wang, Jun

We establish a financial price process by continuum percolation system, in which we attribute price fluctuations to the investors’ attitudes towards the financial market, and consider the clusters in continuum percolation as the investors share the same investment opinion. We investigate the cross-correlations in two return time series, and analyze the multifractal behaviors in this relationship. Further, we study the corresponding behaviors for the real stock indexes of SSE and HSI as well as the liquid stocks pair of SPD and PAB by comparison. To quantify the multifractality in cross-correlation relationship, we employ multifractal detrended cross-correlation analysis method to perform an empirical research for the simulation data and the real markets data.

Multifractal analysis of the time series of daily means of wind speed in complex regions

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Golay, Jean; Telesca, Luciano; Kanevski, Mikhail

2018-04-01

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time fluctuations of wind speed, which could be more linked with the local conditions of the highly varying topography of Switzerland. Our findings point out to a persistent behaviour of all the measured wind speed series (indicated by a Hurst exponent significantly larger than 0.5), and to a high multifractality degree indicating a relative dominance of the large fluctuations in the dynamics of wind speed, especially in the Swiss plateau, which is comprised between the Jura and Alp mountain ranges. The study represents a contribution to the understanding of the dynamical mechanisms of wind speed variability in mountainous regions.

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

NASA Astrophysics Data System (ADS)

Telesca, Luciano; Lovallo, Michele; Martì Molist, Joan; López Moreno, Carmen; Abella Meléndez, Rafael

2015-02-01

The Multifractal Detrended Fluctuation Analysis (MF-DFA) is an effective method that allows detecting multifractality in non-stationary signals. We applied the MF-DFA to the continuous seismic signal recorded at El Hierro volcano (Canary Islands), which was affected by a submarine monogenetic eruption in October 2011. We investigated the multifractal properties of the continuous seismic signal before the onset of the eruption and after. We analysed three frames of the signal, one measured before the onset of eruption that occurred on October 10, 2011; and two after, but corresponding to two distinct eruptive episodes, the second one started on November 22, 2011 and lasting until late February 2012. The results obtained show a striking difference in the width of the multifractal spectrum, which is generally used to quantify the multifractal degree of a signal: the multifractal spectra of the signal frames recorded during the eruptive episodes are almost identical and much narrower than that of the signal frame measured before the onset of the eruption. Such difference indicates that the seismic signal recorded during the unrest reflects mostly the fracturing of the host rock under the overpressure exerted by the intruding magma, while that corresponding to the eruptive phases was mostly influenced by the flow of magma through the plumbing system, even some fracturing remains, not being possible to distinguish among the two eruptive episodes in terms of rock fracture mechanics.

Wavelet-based spectral finite element dynamic analysis for an axially moving Timoshenko beam

NASA Astrophysics Data System (ADS)

Mokhtari, Ali; Mirdamadi, Hamid Reza; Ghayour, Mostafa

2017-08-01

In this article, wavelet-based spectral finite element (WSFE) model is formulated for time domain and wave domain dynamic analysis of an axially moving Timoshenko beam subjected to axial pretension. The formulation is similar to conventional FFT-based spectral finite element (SFE) model except that Daubechies wavelet basis functions are used for temporal discretization of the governing partial differential equations into a set of ordinary differential equations. The localized nature of Daubechies wavelet basis functions helps to rule out problems of SFE model due to periodicity assumption, especially during inverse Fourier transformation and back to time domain. The high accuracy of WSFE model is then evaluated by comparing its results with those of conventional finite element and SFE results. The effects of moving beam speed and axial tensile force on vibration and wave characteristics, and static and dynamic stabilities of moving beam are investigated.

Nonlinear stratospheric variability: multifractal de-trended fluctuation analysis and singularity spectra

PubMed Central

Domeisen, Daniela I. V.

2016-01-01

Characterizing the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study, the different scaling laws in the long-term stratospheric variability are studied using multifractal de-trended fluctuation analysis (MF-DFA). The analysis is performed comparing four re-analysis products and different realizations of an idealized numerical model, isolating the role of topographic forcing and seasonal variability, as well as the absence of climate teleconnections and small-scale forcing. The Northern Hemisphere (NH) shows a transition of scaling exponents for time scales shorter than about 1 year, for which the variability is multifractal and scales in time with a power law corresponding to a red spectrum, to longer time scales, for which the variability is monofractal and scales in time with a power law corresponding to white noise. Southern Hemisphere (SH) variability also shows a transition at annual scales. The SH also shows a narrower dynamical range in multifractality than the NH, as seen in the generalized Hurst exponent and in the singularity spectra. The numerical integrations show that the models are able to reproduce the low-frequency variability but are not able to fully capture the shorter term variability of the stratosphere. PMID:27493560

Multi-resolution analysis for ear recognition using wavelet features

NASA Astrophysics Data System (ADS)

Shoaib, M.; Basit, A.; Faye, I.

2016-11-01

Security is very important and in order to avoid any physical contact, identification of human when they are moving is necessary. Ear biometric is one of the methods by which a person can be identified using surveillance cameras. Various techniques have been proposed to increase the ear based recognition systems. In this work, a feature extraction method for human ear recognition based on wavelet transforms is proposed. The proposed features are approximation coefficients and specific details of level two after applying various types of wavelet transforms. Different wavelet transforms are applied to find the suitable wavelet. Minimum Euclidean distance is used as a matching criterion. Results achieved by the proposed method are promising and can be used in real time ear recognition system.

Wavelet transforms as solutions of partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zweig, G.

This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuousmore » wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.« less

Influence of urban morphology on total noise pollution: multifractal description.

PubMed

Ariza-Villaverde, Ana B; Jiménez-Hornero, Francisco J; Gutiérrez De Ravé, Eduardo

2014-02-15

Exposure to ambient noise levels above 65 dB can cause public health problems. The spatial distribution of this kind of pollution is linked to various elements which make up the urban form, such as construction density, the existence of open spaces and the shape and physical position of buildings. Since urban morphology displays multifractal behaviour, the present research studies for the first time the relationship between total noise pollution and urban features, such as street width and building height by means of a joint multifractal spectrum in two neighbourhoods of the city of Cordoba (Andalusia, Spain). According to the results, the joint multifractal spectrum reveals a positive correlation between the total noise pollution and the street width to building height ratio, this being more evident when urban morphology is regular. The information provided by the multifractal analysis completes the description obtained by using urban indexes and landscape metrics and might be useful for urban planning once the linkage between both frameworks has been done. Copyright © 2013 Elsevier B.V. All rights reserved.

Wavelet analysis of MR functional data from the cerebellum

NASA Astrophysics Data System (ADS)

Romero Sánchez, Karen; Vásquez Reyes, Marcos A.; González Gómez, Dulce I.; Hidalgo Tobón, Silvia; Hernández López, Javier M.; Dies Suarez, Pilar; Barragán Pérez, Eduardo; De Celis Alonso, Benito

2014-11-01

The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD.

Stationary Wavelet-based Two-directional Two-dimensional Principal Component Analysis for EMG Signal Classification

NASA Astrophysics Data System (ADS)

Ji, Yi; Sun, Shanlin; Xie, Hong-Bo

2017-06-01

Discrete wavelet transform (WT) followed by principal component analysis (PCA) has been a powerful approach for the analysis of biomedical signals. Wavelet coefficients at various scales and channels were usually transformed into a one-dimensional array, causing issues such as the curse of dimensionality dilemma and small sample size problem. In addition, lack of time-shift invariance of WT coefficients can be modeled as noise and degrades the classifier performance. In this study, we present a stationary wavelet-based two-directional two-dimensional principal component analysis (SW2D2PCA) method for the efficient and effective extraction of essential feature information from signals. Time-invariant multi-scale matrices are constructed in the first step. The two-directional two-dimensional principal component analysis then operates on the multi-scale matrices to reduce the dimension, rather than vectors in conventional PCA. Results are presented from an experiment to classify eight hand motions using 4-channel electromyographic (EMG) signals recorded in healthy subjects and amputees, which illustrates the efficiency and effectiveness of the proposed method for biomedical signal analysis.

Analysis of the tennis racket vibrations during forehand drives: Selection of the mother wavelet.

PubMed

Blache, Y; Hautier, C; Lefebvre, F; Djordjevic, A; Creveaux, T; Rogowski, I

2017-08-16

The time-frequency analysis of the tennis racket and hand vibrations is of great interest for discomfort and pathology prevention. This study aimed to (i) to assess the stationarity of the vibratory signal of the racket and hand and (ii) to identify the best mother wavelet to perform future time-frequency analysis, (iii) to determine if the stroke spin, racket characteristics and impact zone can influence the selection of the best mother wavelet. A total of 2364 topspin and flat forehand drives were performed by fourteen male competitive tennis players with six different rackets. One tri-axial and one mono-axial accelerometer were taped on the racket throat and dominant hand respectively. The signal stationarity was tested through the wavelet spectrum test. Eighty-nine mother wavelet were tested to select the best mother wavelet based on continuous and discrete transforms. On average only 25±17%, 2±5%, 5±7% and 27±27% of the signal tested respected the hypothesis of stationarity for the three axes of the racket and the hand respectively. Regarding the two methods for the detection of the best mother wavelet, the Daubechy 45 wavelet presented the highest average ranking. No effect of the stroke spin, racket characteristics and impact zone was observed for the selection of the best mother wavelet. It was concluded that alternative approach to Fast Fourier Transform should be used to interpret tennis vibration signals. In the case where wavelet transform is chosen, the Daubechy 45 mother wavelet appeared to be the most suitable. Copyright © 2017 Elsevier Ltd. All rights reserved.

Wavelet-based tracking of bacteria in unreconstructed off-axis holograms.

PubMed

Marin, Zach; Wallace, J Kent; Nadeau, Jay; Khalil, Andre

2018-03-01

We propose an automated wavelet-based method of tracking particles in unreconstructed off-axis holograms to provide rough estimates of the presence of motion and particle trajectories in digital holographic microscopy (DHM) time series. The wavelet transform modulus maxima segmentation method is adapted and tailored to extract Airy-like diffraction disks, which represent bacteria, from DHM time series. In this exploratory analysis, the method shows potential for estimating bacterial tracks in low-particle-density time series, based on a preliminary analysis of both living and dead Serratia marcescens, and for rapidly providing a single-bit answer to whether a sample chamber contains living or dead microbes or is empty. Copyright © 2017 Elsevier Inc. All rights reserved.

Multi-scale variability and long-range memory in indoor Radon concentrations from Coimbra, Portugal

NASA Astrophysics Data System (ADS)

Donner, Reik V.; Potirakis, Stelios; Barbosa, Susana

2014-05-01

The presence or absence of long-range correlations in the variations of indoor Radon concentrations has recently attracted considerable interest. As a radioactive gas naturally emitted from the ground in certain geological settings, understanding environmental factors controlling Radon concentrations and their dynamics is important for estimating its effect on human health and the efficiency of possible measures for reducing the corresponding exposition. In this work, we re-analyze two high-resolution records of indoor Radon concentrations from Coimbra, Portugal, each of which spans several months of continuous measurements. In order to evaluate the presence of long-range correlations and fractal scaling, we utilize a multiplicity of complementary methods, including power spectral analysis, ARFIMA modeling, classical and multi-fractal detrended fluctuation analysis, and two different estimators of the signals' fractal dimensions. Power spectra and fluctuation functions reveal some complex behavior with qualitatively different properties on different time-scales: white noise in the high-frequency part, indications of some long-range correlated process dominating time scales of several hours to days, and pronounced low-frequency variability associated with tidal and/or meteorological forcing. In order to further decompose these different scales of variability, we apply two different approaches. On the one hand, applying multi-resolution analysis based on the discrete wavelet transform allows separately studying contributions on different time scales and characterize their specific correlation and scaling properties. On the other hand, singular system analysis (SSA) provides a reconstruction of the essential modes of variability. Specifically, by considering only the first leading SSA modes, we achieve an efficient de-noising of our environmental signals, highlighting the low-frequency variations together with some distinct scaling on sub-daily time-scales resembling the properties of a long-range correlated process.

Wavelet-based image analysis system for soil texture analysis

NASA Astrophysics Data System (ADS)

Sun, Yun; Long, Zhiling; Jang, Ping-Rey; Plodinec, M. John

2003-05-01

Soil texture is defined as the relative proportion of clay, silt and sand found in a given soil sample. It is an important physical property of soil that affects such phenomena as plant growth and agricultural fertility. Traditional methods used to determine soil texture are either time consuming (hydrometer), or subjective and experience-demanding (field tactile evaluation). Considering that textural patterns observed at soil surfaces are uniquely associated with soil textures, we propose an innovative approach to soil texture analysis, in which wavelet frames-based features representing texture contents of soil images are extracted and categorized by applying a maximum likelihood criterion. The soil texture analysis system has been tested successfully with an accuracy of 91% in classifying soil samples into one of three general categories of soil textures. In comparison with the common methods, this wavelet-based image analysis approach is convenient, efficient, fast, and objective.

Alcoholism detection in magnetic resonance imaging by Haar wavelet transform and back propagation neural network

NASA Astrophysics Data System (ADS)

Yu, Yali; Wang, Mengxia; Lima, Dimas

2018-04-01

In order to develop a novel alcoholism detection method, we proposed a magnetic resonance imaging (MRI)-based computer vision approach. We first use contrast equalization to increase the contrast of brain slices. Then, we perform Haar wavelet transform and principal component analysis. Finally, we use back propagation neural network (BPNN) as the classification tool. Our method yields a sensitivity of 81.71±4.51%, a specificity of 81.43±4.52%, and an accuracy of 81.57±2.18%. The Haar wavelet gives better performance than db4 wavelet and sym3 wavelet.

Directional dual-tree rational-dilation complex wavelet transform.

PubMed

Serbes, Gorkem; Gulcur, Halil Ozcan; Aydin, Nizamettin

2014-01-01

Dyadic discrete wavelet transform (DWT) has been used successfully in processing signals having non-oscillatory transient behaviour. However, due to the low Q-factor property of their wavelet atoms, the dyadic DWT is less effective in processing oscillatory signals such as embolic signals (ESs). ESs are extracted from quadrature Doppler signals, which are the output of Doppler ultrasound systems. In order to process ESs, firstly, a pre-processing operation known as phase filtering for obtaining directional signals from quadrature Doppler signals must be employed. Only then, wavelet based methods can be applied to these directional signals for further analysis. In this study, a directional dual-tree rational-dilation complex wavelet transform, which can be applied directly to quadrature signals and has the ability of extracting directional information during analysis, is introduced.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Espinosa-Paredes, Gilberto; Prieto-Guerrero, Alfonso; Nunez-Carrera, Alejandro

This paper introduces a wavelet-based method to analyze instability events in a boiling water reactor (BWR) during transient phenomena. The methodology to analyze BWR signals includes the following: (a) the short-time Fourier transform (STFT) analysis, (b) decomposition using the continuous wavelet transform (CWT), and (c) application of multiresolution analysis (MRA) using discrete wavelet transform (DWT). STFT analysis permits the study, in time, of the spectral content of analyzed signals. The CWT provides information about ruptures, discontinuities, and fractal behavior. To detect these important features in the signal, a mother wavelet has to be chosen and applied at several scales tomore » obtain optimum results. MRA allows fast implementation of the DWT. Features like important frequencies, discontinuities, and transients can be detected with analysis at different levels of detail coefficients. The STFT was used to provide a comparison between a classic method and the wavelet-based method. The damping ratio, which is an important stability parameter, was calculated as a function of time. The transient behavior can be detected by analyzing the maximum contained in detail coefficients at different levels in the signal decomposition. This method allows analysis of both stationary signals and highly nonstationary signals in the timescale plane. This methodology has been tested with the benchmark power instability event of Laguna Verde nuclear power plant (NPP) Unit 1, which is a BWR-5 NPP.« less

Use of the Morlet mother wavelet in the frequency-scale domain decomposition technique for the modal identification of ambient vibration responses

NASA Astrophysics Data System (ADS)

Le, Thien-Phu

2017-10-01

The frequency-scale domain decomposition technique has recently been proposed for operational modal analysis. The technique is based on the Cauchy mother wavelet. In this paper, the approach is extended to the Morlet mother wavelet, which is very popular in signal processing due to its superior time-frequency localization. Based on the regressive form and an appropriate norm of the Morlet mother wavelet, the continuous wavelet transform of the power spectral density of ambient responses enables modes in the frequency-scale domain to be highlighted. Analytical developments first demonstrate the link between modal parameters and the local maxima of the continuous wavelet transform modulus. The link formula is then used as the foundation of the proposed modal identification method. Its practical procedure, combined with the singular value decomposition algorithm, is presented step by step. The proposition is finally verified using numerical examples and a laboratory test.

Climate and weather across scales: singularities and stochastic Levy-Clifford algebra

NASA Astrophysics Data System (ADS)

Schertzer, Daniel; Tchiguirinskaia, Ioulia

2016-04-01

There have been several attempts to understand and simulate the fluctuations of weather and climate across scales. Beyond mono/uni-scaling approaches (e.g. using spectral analysis), this was done with the help of multifractal techniques that aim to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations of these equations (Royer et al., 2008, Lovejoy and Schertzer, 2013). However, these techniques were limited to deal with scalar fields, instead of dealing directly with a system of complex interactions and non trivial symmetries. The latter is unfortunately indispensable to answer to the challenging question of being able to assess the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013) or to fully address the question of the relevance of quasi-geostrophic turbulence and to define an effective, fractal dimension of the atmospheric motions (Schertzer et al., 2012). In this talk, we present a plausible candidate based on the combination of Lévy stable processes and Clifford algebra. Together they combine stochastic and structural properties that are strongly universal. They therefore define with the help of a few physically meaningful parameters a wide class of stochastic symmetries, as well as high dimensional vector- or manifold-valued fields respecting these symmetries (Schertzer and Tchiguirinskaia, 2015). Lovejoy, S. & Schertzer, D., 2013. The Weather and Climate: Emergent Laws and Multifractal Cascades. Cambridge U.K. Cambridge Univeristy Press. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.81-83. Royer, J.F. et al., 2008. Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario. C.R. Geoscience, 340(431-440). Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327-336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra. Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p.123127.

Fractal and Multifractal Analysis of Human Gait

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, A.; del Río Correa, J. L.; Angulo-Brown, F.

2003-09-01

We carried out a fractal and multifractal analysis of human gait time series of young and old individuals, and adults with three illnesses that affect the march: The Parkinson's and Huntington's diseases and the amyotrophic lateral sclerosis (ALS). We obtained cumulative plots of events, the correlation function, the Hurst exponent and the Higuchi's fractal dimension of these time series and found that these fractal markers could be a factor to characterize the march, since we obtained different values of these quantities for youths and adults and they are different also for healthy and ill persons and the most anomalous values belong to ill persons. In other physiological signals there is complexity lost related with the age and the illness, in the case of the march the opposite occurs. The multifractal analysis could be also a useful tool to understand the dynamics of these and other complex systems.

Target Identification Using Harmonic Wavelet Based ISAR Imaging

NASA Astrophysics Data System (ADS)

Shreyamsha Kumar, B. K.; Prabhakar, B.; Suryanarayana, K.; Thilagavathi, V.; Rajagopal, R.

2006-12-01

A new approach has been proposed to reduce the computations involved in the ISAR imaging, which uses harmonic wavelet-(HW) based time-frequency representation (TFR). Since the HW-based TFR falls into a category of nonparametric time-frequency (T-F) analysis tool, it is computationally efficient compared to parametric T-F analysis tools such as adaptive joint time-frequency transform (AJTFT), adaptive wavelet transform (AWT), and evolutionary AWT (EAWT). Further, the performance of the proposed method of ISAR imaging is compared with the ISAR imaging by other nonparametric T-F analysis tools such as short-time Fourier transform (STFT) and Choi-Williams distribution (CWD). In the ISAR imaging, the use of HW-based TFR provides similar/better results with significant (92%) computational advantage compared to that obtained by CWD. The ISAR images thus obtained are identified using a neural network-based classification scheme with feature set invariant to translation, rotation, and scaling.

The complexity of the HANG SENG Index and its constituencies during the 2007-2008 Great Recession

NASA Astrophysics Data System (ADS)

Argyroudis, G.; Siokis, F.

2018-04-01

We apply the multifractal detrended moving average (MF-DMA) procedure to the daily data from HANG SENG Index (HSI) and two sub-indices, the Properties Index which consists of 10 Real Estate Companies and the Finance Index with 12 companies respectively. Two major events are considered: the 2007 and the 1997 crises. Based on scaling exponents and the singularity spectrum analysis, we show that both events reveal multiscaling and the results are robust across different indices. Furthermore, by dividing the data into two equal sub-samples for prior and after the crisis periods, we reveal that for the 2007-2008 crisis, the complexity of the HSI and Properties index remain the same between periods, while for the Finance Index, the after crisis period exhibits richer multifractality and higher complexity. Especially for the Properties Index, the results indicate that the Real Estate sector was not affected as much, by the transitory shocks of the Great Recession. As for the 1997 event, the HS Index is impacted greatly in the after period crisis exhibiting higher degree of multifractality and heterogeneity.

Cloud-scale genomic signals processing classification analysis for gene expression microarray data.

PubMed

Harvey, Benjamin; Soo-Yeon Ji

2014-01-01

As microarray data available to scientists continues to increase in size and complexity, it has become overwhelmingly important to find multiple ways to bring inference though analysis of DNA/mRNA sequence data that is useful to scientists. Though there have been many attempts to elucidate the issue of bringing forth biological inference by means of wavelet preprocessing and classification, there has not been a research effort that focuses on a cloud-scale classification analysis of microarray data using Wavelet thresholding in a Cloud environment to identify significantly expressed features. This paper proposes a novel methodology that uses Wavelet based Denoising to initialize a threshold for determination of significantly expressed genes for classification. Additionally, this research was implemented and encompassed within cloud-based distributed processing environment. The utilization of Cloud computing and Wavelet thresholding was used for the classification 14 tumor classes from the Global Cancer Map (GCM). The results proved to be more accurate than using a predefined p-value for differential expression classification. This novel methodology analyzed Wavelet based threshold features of gene expression in a Cloud environment, furthermore classifying the expression of samples by analyzing gene patterns, which inform us of biological processes. Moreover, enabling researchers to face the present and forthcoming challenges that may arise in the analysis of data in functional genomics of large microarray datasets.

A new multiscale noise tuning stochastic resonance for enhanced fault diagnosis in wind turbine drivetrains

NASA Astrophysics Data System (ADS)

Hu, Bingbing; Li, Bing

2016-02-01

It is very difficult to detect weak fault signatures due to the large amount of noise in a wind turbine system. Multiscale noise tuning stochastic resonance (MSTSR) has proved to be an effective way to extract weak signals buried in strong noise. However, the MSTSR method originally based on discrete wavelet transform (DWT) has disadvantages such as shift variance and the aliasing effects in engineering application. In this paper, the dual-tree complex wavelet transform (DTCWT) is introduced into the MSTSR method, which makes it possible to further improve the system output signal-to-noise ratio and the accuracy of fault diagnosis by the merits of DTCWT (nearly shift invariant and reduced aliasing effects). Moreover, this method utilizes the relationship between the two dual-tree wavelet basis functions, instead of matching the single wavelet basis function to the signal being analyzed, which may speed up the signal processing and be employed in on-line engineering monitoring. The proposed method is applied to the analysis of bearing outer ring and shaft coupling vibration signals carrying fault information. The results confirm that the method performs better in extracting the fault features than the original DWT-based MSTSR, the wavelet transform with post spectral analysis, and EMD-based spectral analysis methods.

Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

NASA Astrophysics Data System (ADS)

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Mensi, Walid; Kumar, Ronald Ravinesh

2017-04-01

This study examines the power law properties of 11 US credit and stock markets at the industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA) to first investigate the relative efficiency of credit and stock markets and then evaluate the mutual interdependence between CDS-equity market pairs. The scaling exponents of the MF-DFA approach suggest that CDS markets are relatively more inefficient than their equity counterparts. However, Banks and Financial credit markets are relatively more efficient. Basic Materials (both CDS and equity indices) is the most inefficient sector of the US economy. The cross-correlation exponents obtained through MF-DXA also suggest that the relationship of the CDS and equity sectors within and across markets is multifractal for all pairs. Within the CDS market, Basic Materials is the most dependent sector, whereas equity market sectors can be divided into two distinct groups based on interdependence. The pair-wise dependence between Basic Materials sector CDSs and the equity index is also the highest. The degree of cross-correlation shows that the sectoral pairs of CDS and equity markets belong to a persistent cross-correlated series within selected time intervals.

Digital transceiver implementation for wavelet packet modulation

NASA Astrophysics Data System (ADS)

Lindsey, Alan R.; Dill, Jeffrey C.

1998-03-01

Current transceiver designs for wavelet-based communication systems are typically reliant on analog waveform synthesis, however, digital processing is an important part of the eventual success of these techniques. In this paper, a transceiver implementation is introduced for the recently introduced wavelet packet modulation scheme which moves the analog processing as far as possible toward the antenna. The transceiver is based on the discrete wavelet packet transform which incorporates level and node parameters for generalized computation of wavelet packets. In this transform no particular structure is imposed on the filter bank save dyadic branching, and a maximum level which is specified a priori and dependent mainly on speed and/or cost considerations. The transmitter/receiver structure takes a binary sequence as input and, based on the desired time- frequency partitioning, processes the signal through demultiplexing, synthesis, analysis, multiplexing and data determination completely in the digital domain - with exception of conversion in and out of the analog domain for transmission.

European economies in crisis: A multifractal analysis of disruptive economic events and the effects of financial assistance

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

2014-02-01

We analyze the complexity of rare economic events in troubled European economies. The economic crisis initiated at the end of 2009, forced a number of European economies to request financial assistance from world organizations. By employing the stock market index as a leading indicator of the economic activity, we test whether the financial assistance programs altered the statistical properties of the index. The effects of major financial program agreements on the economies can be best illustrated by the comparison of the multifractal spectra of the time series before and after the agreement. We reveal that the returns of the time series exhibit strong multifractal properties for all periods under investigation. In two of the three investigated economies, financial assistance along with governments’ initiatives appear to have altered the statistical properties of the stock market indexes increasing the width of the multifractal spectra and thus the complexity of the market.

Classification of arterial and venous cerebral vasculature based on wavelet postprocessing of CT perfusion data.

PubMed

Havla, Lukas; Schneider, Moritz J; Thierfelder, Kolja M; Beyer, Sebastian E; Ertl-Wagner, Birgit; Reiser, Maximilian F; Sommer, Wieland H; Dietrich, Olaf

2016-02-01

The purpose of this study was to propose and evaluate a new wavelet-based technique for classification of arterial and venous vessels using time-resolved cerebral CT perfusion data sets. Fourteen consecutive patients (mean age 73 yr, range 17-97) with suspected stroke but no pathology in follow-up MRI were included. A CT perfusion scan with 32 dynamic phases was performed during intravenous bolus contrast-agent application. After rigid-body motion correction, a Paul wavelet (order 1) was used to calculate voxelwise the wavelet power spectrum (WPS) of each attenuation-time course. The angiographic intensity A was defined as the maximum of the WPS, located at the coordinates T (time axis) and W (scale/width axis) within the WPS. Using these three parameters (A, T, W) separately as well as combined by (1) Fisher's linear discriminant analysis (FLDA), (2) logistic regression (LogR) analysis, or (3) support vector machine (SVM) analysis, their potential to classify 18 different arterial and venous vessel segments per subject was evaluated. The best vessel classification was obtained using all three parameters A and T and W [area under the curve (AUC): 0.953 with FLDA and 0.957 with LogR or SVM]. In direct comparison, the wavelet-derived parameters provided performance at least equal to conventional attenuation-time-course parameters. The maximum AUC obtained from the proposed wavelet parameters was slightly (although not statistically significantly) higher than the maximum AUC (0.945) obtained from the conventional parameters. A new method to classify arterial and venous cerebral vessels with high statistical accuracy was introduced based on the time-domain wavelet transform of dynamic CT perfusion data in combination with linear or nonlinear multidimensional classification techniques.

Statistical analysis of Geopotential Height (GH) timeseries based on Tsallis non-extensive statistical mechanics

NASA Astrophysics Data System (ADS)

Karakatsanis, L. P.; Iliopoulos, A. C.; Pavlos, E. G.; Pavlos, G. P.

2018-02-01

In this paper, we perform statistical analysis of time series deriving from Earth's climate. The time series are concerned with Geopotential Height (GH) and correspond to temporal and spatial components of the global distribution of month average values, during the period (1948-2012). The analysis is based on Tsallis non-extensive statistical mechanics and in particular on the estimation of Tsallis' q-triplet, namely {qstat, qsens, qrel}, the reconstructed phase space and the estimation of correlation dimension and the Hurst exponent of rescaled range analysis (R/S). The deviation of Tsallis q-triplet from unity indicates non-Gaussian (Tsallis q-Gaussian) non-extensive character with heavy tails probability density functions (PDFs), multifractal behavior and long range dependences for all timeseries considered. Also noticeable differences of the q-triplet estimation found in the timeseries at distinct local or temporal regions. Moreover, in the reconstructive phase space revealed a lower-dimensional fractal set in the GH dynamical phase space (strong self-organization) and the estimation of Hurst exponent indicated multifractality, non-Gaussianity and persistence. The analysis is giving significant information identifying and characterizing the dynamical characteristics of the earth's climate.

Improved medical image fusion based on cascaded PCA and shift invariant wavelet transforms.

PubMed

Reena Benjamin, J; Jayasree, T

2018-02-01

In the medical field, radiologists need more informative and high-quality medical images to diagnose diseases. Image fusion plays a vital role in the field of biomedical image analysis. It aims to integrate the complementary information from multimodal images, producing a new composite image which is expected to be more informative for visual perception than any of the individual input images. The main objective of this paper is to improve the information, to preserve the edges and to enhance the quality of the fused image using cascaded principal component analysis (PCA) and shift invariant wavelet transforms. A novel image fusion technique based on cascaded PCA and shift invariant wavelet transforms is proposed in this paper. PCA in spatial domain extracts relevant information from the large dataset based on eigenvalue decomposition, and the wavelet transform operating in the complex domain with shift invariant properties brings out more directional and phase details of the image. The significance of maximum fusion rule applied in dual-tree complex wavelet transform domain enhances the average information and morphological details. The input images of the human brain of two different modalities (MRI and CT) are collected from whole brain atlas data distributed by Harvard University. Both MRI and CT images are fused using cascaded PCA and shift invariant wavelet transform method. The proposed method is evaluated based on three main key factors, namely structure preservation, edge preservation, contrast preservation. The experimental results and comparison with other existing fusion methods show the superior performance of the proposed image fusion framework in terms of visual and quantitative evaluations. In this paper, a complex wavelet-based image fusion has been discussed. The experimental results demonstrate that the proposed method enhances the directional features as well as fine edge details. Also, it reduces the redundant details, artifacts, distortions.

Short-term data forecasting based on wavelet transformation and chaos theory

NASA Astrophysics Data System (ADS)

Wang, Yi; Li, Cunbin; Zhang, Liang

2017-09-01

A sketch of wavelet transformation and its application was given. Concerning the characteristics of time sequence, Haar wavelet was used to do data reduction. After processing, the effect of “data nail” on forecasting was reduced. Chaos theory was also introduced, a new chaos time series forecasting flow based on wavelet transformation was proposed. The largest Lyapunov exponent was larger than zero from small data sets, it verified the data change behavior still met chaotic behavior. Based on this, chaos time series to forecast short-term change behavior could be used. At last, the example analysis of the price from a real electricity market showed that the forecasting method increased the precision of the forecasting more effectively and steadily.

Wavelet-based clustering of resting state MRI data in the rat.

PubMed

Medda, Alessio; Hoffmann, Lukas; Magnuson, Matthew; Thompson, Garth; Pan, Wen-Ju; Keilholz, Shella

2016-01-01

While functional connectivity has typically been calculated over the entire length of the scan (5-10min), interest has been growing in dynamic analysis methods that can detect changes in connectivity on the order of cognitive processes (seconds). Previous work with sliding window correlation has shown that changes in functional connectivity can be observed on these time scales in the awake human and in anesthetized animals. This exciting advance creates a need for improved approaches to characterize dynamic functional networks in the brain. Previous studies were performed using sliding window analysis on regions of interest defined based on anatomy or obtained from traditional steady-state analysis methods. The parcellation of the brain may therefore be suboptimal, and the characteristics of the time-varying connectivity between regions are dependent upon the length of the sliding window chosen. This manuscript describes an algorithm based on wavelet decomposition that allows data-driven clustering of voxels into functional regions based on temporal and spectral properties. Previous work has shown that different networks have characteristic frequency fingerprints, and the use of wavelets ensures that both the frequency and the timing of the BOLD fluctuations are considered during the clustering process. The method was applied to resting state data acquired from anesthetized rats, and the resulting clusters agreed well with known anatomical areas. Clusters were highly reproducible across subjects. Wavelet cross-correlation values between clusters from a single scan were significantly higher than the values from randomly matched clusters that shared no temporal information, indicating that wavelet-based analysis is sensitive to the relationship between areas. Copyright © 2015 Elsevier Inc. All rights reserved.

Ultrasonic test of resistance spot welds based on wavelet package analysis.

PubMed

Liu, Jing; Xu, Guocheng; Gu, Xiaopeng; Zhou, Guanghao

2015-02-01

In this paper, ultrasonic test of spot welds for stainless steel sheets has been studied. It is indicated that traditional ultrasonic signal analysis in either time domain or frequency domain remains inadequate to evaluate the nugget diameter of spot welds. However, the method based on wavelet package analysis in time-frequency domain can easily distinguish the nugget from the corona bond by extracting high-frequency signals in different positions of spot welds, thereby quantitatively evaluating the nugget diameter. The results of ultrasonic test fit the actual measured value well. Mean value of normal distribution of error statistics is 0.00187, and the standard deviation is 0.1392. Furthermore, the quality of spot welds was evaluated, and it is showed ultrasonic nondestructive test based on wavelet packet analysis can be used to evaluate the quality of spot welds, and it is more reliable than single tensile destructive test. Copyright © 2014 Elsevier B.V. All rights reserved.

Centrifugal compressor surge detecting method based on wavelet analysis of unsteady pressure fluctuations in typical stages

NASA Astrophysics Data System (ADS)

Izmaylov, R.; Lebedev, A.

2015-08-01

Centrifugal compressors are complex energy equipment. Automotive control and protection system should meet the requirements: of operation reliability and durability. In turbocompressors there are at least two dangerous areas: surge and rotating stall. Antisurge protecting systems usually use parametric or feature methods. As a rule industrial system are parametric. The main disadvantages of anti-surge parametric systems are difficulties in mass flow measurements in natural gas pipeline compressor. The principal idea of feature method is based on the experimental fact: as a rule just before the onset of surge rotating or precursor stall established in compressor. In this case the problem consists in detecting of unsteady pressure or velocity fluctuations characteristic signals. Wavelet analysis is the best method for detecting onset of rotating stall in spite of high level of spurious signals (rotating wakes, turbulence, etc.). This method is compatible with state of the art DSP systems of industrial control. Examples of wavelet analysis application for detecting onset of rotating stall in typical stages centrifugal compressor are presented. Experimental investigations include unsteady pressure measurement and sophisticated data acquisition system. Wavelet transforms used biorthogonal wavelets in Mathlab systems.

Rank Determination of Mental Functions by 1D Wavelets and Partial Correlation.

PubMed

Karaca, Y; Aslan, Z; Cattani, C; Galletta, D; Zhang, Y

2017-01-01

The main aim of this paper is to classify mental functions by the Wechsler Adult Intelligence Scale-Revised tests with a mixed method based on wavelets and partial correlation. The Wechsler Adult Intelligence Scale-Revised is a widely used test designed and applied for the classification of the adults cognitive skills in a comprehensive manner. In this paper, many different intellectual profiles have been taken into consideration to measure the relationship between the mental functioning and psychological disorder. We propose a method based on wavelets and correlation analysis for classifying mental functioning, by the analysis of some selected parameters measured by the Wechsler Adult Intelligence Scale-Revised tests. In particular, 1-D Continuous Wavelet Analysis, 1-D Wavelet Coefficient Method and Partial Correlation Method have been analyzed on some Wechsler Adult Intelligence Scale-Revised parameters such as School Education, Gender, Age, Performance Information Verbal and Full Scale Intelligence Quotient. In particular, we will show that gender variable has a negative but a significant role on age and Performance Information Verbal factors. The age parameters also has a significant relation in its role on Performance Information Verbal and Full Scale Intelligence Quotient change.

Highly efficient codec based on significance-linked connected-component analysis of wavelet coefficients

NASA Astrophysics Data System (ADS)

Chai, Bing-Bing; Vass, Jozsef; Zhuang, Xinhua

1997-04-01

Recent success in wavelet coding is mainly attributed to the recognition of importance of data organization. There has been several very competitive wavelet codecs developed, namely, Shapiro's Embedded Zerotree Wavelets (EZW), Servetto et. al.'s Morphological Representation of Wavelet Data (MRWD), and Said and Pearlman's Set Partitioning in Hierarchical Trees (SPIHT). In this paper, we propose a new image compression algorithm called Significant-Linked Connected Component Analysis (SLCCA) of wavelet coefficients. SLCCA exploits both within-subband clustering of significant coefficients and cross-subband dependency in significant fields. A so-called significant link between connected components is designed to reduce the positional overhead of MRWD. In addition, the significant coefficients' magnitude are encoded in bit plane order to match the probability model of the adaptive arithmetic coder. Experiments show that SLCCA outperforms both EZW and MRWD, and is tied with SPIHT. Furthermore, it is observed that SLCCA generally has the best performance on images with large portion of texture. When applied to fingerprint image compression, it outperforms FBI's wavelet scalar quantization by about 1 dB.

Temporal scaling and spatial statistical analyses of groundwater level fluctuations

NASA Astrophysics Data System (ADS)

Sun, H.; Yuan, L., Sr.; Zhang, Y.

2017-12-01

Natural dynamics such as groundwater level fluctuations can exhibit multifractionality and/or multifractality due likely to multi-scale aquifer heterogeneity and controlling factors, whose statistics requires efficient quantification methods. This study explores multifractionality and non-Gaussian properties in groundwater dynamics expressed by time series of daily level fluctuation at three wells located in the lower Mississippi valley, after removing the seasonal cycle in the temporal scaling and spatial statistical analysis. First, using the time-scale multifractional analysis, a systematic statistical method is developed to analyze groundwater level fluctuations quantified by the time-scale local Hurst exponent (TS-LHE). Results show that the TS-LHE does not remain constant, implying the fractal-scaling behavior changing with time and location. Hence, we can distinguish the potentially location-dependent scaling feature, which may characterize the hydrology dynamic system. Second, spatial statistical analysis shows that the increment of groundwater level fluctuations exhibits a heavy tailed, non-Gaussian distribution, which can be better quantified by a Lévy stable distribution. Monte Carlo simulations of the fluctuation process also show that the linear fractional stable motion model can well depict the transient dynamics (i.e., fractal non-Gaussian property) of groundwater level, while fractional Brownian motion is inadequate to describe natural processes with anomalous dynamics. Analysis of temporal scaling and spatial statistics therefore may provide useful information and quantification to understand further the nature of complex dynamics in hydrology.

Application of ECT inspection to the first wall of a fusion reactor with wavelet analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, G.; Yoshida, Y.; Miya, K.

1994-12-31

The first wall of a fusion reactor will be subjected to intensive loads during fusion operations. Since these loads may cause defects in the first wall, nondestructive evaluation techniques of the first wall should be developed. In this paper, we try to apply eddy current testing (ECT) technique to the inspection of the first wall. A method based on current vector potential and wavelet analysis is proposed. Owing to the use of wavelet analysis, a new theory developed recently, the accuracy of the present method is shown to be better than a conventional one.

Reduced-Order Modeling and Wavelet Analysis of Turbofan Engine Structural Response Due to Foreign Object Damage (FOD) Events

NASA Technical Reports Server (NTRS)

Turso, James; Lawrence, Charles; Litt, Jonathan

2004-01-01

The development of a wavelet-based feature extraction technique specifically targeting FOD-event induced vibration signal changes in gas turbine engines is described. The technique performs wavelet analysis of accelerometer signals from specified locations on the engine and is shown to be robust in the presence of significant process and sensor noise. It is envisioned that the technique will be combined with Kalman filter thermal/health parameter estimation for FOD-event detection via information fusion from these (and perhaps other) sources. Due to the lack of high-frequency FOD-event test data in the open literature, a reduced-order turbofan structural model (ROM) was synthesized from a finite element model modal analysis to support the investigation. In addition to providing test data for algorithm development, the ROM is used to determine the optimal sensor location for FOD-event detection. In the presence of significant noise, precise location of the FOD event in time was obtained using the developed wavelet-based feature.

Reduced-Order Modeling and Wavelet Analysis of Turbofan Engine Structural Response Due to Foreign Object Damage "FOD" Events

NASA Technical Reports Server (NTRS)

Turso, James A.; Lawrence, Charles; Litt, Jonathan S.

2007-01-01

The development of a wavelet-based feature extraction technique specifically targeting FOD-event induced vibration signal changes in gas turbine engines is described. The technique performs wavelet analysis of accelerometer signals from specified locations on the engine and is shown to be robust in the presence of significant process and sensor noise. It is envisioned that the technique will be combined with Kalman filter thermal/ health parameter estimation for FOD-event detection via information fusion from these (and perhaps other) sources. Due to the lack of high-frequency FOD-event test data in the open literature, a reduced-order turbofan structural model (ROM) was synthesized from a finite-element model modal analysis to support the investigation. In addition to providing test data for algorithm development, the ROM is used to determine the optimal sensor location for FOD-event detection. In the presence of significant noise, precise location of the FOD event in time was obtained using the developed wavelet-based feature.

Singularity analysis based on wavelet transform of fractal measures for identifying geochemical anomaly in mineral exploration

NASA Astrophysics Data System (ADS)

Chen, Guoxiong; Cheng, Qiuming

2016-02-01

Multi-resolution and scale-invariance have been increasingly recognized as two closely related intrinsic properties endowed in geofields such as geochemical and geophysical anomalies, and they are commonly investigated by using multiscale- and scaling-analysis methods. In this paper, the wavelet-based multiscale decomposition (WMD) method was proposed to investigate the multiscale natures of geochemical pattern from large scale to small scale. In the light of the wavelet transformation of fractal measures, we demonstrated that the wavelet approximation operator provides a generalization of box-counting method for scaling analysis of geochemical patterns. Specifically, the approximation coefficient acts as the generalized density-value in density-area fractal modeling of singular geochemical distributions. Accordingly, we presented a novel local singularity analysis (LSA) using the WMD algorithm which extends the conventional moving averaging to a kernel-based operator for implementing LSA. Finally, the novel LSA was validated using a case study dealing with geochemical data (Fe2O3) in stream sediments for mineral exploration in Inner Mongolia, China. In comparison with the LSA implemented using the moving averaging method the novel LSA using WMD identified improved weak geochemical anomalies associated with mineralization in covered area.

A quality quantitative method of silicon direct bonding based on wavelet image analysis

NASA Astrophysics Data System (ADS)

Tan, Xiao; Tao, Zhi; Li, Haiwang; Xu, Tiantong; Yu, Mingxing

2018-04-01

The rapid development of MEMS (micro-electro-mechanical systems) has received significant attention from researchers in various fields and subjects. In particular, the MEMS fabrication process is elaborate and, as such, has been the focus of extensive research inquiries. However, in MEMS fabrication, component bonding is difficult to achieve and requires a complex approach. Thus, improvements in bonding quality are relatively important objectives. A higher quality bond can only be achieved with improved measurement and testing capabilities. In particular, the traditional testing methods mainly include infrared testing, tensile testing, and strength testing, despite the fact that using these methods to measure bond quality often results in low efficiency or destructive analysis. Therefore, this paper focuses on the development of a precise, nondestructive visual testing method based on wavelet image analysis that is shown to be highly effective in practice. The process of wavelet image analysis includes wavelet image denoising, wavelet image enhancement, and contrast enhancement, and as an end result, can display an image with low background noise. In addition, because the wavelet analysis software was developed with MATLAB, it can reveal the bonding boundaries and bonding rates to precisely indicate the bond quality at all locations on the wafer. This work also presents a set of orthogonal experiments that consist of three prebonding factors, the prebonding temperature, the positive pressure value and the prebonding time, which are used to analyze the prebonding quality. This method was used to quantify the quality of silicon-to-silicon wafer bonding, yielding standard treatment quantities that could be practical for large-scale use.

Evaluating the Efficacy of Wavelet Configurations on Turbulent-Flow Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Shaomeng; Gruchalla, Kenny; Potter, Kristin

2015-10-25

I/O is increasingly becoming a significant constraint for simulation codes and visualization tools on modern supercomputers. Data compression is an attractive workaround, and, in particular, wavelets provide a promising solution. However, wavelets can be applied in multiple configurations, and the variations in configuration impact accuracy, storage cost, and execution time. While the variation in these factors over wavelet configurations have been explored in image processing, they are not well understood for visualization and analysis of scientific data. To illuminate this issue, we evaluate multiple wavelet configurations on turbulent-flow data. Our approach is to repeat established analysis routines on uncompressed andmore » lossy-compressed versions of a data set, and then quantitatively compare their outcomes. Our findings show that accuracy varies greatly based on wavelet configuration, while storage cost and execution time vary less. Overall, our study provides new insights for simulation analysts and visualization experts, who need to make tradeoffs between accuracy, storage cost, and execution time.« less

Texture Analysis of Recurrence Plots Based on Wavelets and PSO for Laryngeal Pathologies Detection.

PubMed

Souza, Taciana A; Vieira, Vinícius J D; Correia, Suzete E N; Costa, Silvana L N C; de A Costa, Washington C; Souza, Micael A

2015-01-01

This paper deals with the discrimination between healthy and pathological speech signals using recurrence plots and wavelet transform with texture features. Approximation and detail coefficients are obtained from the recurrence plots using Haar wavelet transform, considering one decomposition level. The considered laryngeal pathologies are: paralysis, Reinke's edema and nodules. Accuracy rates above 86% were obtained by means of the employed method.

Heart Rate Variability and Wavelet-based Studies on ECG Signals from Smokers and Non-smokers

NASA Astrophysics Data System (ADS)

Pal, K.; Goel, R.; Champaty, B.; Samantray, S.; Tibarewala, D. N.

2013-12-01

The current study deals with the heart rate variability (HRV) and wavelet-based ECG signal analysis of smokers and non-smokers. The results of HRV indicated dominance towards the sympathetic nervous system activity in smokers. The heart rate was found to be higher in case of smokers as compared to non-smokers ( p < 0.05). The frequency domain analysis showed an increase in the LF and LF/HF components with a subsequent decrease in the HF component. The HRV features were analyzed for classification of the smokers from the non-smokers. The results indicated that when RMSSD, SD1 and RR-mean features were used concurrently a classification efficiency of > 90 % was achieved. The wavelet decomposition of the ECG signal was done using the Daubechies (db 6) wavelet family. No difference was observed between the smokers and non-smokers which apparently suggested that smoking does not affect the conduction pathway of heart.

Multiscale Support Vector Learning With Projection Operator Wavelet Kernel for Nonlinear Dynamical System Identification.

PubMed

Lu, Zhao; Sun, Jing; Butts, Kenneth

2016-02-03

A giant leap has been made in the past couple of decades with the introduction of kernel-based learning as a mainstay for designing effective nonlinear computational learning algorithms. In view of the geometric interpretation of conditional expectation and the ubiquity of multiscale characteristics in highly complex nonlinear dynamic systems [1]-[3], this paper presents a new orthogonal projection operator wavelet kernel, aiming at developing an efficient computational learning approach for nonlinear dynamical system identification. In the framework of multiresolution analysis, the proposed projection operator wavelet kernel can fulfill the multiscale, multidimensional learning to estimate complex dependencies. The special advantage of the projection operator wavelet kernel developed in this paper lies in the fact that it has a closed-form expression, which greatly facilitates its application in kernel learning. To the best of our knowledge, it is the first closed-form orthogonal projection wavelet kernel reported in the literature. It provides a link between grid-based wavelets and mesh-free kernel-based methods. Simulation studies for identifying the parallel models of two benchmark nonlinear dynamical systems confirm its superiority in model accuracy and sparsity.

Quality of reconstruction of compressed off-axis digital holograms by frequency filtering and wavelets.

PubMed

Cheremkhin, Pavel A; Kurbatova, Ekaterina A

2018-01-01

Compression of digital holograms can significantly help with the storage of objects and data in 2D and 3D form, its transmission, and its reconstruction. Compression of standard images by methods based on wavelets allows high compression ratios (up to 20-50 times) with minimum losses of quality. In the case of digital holograms, application of wavelets directly does not allow high values of compression to be obtained. However, additional preprocessing and postprocessing can afford significant compression of holograms and the acceptable quality of reconstructed images. In this paper application of wavelet transforms for compression of off-axis digital holograms are considered. The combined technique based on zero- and twin-order elimination, wavelet compression of the amplitude and phase components of the obtained Fourier spectrum, and further additional compression of wavelet coefficients by thresholding and quantization is considered. Numerical experiments on reconstruction of images from the compressed holograms are performed. The comparative analysis of applicability of various wavelets and methods of additional compression of wavelet coefficients is performed. Optimum parameters of compression of holograms by the methods can be estimated. Sizes of holographic information were decreased up to 190 times.

Wavelet-based analysis of gastric microcirculation in rats with ulcer bleedings

NASA Astrophysics Data System (ADS)

Pavlov, A. N.; Rodionov, M. A.; Pavlova, O. N.; Semyachkina-Glushkovskaya, O. V.; Berdnikova, V. A.; Kuznetsova, Ya. V.; Semyachkin-Glushkovskij, I. A.

2012-03-01

Studying of nitric oxide (NO) dependent mechanisms of regulation of microcirculation in a stomach can provide important diagnostic markers of the development of stress-induced ulcer bleedings. In this work we use a multiscale analysis based on the discrete wavelet-transform to characterize a latent stage of illness formation in rats. A higher sensitivity of stomach vessels to the NO-level in ill rats is discussed.

Changes in multifractal properties for stable angina pectoris

NASA Astrophysics Data System (ADS)

Knežević, Andrea; Martinis, Mladen; Krstačić, Goran; Vargović, Emil

2005-12-01

The multifractal approach has been applied to temporal fluctuations of heartbeat (RR) intervals, measured in various regimes of physical activity (ergometric data), taken from healthy subjects and those having stable angina pectoris (SAP). The problem we address here is whether SAP changes multifractality observed in healthy subjects. The G-moment method is used to analyse the multifractal spectrum. It is observed that both sets of data characterize multifractality, but a different trend in multifractal behaviour is found for SAP disease, under pronounced physical activity.

Multifractal analysis of 2001 Mw 7 . 7 Bhuj earthquake sequence in Gujarat, Western India

NASA Astrophysics Data System (ADS)

Aggarwal, Sandeep Kumar; Pastén, Denisse; Khan, Prosanta Kumar

2017-12-01

The 2001 Mw 7 . 7 Bhuj mainshock seismic sequence in the Kachchh area, occurring during 2001 to 2012, has been analyzed using mono-fractal and multi-fractal dimension spectrum analysis technique. This region was characterized by frequent moderate shocks of Mw ≥ 5 . 0 for more than a decade since the occurrence of 2001 Bhuj earthquake. The present study is therefore important for precursory analysis using this sequence. The selected long-sequence has been investigated first time for completeness magnitude Mc 3.0 using the maximum curvature method. Multi-fractal Dq spectrum (Dq ∼ q) analysis was carried out using effective window-length of 200 earthquakes with a moving window of 20 events overlapped by 180 events. The robustness of the analysis has been tested by considering the magnitude completeness correction term of 0.2 to Mc 3.0 as Mc 3.2 and we have tested the error in the calculus of Dq for each magnitude threshold. On the other hand, the stability of the analysis has been investigated down to the minimum magnitude of Mw ≥ 2 . 6 in the sequence. The analysis shows the multi-fractal dimension spectrum Dq decreases with increasing of clustering of events with time before a moderate magnitude earthquake in the sequence, which alternatively accounts for non-randomness in the spatial distribution of epicenters and its self-organized criticality. Similar behavior is ubiquitous elsewhere around the globe, and warns for proximity of a damaging seismic event in an area. OS: Please confirm math roman or italics in abs.

Multifractal texture estimation for detection and segmentation of brain tumors.

PubMed

Islam, Atiq; Reza, Syed M S; Iftekharuddin, Khan M

2013-11-01

A stochastic model for characterizing tumor texture in brain magnetic resonance (MR) images is proposed. The efficacy of the model is demonstrated in patient-independent brain tumor texture feature extraction and tumor segmentation in magnetic resonance images (MRIs). Due to complex appearance in MRI, brain tumor texture is formulated using a multiresolution-fractal model known as multifractional Brownian motion (mBm). Detailed mathematical derivation for mBm model and corresponding novel algorithm to extract spatially varying multifractal features are proposed. A multifractal feature-based brain tumor segmentation method is developed next. To evaluate efficacy, tumor segmentation performance using proposed multifractal feature is compared with that using Gabor-like multiscale texton feature. Furthermore, novel patient-independent tumor segmentation scheme is proposed by extending the well-known AdaBoost algorithm. The modification of AdaBoost algorithm involves assigning weights to component classifiers based on their ability to classify difficult samples and confidence in such classification. Experimental results for 14 patients with over 300 MRIs show the efficacy of the proposed technique in automatic segmentation of tumors in brain MRIs. Finally, comparison with other state-of-the art brain tumor segmentation works with publicly available low-grade glioma BRATS2012 dataset show that our segmentation results are more consistent and on the average outperforms these methods for the patients where ground truth is made available.

Multifractal Texture Estimation for Detection and Segmentation of Brain Tumors

PubMed Central

Islam, Atiq; Reza, Syed M. S.

2016-01-01

A stochastic model for characterizing tumor texture in brain magnetic resonance (MR) images is proposed. The efficacy of the model is demonstrated in patient-independent brain tumor texture feature extraction and tumor segmentation in magnetic resonance images (MRIs). Due to complex appearance in MRI, brain tumor texture is formulated using a multiresolution-fractal model known as multifractional Brownian motion (mBm). Detailed mathematical derivation for mBm model and corresponding novel algorithm to extract spatially varying multifractal features are proposed. A multifractal feature-based brain tumor segmentation method is developed next. To evaluate efficacy, tumor segmentation performance using proposed multifractal feature is compared with that using Gabor-like multiscale texton feature. Furthermore, novel patient-independent tumor segmentation scheme is proposed by extending the well-known AdaBoost algorithm. The modification of AdaBoost algorithm involves assigning weights to component classifiers based on their ability to classify difficult samples and confidence in such classification. Experimental results for 14 patients with over 300 MRIs show the efficacy of the proposed technique in automatic segmentation of tumors in brain MRIs. Finally, comparison with other state-of-the art brain tumor segmentation works with publicly available low-grade glioma BRATS2012 dataset show that our segmentation results are more consistent and on the average outperforms these methods for the patients where ground truth is made available. PMID:23807424

A neural network detection model of spilled oil based on the texture analysis of SAR image

NASA Astrophysics Data System (ADS)

An, Jubai; Zhu, Lisong

2006-01-01

A Radial Basis Function Neural Network (RBFNN) Model is investigated for the detection of spilled oil based on the texture analysis of SAR imagery. In this paper, to take the advantage of the abundant texture information of SAR imagery, the texture features are extracted by both wavelet transform and the Gray Level Co-occurrence matrix. The RBFNN Model is fed with a vector of these texture features. The RBFNN Model is trained and tested by the sample data set of the feature vectors. Finally, a SAR image is classified by this model. The classification results of a spilled oil SAR image show that the classification accuracy for oil spill is 86.2 by the RBFNN Model using both wavelet texture and gray texture, while the classification accuracy for oil spill is 78.0 by same RBFNN Model using only wavelet texture as the input of this RBFNN model. The model using both wavelet transform and the Gray Level Co-occurrence matrix is more effective than that only using wavelet texture. Furthermore, it keeps the complicated proximity and has a good performance of classification.

Dual-induced multifractality in online viewing activity.

PubMed

Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H Eugene

2018-01-01

Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

Dual-induced multifractality in online viewing activity

NASA Astrophysics Data System (ADS)

Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene

2018-01-01

Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

A Wavelet-Based Algorithm for the Spatial Analysis of Poisson Data

NASA Astrophysics Data System (ADS)

Freeman, P. E.; Kashyap, V.; Rosner, R.; Lamb, D. Q.

2002-01-01

Wavelets are scalable, oscillatory functions that deviate from zero only within a limited spatial regime and have average value zero, and thus may be used to simultaneously characterize the shape, location, and strength of astronomical sources. But in addition to their use as source characterizers, wavelet functions are rapidly gaining currency within the source detection field. Wavelet-based source detection involves the correlation of scaled wavelet functions with binned, two-dimensional image data. If the chosen wavelet function exhibits the property of vanishing moments, significantly nonzero correlation coefficients will be observed only where there are high-order variations in the data; e.g., they will be observed in the vicinity of sources. Source pixels are identified by comparing each correlation coefficient with its probability sampling distribution, which is a function of the (estimated or a priori known) background amplitude. In this paper, we describe the mission-independent, wavelet-based source detection algorithm ``WAVDETECT,'' part of the freely available Chandra Interactive Analysis of Observations (CIAO) software package. Our algorithm uses the Marr, or ``Mexican Hat'' wavelet function, but may be adapted for use with other wavelet functions. Aspects of our algorithm include: (1) the computation of local, exposure-corrected normalized (i.e., flat-fielded) background maps; (2) the correction for exposure variations within the field of view (due to, e.g., telescope support ribs or the edge of the field); (3) its applicability within the low-counts regime, as it does not require a minimum number of background counts per pixel for the accurate computation of source detection thresholds; (4) the generation of a source list in a manner that does not depend upon a detailed knowledge of the point spread function (PSF) shape; and (5) error analysis. These features make our algorithm considerably more general than previous methods developed for the analysis of X-ray image data, especially in the low count regime. We demonstrate the robustness of WAVDETECT by applying it to an image from an idealized detector with a spatially invariant Gaussian PSF and an exposure map similar to that of the Einstein IPC; to Pleiades Cluster data collected by the ROSAT PSPC; and to simulated Chandra ACIS-I image of the Lockman Hole region.

Effect of tillage system and cumulative rainfall on multifractal parameters of soil surface microrelief

NASA Astrophysics Data System (ADS)

Vidal Vázquez, E.; Miranda, J. G. V.; Mirás-Avalos, J. M.; Díaz, M. C.; Paz-Ferreiro, J.

2009-04-01

Mathematical description of the spatial characteristics of soil surface microrelief still remains a challenge. Soil surface roughness parameters are required for modelling overland flow and erosion. The objective of this work was to evaluate the potential of multifractal for analyzing the decay of initial surface roughness induced by natural rainfall under different soil tillage systems. Field experiments were performed on an Oxisol at Campinas, São Paulo State (Brazil). Six tillage treatments, namely, disc harrow, disc plow, chisel plow, disc harrow + disc level, disc plow + disc level and chisel plow + disc level were tested. In each plot soil surface microrelief was measured for times, with increasing amounts of natural rainfall using a pinmeter. The sampling scheme was a square grid with 25 x 25 mm point spacing and the plot size was 1350 x 1350 mm, so that each data set consisted of 3025 individual elevation points. Duplicated measurements were taken per treatment and date, yielding a total of 48 experimental data sets. All the investigated microrelief data sets exhibited, in general, scale properties, and the degree of multifractality showed wide differences between them. Multifractal analysis distinguishes two different patterns of soil surface microrelief, the first one has features close to monofractal spectra and the second clearly indicates multifractal behavior. Both, singularity spectra and generalized dimension spectra allow differentiating between soil tillage systems. In general, changes in values of multifractal parameters under simulated rainfall showed no or little correspondence with the evolution of the vertical microrelief component described by indices such as the standard deviation of the point height measurements. Multifractal parameters provided valuable information for chararacterizing the spatial features of soil surface microrelief as they were able to discriminate data sets with similar values for the vertical component of roughness.

A Hybrid Wavelet-Based Method for the Peak Detection of Photoplethysmography Signals.

PubMed

Li, Suyi; Jiang, Shanqing; Jiang, Shan; Wu, Jiang; Xiong, Wenji; Diao, Shu

2017-01-01

The noninvasive peripheral oxygen saturation (SpO 2 ) and the pulse rate can be extracted from photoplethysmography (PPG) signals. However, the accuracy of the extraction is directly affected by the quality of the signal obtained and the peak of the signal identified; therefore, a hybrid wavelet-based method is proposed in this study. Firstly, we suppressed the partial motion artifacts and corrected the baseline drift by using a wavelet method based on the principle of wavelet multiresolution. And then, we designed a quadratic spline wavelet modulus maximum algorithm to identify the PPG peaks automatically. To evaluate this hybrid method, a reflective pulse oximeter was used to acquire ten subjects' PPG signals under sitting, raising hand, and gently walking postures, and the peak recognition results on the raw signal and on the corrected signal were compared, respectively. The results showed that the hybrid method not only corrected the morphologies of the signal well but also optimized the peaks identification quality, subsequently elevating the measurement accuracy of SpO 2 and the pulse rate. As a result, our hybrid wavelet-based method profoundly optimized the evaluation of respiratory function and heart rate variability analysis.

A Hybrid Wavelet-Based Method for the Peak Detection of Photoplethysmography Signals

PubMed Central

Jiang, Shanqing; Jiang, Shan; Wu, Jiang; Xiong, Wenji

2017-01-01

The noninvasive peripheral oxygen saturation (SpO2) and the pulse rate can be extracted from photoplethysmography (PPG) signals. However, the accuracy of the extraction is directly affected by the quality of the signal obtained and the peak of the signal identified; therefore, a hybrid wavelet-based method is proposed in this study. Firstly, we suppressed the partial motion artifacts and corrected the baseline drift by using a wavelet method based on the principle of wavelet multiresolution. And then, we designed a quadratic spline wavelet modulus maximum algorithm to identify the PPG peaks automatically. To evaluate this hybrid method, a reflective pulse oximeter was used to acquire ten subjects' PPG signals under sitting, raising hand, and gently walking postures, and the peak recognition results on the raw signal and on the corrected signal were compared, respectively. The results showed that the hybrid method not only corrected the morphologies of the signal well but also optimized the peaks identification quality, subsequently elevating the measurement accuracy of SpO2 and the pulse rate. As a result, our hybrid wavelet-based method profoundly optimized the evaluation of respiratory function and heart rate variability analysis. PMID:29250135

Nonstationary Dynamics Data Analysis with Wavelet-SVD Filtering

NASA Technical Reports Server (NTRS)

Brenner, Marty; Groutage, Dale; Bessette, Denis (Technical Monitor)

2001-01-01

Nonstationary time-frequency analysis is used for identification and classification of aeroelastic and aeroservoelastic dynamics. Time-frequency multiscale wavelet processing generates discrete energy density distributions. The distributions are processed using the singular value decomposition (SVD). Discrete density functions derived from the SVD generate moments that detect the principal features in the data. The SVD standard basis vectors are applied and then compared with a transformed-SVD, or TSVD, which reduces the number of features into more compact energy density concentrations. Finally, from the feature extraction, wavelet-based modal parameter estimation is applied.

Multifractal-based nuclei segmentation in fish images.

PubMed

Reljin, Nikola; Slavkovic-Ilic, Marijeta; Tapia, Coya; Cihoric, Nikola; Stankovic, Srdjan

2017-09-01

The method for nuclei segmentation in fluorescence in-situ hybridization (FISH) images, based on the inverse multifractal analysis (IMFA) is proposed. From the blue channel of the FISH image in RGB format, the matrix of Holder exponents, with one-by-one correspondence with the image pixels, is determined first. The following semi-automatic procedure is proposed: initial nuclei segmentation is performed automatically from the matrix of Holder exponents by applying predefined hard thresholding; then the user evaluates the result and is able to refine the segmentation by changing the threshold, if necessary. After successful nuclei segmentation, the HER2 (human epidermal growth factor receptor 2) scoring can be determined in usual way: by counting red and green dots within segmented nuclei, and finding their ratio. The IMFA segmentation method is tested over 100 clinical cases, evaluated by skilled pathologist. Testing results show that the new method has advantages compared to already reported methods.

Harmonic analysis of traction power supply system based on wavelet decomposition

NASA Astrophysics Data System (ADS)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, AC drive electric locomotive and EMU large-scale operation in the country on the ground, the electrified railway has become the main harmonic source of China's power grid. In response to this phenomenon, the need for timely monitoring of power quality problems of electrified railway, assessment and governance. Wavelet transform is developed on the basis of Fourier analysis, the basic idea comes from the harmonic analysis, with a rigorous theoretical model, which has inherited and developed the local thought of Garbor transformation, and has overcome the disadvantages such as window fixation and lack of discrete orthogonally, so as to become a more recently studied spectral analysis tool. The wavelet analysis takes the gradual and precise time domain step in the high frequency part so as to focus on any details of the signal being analyzed, thereby comprehensively analyzing the harmonics of the traction power supply system meanwhile use the pyramid algorithm to increase the speed of wavelet decomposition. The matlab simulation shows that the use of wavelet decomposition of the traction power supply system for harmonic spectrum analysis is effective.

Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India

NASA Astrophysics Data System (ADS)

Ghosh, Dipak; Dutta, Srimonti; Chakraborty, Sayantan

2015-09-01

This paper reports a study on the cross-correlation between the electric bid price and SENSEX using Multifractal Detrended Cross-correlation Analysis (MF-DXA). MF-DXA is a very rigorous and robust technique for assessment of cross-correction between two non-linear time series. The study reveals power law cross-correlation between Market Clearing Price (MCP) and SENSEX which suggests that a change in the value of one can create a subjective change in the value of the other.

Wavelet-based hierarchical surface approximation from height fields

Treesearch

Sang-Mook Lee; A. Lynn Abbott; Daniel L. Schmoldt

2004-01-01

This paper presents a novel hierarchical approach to triangular mesh generation from height fields. A wavelet-based multiresolution analysis technique is used to estimate local shape information at different levels of resolution. Using predefined templates at the coarsest level, the method constructs an initial triangulation in which underlying object shapes are well...

Wavelet-based multiscale analysis of minimum toe clearance variability in the young and elderly during walking.

PubMed

Khandoker, Ahsan H; Karmakar, Chandan K; Begg, Rezaul K; Palaniswami, Marimuthu

2007-01-01

As humans age or are influenced by pathology of the neuromuscular system, gait patterns are known to adjust, accommodating for reduced function in the balance control system. The aim of this study was to investigate the effectiveness of a wavelet based multiscale analysis of a gait variable [minimum toe clearance (MTC)] in deriving indexes for understanding age-related declines in gait performance and screening of balance impairments in the elderly. MTC during walking on a treadmill for 30 healthy young, 27 healthy elderly and 10 falls risk elderly subjects with a history of tripping falls were analyzed. The MTC signal from each subject was decomposed to eight detailed signals at different wavelet scales by using the discrete wavelet transform. The variances of detailed signals at scales 8 to 1 were calculated. The multiscale exponent (beta) was then estimated from the slope of the variance progression at successive scales. The variance at scale 5 was significantly (p<0.01) different between young and healthy elderly group. Results also suggest that the Beta between scales 1 to 2 are effective for recognizing falls risk gait patterns. Results have implication for quantifying gait dynamics in normal, ageing and pathological conditions. Early detection of gait pattern changes due to ageing and balance impairments using wavelet-based multiscale analysis might provide the opportunity to initiate preemptive measures to be undertaken to avoid injurious falls.

Wavelet based analysis of multi-electrode EEG-signals in epilepsy

NASA Astrophysics Data System (ADS)

Hein, Daniel A.; Tetzlaff, Ronald

2005-06-01

For many epilepsy patients seizures cannot sufficiently be controlled by an antiepileptic pharmacatherapy. Furthermore, only in small number of cases a surgical treatment may be possible. The aim of this work is to contribute to the realization of an implantable seizure warning device. By using recordings of electroenzephalographical(EEG) signals obtained from the department of epileptology of the University of Bonn we studied a recently proposed algorithm for the detection of parameter changes in nonlinear systems. Firstly, after calculating the crosscorrelation function between the signals of two electrodes near the epileptic focus, a wavelet-analysis follows using a sliding window with the so called Mexican-Hat wavelet. Then the Shannon-Entropy of the wavelet-transformed data has been determined providing the information content on a time scale in subject to the dilation of the wavelet-transformation. It shows distinct changes at the seizure onset for all dilations and for all patients.

Scaling properties of Polish rain series

NASA Astrophysics Data System (ADS)

Licznar, P.

2009-04-01

Scaling properties as well as multifractal nature of precipitation time series have not been studied for local Polish conditions until recently due to lack of long series of high-resolution data. The first Polish study of precipitation time series scaling phenomena was made on the base of pluviograph data from the Wroclaw University of Environmental and Life Sciences meteorological station located at the south-western part of the country. The 38 annual rainfall records from years 1962-2004 were converted into digital format and transformed into a standard format of 5-minute time series. The scaling properties and multifractal character of this material were studied by means of several different techniques: power spectral density analysis, functional box-counting, probability distribution/multiple scaling and trace moment methods. The result proved the general scaling character of time series at the range of time scales ranging form 5 minutes up to at least 24 hours. At the same time some characteristic breaks at scaling behavior were recognized. It is believed that the breaks were artificial and arising from the pluviograph rain gauge measuring precision limitations. Especially strong limitations at the precision of low-intensity precipitations recording by pluviograph rain gauge were found to be the main reason for artificial break at energy spectra, as was reported by other authors before. The analysis of co-dimension and moments scaling functions showed the signs of the first-order multifractal phase transition. Such behavior is typical for dressed multifractal processes that are observed by spatial or temporal averaging on scales larger than the inner-scale of those processes. The fractal dimension of rainfall process support derived from codimension and moments scaling functions geometry analysis was found to be 0.45. The same fractal dimension estimated by means of the functional box-counting method was equal to 0.58. At the final part of the study implementation of double trace moment method allowed for estimation of local universal multifractal rainfall parameters (α=0.69; C1=0.34; H=-0.01). The research proved the fractal character of rainfall process support and multifractal character of the rainfall intensity values variability among analyzed time series. It is believed that scaling of local Wroclaw's rainfalls for timescales at the range from 24 hours up to 5 minutes opens the door for future research concerning for example random cascades implementation for daily precipitation totals disaggregation for smaller time intervals. The results of such a random cascades functioning in a form of 5 minute artificial rainfall scenarios could be of great practical usability for needs of urban hydrology, and design and hydrodynamic modeling of storm water and combined sewage conveyance systems.

Paradigms of Complexity: Fractals and Structures in the Sciences

NASA Astrophysics Data System (ADS)

Novak, Miroslav M.

The Table of Contents for the book is as follows: * Preface * The Origin of Complexity (invited talk) * On the Existence of Spatially Uniform Scaling Laws in the Climate System * Multispectral Backscattering: A Fractal-Structure Probe * Small-Angle Multiple Scattering on a Fractal System of Point Scatterers * Symmetric Fractals Generated by Cellular Automata * Bispectra and Phase Correlations for Chaotic Dynamical Systems * Self-Organized Criticality Models of Neural Development * Altered Fractal and Irregular Heart Rate Behavior in Sick Fetuses * Extract Multiple Scaling in Long-Term Heart Rate Variability * A Semi-Continous Box Counting Method for Fractal Dimension Measurement of Short Single Dimension Temporal Signals - Preliminary Study * A Fractional Brownian Motion Model of Cracking * Self-Affine Scaling Studies on Fractography * Coarsening of Fractal Interfaces * A Fractal Model of Ocean Surface Superdiffusion * Stochastic Subsurface Flow and Transport in Fractal Fractal Conductivity Fields * Rendering Through Iterated Function Systems * The σ-Hull - The Hull Where Fractals Live - Calculating a Hull Bounded by Log Spirals to Solve the Inverse IFS-Problem by the Detected Orbits * On the Multifractal Properties of Passively Convected Scalar Fields * New Statistical Textural Transforms for Non-Stationary Signals: Application to Generalized Mutlifractal Analysis * Laplacian Growth of Parallel Needles: Their Mullins-Sekerka Instability * Entropy Dynamics Associated with Self-Organization * Fractal Properties in Economics (invited talk) * Fractal Approach to the Regional Seismic Event Discrimination Problem * Fractal and Topological Complexity of Radioactive Contamination * Pattern Selection: Nonsingular Saffman-Taylor Finger and Its Dynamic Evolution with Zero Surface Tension * A Family of Complex Wavelets for the Characterization of Singularities * Stabilization of Chaotic Amplitude Fluctuations in Multimode, Intracavity-Doubled Solid-State Lasers * Chaotic Dynamics of Elastic-Plastic Beams * The Riemann Non-Differentiable Function and Identities for the Gaussian Sums * Revealing the Multifractal Nature of Failure Sequence * The Fractal Nature of wood Revealed by Drying * Squaring the Circle: Diffusion Volume and Acoustic Behaviour of a Fractal Structure * Relationship Between Acupuncture Holographic Units and Fetus Development; Fractal Features of Two Acupuncture Holographic Unit Systems * The Fractal Properties of the Large-Scale Magnetic Fields on the Sun * Fractal Analysis of Tide Gauge Data * Author Index

Multifractal Approach to Time Clustering of Earthquakes. Application to Mt. Vesuvio Seismicity

NASA Astrophysics Data System (ADS)

Codano, C.; Alonzo, M. L.; Vilardo, G.

The clustering structure of the Vesuvian earthquakes occurring is investigated by means of statistical tools: the inter-event time distribution, the running mean and the multifractal analysis. The first cannot clearly distinguish between a Poissonian process and a clustered one due to the difficulties of clearly distinguishing between an exponential distribution and a power law one. The running mean test reveals the clustering of the earthquakes, but looses information about the structure of the distribution at global scales. The multifractal approach can enlighten the clustering at small scales, while the global behaviour remains Poissonian. Subsequently the clustering of the events is interpreted in terms of diffusive processes of the stress in the earth crust.

Design of compactly supported wavelet to match singularities in medical images

NASA Astrophysics Data System (ADS)

Fung, Carrson C.; Shi, Pengcheng

2002-11-01

Analysis and understanding of medical images has important clinical values for patient diagnosis and treatment, as well as technical implications for computer vision and pattern recognition. One of the most fundamental issues is the detection of object boundaries or singularities, which is often the basis for further processes such as organ/tissue recognition, image registration, motion analysis, measurement of anatomical and physiological parameters, etc. The focus of this work involved taking a correlation based approach toward edge detection, by exploiting some of desirable properties of wavelet analysis. This leads to the possibility of constructing a bank of detectors, consisting of multiple wavelet basis functions of different scales which are optimal for specific types of edges, in order to optimally detect all the edges in an image. Our work involved developing a set of wavelet functions which matches the shape of the ramp and pulse edges. The matching algorithm used focuses on matching the edges in the frequency domain. It was proven that this technique could create matching wavelets applicable at all scales. Results have shown that matching wavelets can be obtained for the pulse edge while the ramp edge requires another matching algorithm.

Analysis of embolic signals with directional dual tree rational dilation wavelet transform.

PubMed

Serbes, Gorkem; Aydin, Nizamettin

2016-08-01

The dyadic discrete wavelet transform (dyadic-DWT), which is based on fixed integer sampling factor, has been used before for processing piecewise smooth biomedical signals. However, the dyadic-DWT has poor frequency resolution due to the low-oscillatory nature of its wavelet bases and therefore, it is less effective in processing embolic signals (ESs). To process ESs more effectively, a wavelet transform having better frequency resolution than the dyadic-DWT is needed. Therefore, in this study two ESs, containing micro-emboli and artifact waveforms, are analyzed with the Directional Dual Tree Rational-Dilation Wavelet Transform (DDT-RADWT). The DDT-RADWT, which can be directly applied to quadrature signals, is based on rational dilation factors and has adjustable frequency resolution. The analyses are done for both low and high Q-factors. It is proved that, when high Q-factor filters are employed in the DDT-RADWT, clearer representations of ESs can be attained in decomposed sub-bands and artifacts can be successfully separated.

Spectral information enhancement using wavelet-based iterative filtering for in vivo gamma spectrometry.

PubMed

Paul, Sabyasachi; Sarkar, P K

2013-04-01

Use of wavelet transformation in stationary signal processing has been demonstrated for denoising the measured spectra and characterisation of radionuclides in the in vivo monitoring analysis, where difficulties arise due to very low activity level to be estimated in biological systems. The large statistical fluctuations often make the identification of characteristic gammas from radionuclides highly uncertain, particularly when interferences from progenies are also present. A new wavelet-based noise filtering methodology has been developed for better detection of gamma peaks in noisy data. This sequential, iterative filtering method uses the wavelet multi-resolution approach for noise rejection and an inverse transform after soft 'thresholding' over the generated coefficients. Analyses of in vivo monitoring data of (235)U and (238)U were carried out using this method without disturbing the peak position and amplitude while achieving a 3-fold improvement in the signal-to-noise ratio, compared with the original measured spectrum. When compared with other data-filtering techniques, the wavelet-based method shows the best results.

Comparative analysis of time-scaling properties about water pH in Poyang Lake Inlet and Outlet on the basis of fractal methods.

PubMed

Shi, K; Liu, C Q; Huang, Z W; Zhang, B; Su, Y

2010-01-01

Detrended fluctuation analysis (DFA) and multifractal methods are applied to the time-scaling properties analysis of water pH series in Poyang Lake Inlet and Outlet in China. The results show that these pH series are characterised by long-term memory and multifractal scaling, and these characteristics have obvious differences between the Lake Inlet and Outlet. The comparison results suggest that monofractal and multifractal parameters can be quantitative dynamical indexes reflecting the capability of anti-acidification of Poyang Lake. Furthermore, we investigated the frequency-size distribution of pH series in Poyang Lake Inlet and Outlet. Our findings suggest that water pH is an example of a self-organised criticality (SOC) process. The results show that it is different SOC behaviours that result in the differences of power-law relations between pH series in Poyang Lake Inlet and Outlet. This work can be helpful to improvement of modelling of lake water quality.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Multifractal cross-correlation effects in two-variable time series of complex network vertex observables

NASA Astrophysics Data System (ADS)

OświÈ©cimka, Paweł; Livi, Lorenzo; DroŻdŻ, Stanisław

2016-10-01

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.

An improved wavelet-Galerkin method for dynamic response reconstruction and parameter identification of shear-type frames

NASA Astrophysics Data System (ADS)

Bu, Haifeng; Wang, Dansheng; Zhou, Pin; Zhu, Hongping

2018-04-01

An improved wavelet-Galerkin (IWG) method based on the Daubechies wavelet is proposed for reconstructing the dynamic responses of shear structures. The proposed method flexibly manages wavelet resolution level according to excitation, thereby avoiding the weakness of the wavelet-Galerkin multiresolution analysis (WGMA) method in terms of resolution and the requirement of external excitation. IWG is implemented by this work in certain case studies, involving single- and n-degree-of-freedom frame structures subjected to a determined discrete excitation. Results demonstrate that IWG performs better than WGMA in terms of accuracy and computation efficiency. Furthermore, a new method for parameter identification based on IWG and an optimization algorithm are also developed for shear frame structures, and a simultaneous identification of structural parameters and excitation is implemented. Numerical results demonstrate that the proposed identification method is effective for shear frame structures.

Denoising time-domain induced polarisation data using wavelet techniques

NASA Astrophysics Data System (ADS)

Deo, Ravin N.; Cull, James P.

2016-05-01

Time-domain induced polarisation (TDIP) methods are routinely used for near-surface evaluations in quasi-urban environments harbouring networks of buried civil infrastructure. A conventional technique for improving signal to noise ratio in such environments is by using analogue or digital low-pass filtering followed by stacking and rectification. However, this induces large distortions in the processed data. In this study, we have conducted the first application of wavelet based denoising techniques for processing raw TDIP data. Our investigation included laboratory and field measurements to better understand the advantages and limitations of this technique. It was found that distortions arising from conventional filtering can be significantly avoided with the use of wavelet based denoising techniques. With recent advances in full-waveform acquisition and analysis, incorporation of wavelet denoising techniques can further enhance surveying capabilities. In this work, we present the rationale for utilising wavelet denoising methods and discuss some important implications, which can positively influence TDIP methods.

Multiscaling of vegetative indexes from remote sensing images obtained at different spatial resolutions

NASA Astrophysics Data System (ADS)

Alonso, Carmelo; Tarquis, Ana M.; Zuñiga, Ignacio; Benito, Rosa M.

2017-04-01

Vegetation indexes, such as Normalized Difference Vegetation Index (NDVI) and enhanced Vegetation index (EVI), can been used to estimate root zone soil moisture through high resolution remote sensing images. These indexes are based in red (R), near infrared (NIR) and blue (B) wavelengths data. In this work we have studied the scaling properties of both vegetation indexes analyzing the information contained in two satellite data: Landsat-7 and Ikonos. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends possible data archives from present time to over several decades back. For this advantage, enormous efforts have been made by researchers and application specialists to delineate vegetation indexes from local scale to global scale by applying remote sensing imagery. To study the influence of the spatial resolution the vegetation indexes map estimated with Ikonos-2 coded in 8 bits, with a resolution of 4m, have been compared through a multifractal analysis with the ones obtained with Lansat-7 8 bits, of 30 m. resolution, on the same area of study. The scaling behaviour of NDVI and EVI presents several differences that will be discussed based on the multifractal parameters extracted from the analysis. REFERENCES Alonso, C., Tarquis, A. M., Benito, R. M. and Zuñiga, I. Correlation scaling properties between soil moisture and vegetation indices. Geophysical Research Abstracts, 11, EGU2009-13932, 2009. Alonso, C., Tarquis, A. M. and Benito, R. M. Comparison of fractal dimensions based on segmented NDVI fields obtained from different remote sensors. Geophysical Research Abstracts, 14, EGU2012-14342, 2012. Escribano Rodriguez, J., Alonso, C., Tarquis, A.M., Benito, R.M. and Hernandez Diaz-Ambrona, C. Comparison of NDVI fields obtained from different remote sensors. Geophysical Research Abstracts,15, EGU2013-14153, 2013. Lovejoy, S., Tarquis, A., Gaonac'h, H. and Schertzer, D. Single and multiscale remote sensing techniques, multifractals and MODIS derived vegetation and soil moisture, Vadose Zone J., 7, 533-546, 2008. Renosh, P. R., Schmitt, F. G., and Loisel, H.: Scaling analysis of ocean surface turbulent heterogeneities from satellite remote sensing: use of 2D structure functions. PLoS ONE, 10, e0126975, 2015. Tarquis, A.M., Platonov, A., Matulka, A., Grau, J., Sekula, E., Diez, M. and Redondo J. M. Application of multifractal analysis to the study of SAR features and oil spills on the ocean surface. Nonlin. Processes Geophys., 21, 439-450, 2014.

Admissible Diffusion Wavelets and Their Applications in Space-Frequency Processing.

PubMed

Hou, Tingbo; Qin, Hong

2013-01-01

As signal processing tools, diffusion wavelets and biorthogonal diffusion wavelets have been propelled by recent research in mathematics. They employ diffusion as a smoothing and scaling process to empower multiscale analysis. However, their applications in graphics and visualization are overshadowed by nonadmissible wavelets and their expensive computation. In this paper, our motivation is to broaden the application scope to space-frequency processing of shape geometry and scalar fields. We propose the admissible diffusion wavelets (ADW) on meshed surfaces and point clouds. The ADW are constructed in a bottom-up manner that starts from a local operator in a high frequency, and dilates by its dyadic powers to low frequencies. By relieving the orthogonality and enforcing normalization, the wavelets are locally supported and admissible, hence facilitating data analysis and geometry processing. We define the novel rapid reconstruction, which recovers the signal from multiple bands of high frequencies and a low-frequency base in full resolution. It enables operations localized in both space and frequency by manipulating wavelet coefficients through space-frequency filters. This paper aims to build a common theoretic foundation for a host of applications, including saliency visualization, multiscale feature extraction, spectral geometry processing, etc.

Experimental study on Statistical Damage Detection of RC Structures based on Wavelet Packet Analysis

NASA Astrophysics Data System (ADS)

Zhu, X. Q.; Law, S. S.; Jayawardhan, M.

2011-07-01

A novel damage indicator based on wavelet packet transform is developed in this study for structural health monitoring. The response signal of a structure under an impact load is normalized and then decomposed into wavelet packet components. Energies of these wavelet packet components are then calculated to obtain the energy distribution. A statistical indicator is developed to describe the damage extent of the structure. This approach is applied to the test results from simply supported reinforced concrete beams in the laboratory. Cases with single damage are created from static loading, and accelerations of the structure from under impact loads are analyzed. Results show that the method can be used for the damage monitoring and assessment of the structure.

Skin image retrieval using Gabor wavelet texture feature.

PubMed

Ou, X; Pan, W; Zhang, X; Xiao, P

2016-12-01

Skin imaging plays a key role in many clinical studies. We have used many skin imaging techniques, including the recently developed capacitive contact skin imaging based on fingerprint sensors. The aim of this study was to develop an effective skin image retrieval technique using Gabor wavelet transform, which can be used on different types of skin images, but with a special focus on skin capacitive contact images. Content-based image retrieval (CBIR) is a useful technology to retrieve stored images from database by supplying query images. In a typical CBIR, images are retrieved based on colour, shape, texture, etc. In this study, texture feature is used for retrieving skin images, and Gabor wavelet transform is used for texture feature description and extraction. The results show that the Gabor wavelet texture features can work efficiently on different types of skin images. Although Gabor wavelet transform is slower compared with other image retrieval techniques, such as principal component analysis (PCA) and grey-level co-occurrence matrix (GLCM), Gabor wavelet transform is the best for retrieving skin capacitive contact images and facial images with different orientations. Gabor wavelet transform can also work well on facial images with different expressions and skin cancer/disease images. We have developed an effective skin image retrieval method based on Gabor wavelet transform, that it is useful for retrieving different types of images, namely digital colour face images, digital colour skin cancer and skin disease images, and particularly greyscale skin capacitive contact images. Gabor wavelet transform can also be potentially useful for face recognition (with different orientation and expressions) and skin cancer/disease diagnosis. © 2016 Society of Cosmetic Scientists and the Société Française de Cosmétologie.

Wavelet SVM in Reproducing Kernel Hilbert Space for hyperspectral remote sensing image classification

NASA Astrophysics Data System (ADS)

Du, Peijun; Tan, Kun; Xing, Xiaoshi

2010-12-01

Combining Support Vector Machine (SVM) with wavelet analysis, we constructed wavelet SVM (WSVM) classifier based on wavelet kernel functions in Reproducing Kernel Hilbert Space (RKHS). In conventional kernel theory, SVM is faced with the bottleneck of kernel parameter selection which further results in time-consuming and low classification accuracy. The wavelet kernel in RKHS is a kind of multidimensional wavelet function that can approximate arbitrary nonlinear functions. Implications on semiparametric estimation are proposed in this paper. Airborne Operational Modular Imaging Spectrometer II (OMIS II) hyperspectral remote sensing image with 64 bands and Reflective Optics System Imaging Spectrometer (ROSIS) data with 115 bands were used to experiment the performance and accuracy of the proposed WSVM classifier. The experimental results indicate that the WSVM classifier can obtain the highest accuracy when using the Coiflet Kernel function in wavelet transform. In contrast with some traditional classifiers, including Spectral Angle Mapping (SAM) and Minimum Distance Classification (MDC), and SVM classifier using Radial Basis Function kernel, the proposed wavelet SVM classifier using the wavelet kernel function in Reproducing Kernel Hilbert Space is capable of improving classification accuracy obviously.

Gait recognition based on Gabor wavelets and modified gait energy image for human identification

NASA Astrophysics Data System (ADS)

Huang, Deng-Yuan; Lin, Ta-Wei; Hu, Wu-Chih; Cheng, Chih-Hsiang

2013-10-01

This paper proposes a method for recognizing human identity using gait features based on Gabor wavelets and modified gait energy images (GEIs). Identity recognition by gait generally involves gait representation, extraction, and classification. In this work, a modified GEI convolved with an ensemble of Gabor wavelets is proposed as a gait feature. Principal component analysis is then used to project the Gabor-wavelet-based gait features into a lower-dimension feature space for subsequent classification. Finally, support vector machine classifiers based on a radial basis function kernel are trained and utilized to recognize human identity. The major contributions of this paper are as follows: (1) the consideration of the shadow effect to yield a more complete segmentation of gait silhouettes; (2) the utilization of motion estimation to track people when walkers overlap; and (3) the derivation of modified GEIs to extract more useful gait information. Extensive performance evaluation shows a great improvement of recognition accuracy due to the use of shadow removal, motion estimation, and gait representation using the modified GEIs and Gabor wavelets.

Identification Method of Mud Shale Fractures Base on Wavelet Transform

NASA Astrophysics Data System (ADS)

Xia, Weixu; Lai, Fuqiang; Luo, Han

2018-01-01

In recent years, inspired by seismic analysis technology, a new method for analysing mud shale fractures oil and gas reservoirs by logging properties has emerged. By extracting the high frequency attribute of the wavelet transform in the logging attribute, the formation information hidden in the logging signal is extracted, identified the fractures that are not recognized by conventional logging and in the identified fracture segment to show the “cycle jump”, “high value”, “spike” and other response effect is more obvious. Finally formed a complete wavelet denoising method and wavelet high frequency identification fracture method.

Nonlinear analysis of saccade speed fluctuations during combined action and perception tasks

PubMed Central

Stan, C.; Astefanoaei, C.; Pretegiani, E.; Optican, L.; Creanga, D.; Rufa, A.; Cristescu, C.P.

2014-01-01

Background: Saccades are rapid eye movements used to gather information about a scene which requires both action and perception. These are usually studied separately, so that how perception influences action is not well understood. In a dual task, where the subject looks at a target and reports a decision, subtle changes in the saccades might be caused by action-perception interactions. Studying saccades might provide insight into how brain pathways for action and for perception interact. New method: We applied two complementary methods, multifractal detrended fluctuation analysis and Lempel-Ziv complexity index to eye peak speed recorded in two experiments, a pure action task and a combined action-perception task. Results: Multifractality strength is significantly different in the two experiments, showing smaller values for dual decision task saccades compared to simple-task saccades. The normalized Lempel-Ziv complexity index behaves similarly i.e. is significantly smaller in the decision saccade task than in the simple task. Comparison with existing methods: Compared to the usual statistical and linear approaches, these analyses emphasize the character of the dynamics involved in the fluctuations and offer a sensitive tool for quantitative evaluation of the multifractal features and of the complexity measure in the saccades peak speeds when different brain circuits are involved. Conclusion: Our results prove that the peak speed fluctuations have multifractal characteristics with lower magnitude for the multifractality strength and for the complexity index when two neural pathways are simultaneously activated, demonstrating the nonlinear interaction in the brain pathways for action and perception. PMID:24854830

The high order dispersion analysis based on first-passage-time probability in financial markets

NASA Astrophysics Data System (ADS)

Liu, Chenggong; Shang, Pengjian; Feng, Guochen

2017-04-01

The study of first-passage-time (FPT) event about financial time series has gained broad research recently, which can provide reference for risk management and investment. In this paper, a new measurement-high order dispersion (HOD)-is developed based on FPT probability to explore financial time series. The tick-by-tick data of three Chinese stock markets and three American stock markets are investigated. We classify the financial markets successfully through analyzing the scaling properties of FPT probabilities of six stock markets and employing HOD method to compare the differences of FPT decay curves. It can be concluded that long-range correlation, fat-tailed broad probability density function and its coupling with nonlinearity mainly lead to the multifractality of financial time series by applying HOD method. Furthermore, we take the fluctuation function of multifractal detrended fluctuation analysis (MF-DFA) to distinguish markets and get consistent results with HOD method, whereas the HOD method is capable of fractionizing the stock markets effectively in the same region. We convince that such explorations are relevant for a better understanding of the financial market mechanisms.

Multifractality and freezing phenomena in random energy landscapes: An introduction

NASA Astrophysics Data System (ADS)

Fyodorov, Yan V.

2010-10-01

We start our lectures with introducing and discussing the general notion of multifractality spectrum for random measures on lattices, and how it can be probed using moments of that measure. Then we show that the Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet non-trivial example of disorder-induced multifractal measures. The typical values of the multifractality exponents can be extracted from calculating the free energy of the associated Statistical Mechanics problem. To succeed in such a calculation we introduce and discuss in some detail two analytically tractable models for logarithmically correlated potentials. The first model uses a special definition of distances between points in space and is based on the idea of multiplicative cascades which originated in theory of turbulent motion. It is essentially equivalent to statistical mechanics of directed polymers on disordered trees studied long ago by Derrida and Spohn (1988) in Ref. [12]. In this way we introduce the notion of the freezing transition which is identified with an abrupt change in the multifractality spectrum. Second model which allows for explicit analytical evaluation of the free energy is the infinite-dimensional version of the problem which can be solved by employing the replica trick. In particular, the latter version allows one to identify the freezing phenomenon with a mechanism of the replica symmetry breaking (RSB) and to elucidate its physical meaning. The corresponding one-step RSB solution turns out to be marginally stable everywhere in the low-temperature phase. We finish with a short discussion of recent developments and extensions of models with logarithmic correlations, in particular in the context of extreme value statistics. The first appendix summarizes the standard elementary information about Gaussian integrals and related subjects, and introduces the notion of the Gaussian free field characterized by logarithmic correlations. Three other appendices provide the detailed exposition of a few technical details underlying the replica analysis of the model discussed in the lectures.

Multifractal analysis and topological properties of a new family of weighted Koch networks

NASA Astrophysics Data System (ADS)

Huang, Da-Wen; Yu, Zu-Guo; Anh, Vo

2017-03-01

Weighted complex networks, especially scale-free networks, which characterize real-life systems better than non-weighted networks, have attracted considerable interest in recent years. Studies on the multifractality of weighted complex networks are still to be undertaken. In this paper, inspired by the concepts of Koch networks and Koch island, we propose a new family of weighted Koch networks, and investigate their multifractal behavior and topological properties. We find some key topological properties of the new networks: their vertex cumulative strength has a power-law distribution; there is a power-law relationship between their topological degree and weight strength; the networks have a high weighted clustering coefficient of 0.41004 (which is independent of the scaling factor c) in the limit of large generation t; the second smallest eigenvalue μ2 and the maximum eigenvalue μn are approximated by quartic polynomials of the scaling factor c for the general Laplacian operator, while μ2 is approximately a quartic polynomial of c and μn= 1.5 for the normalized Laplacian operator. Then, we find that weighted koch networks are both fractal and multifractal, their fractal dimension is influenced by the scaling factor c. We also apply these analyses to six real-world networks, and find that the multifractality in three of them are strong.

Intelligent Gearbox Diagnosis Methods Based on SVM, Wavelet Lifting and RBR

PubMed Central

Gao, Lixin; Ren, Zhiqiang; Tang, Wenliang; Wang, Huaqing; Chen, Peng

2010-01-01

Given the problems in intelligent gearbox diagnosis methods, it is difficult to obtain the desired information and a large enough sample size to study; therefore, we propose the application of various methods for gearbox fault diagnosis, including wavelet lifting, a support vector machine (SVM) and rule-based reasoning (RBR). In a complex field environment, it is less likely for machines to have the same fault; moreover, the fault features can also vary. Therefore, a SVM could be used for the initial diagnosis. First, gearbox vibration signals were processed with wavelet packet decomposition, and the signal energy coefficients of each frequency band were extracted and used as input feature vectors in SVM for normal and faulty pattern recognition. Second, precision analysis using wavelet lifting could successfully filter out the noisy signals while maintaining the impulse characteristics of the fault; thus effectively extracting the fault frequency of the machine. Lastly, the knowledge base was built based on the field rules summarized by experts to identify the detailed fault type. Results have shown that SVM is a powerful tool to accomplish gearbox fault pattern recognition when the sample size is small, whereas the wavelet lifting scheme can effectively extract fault features, and rule-based reasoning can be used to identify the detailed fault type. Therefore, a method that combines SVM, wavelet lifting and rule-based reasoning ensures effective gearbox fault diagnosis. PMID:22399894

Intelligent gearbox diagnosis methods based on SVM, wavelet lifting and RBR.

PubMed

Gao, Lixin; Ren, Zhiqiang; Tang, Wenliang; Wang, Huaqing; Chen, Peng

2010-01-01

Given the problems in intelligent gearbox diagnosis methods, it is difficult to obtain the desired information and a large enough sample size to study; therefore, we propose the application of various methods for gearbox fault diagnosis, including wavelet lifting, a support vector machine (SVM) and rule-based reasoning (RBR). In a complex field environment, it is less likely for machines to have the same fault; moreover, the fault features can also vary. Therefore, a SVM could be used for the initial diagnosis. First, gearbox vibration signals were processed with wavelet packet decomposition, and the signal energy coefficients of each frequency band were extracted and used as input feature vectors in SVM for normal and faulty pattern recognition. Second, precision analysis using wavelet lifting could successfully filter out the noisy signals while maintaining the impulse characteristics of the fault; thus effectively extracting the fault frequency of the machine. Lastly, the knowledge base was built based on the field rules summarized by experts to identify the detailed fault type. Results have shown that SVM is a powerful tool to accomplish gearbox fault pattern recognition when the sample size is small, whereas the wavelet lifting scheme can effectively extract fault features, and rule-based reasoning can be used to identify the detailed fault type. Therefore, a method that combines SVM, wavelet lifting and rule-based reasoning ensures effective gearbox fault diagnosis.

A wavelet transform algorithm for peak detection and application to powder x-ray diffraction data.

PubMed

Gregoire, John M; Dale, Darren; van Dover, R Bruce

2011-01-01

Peak detection is ubiquitous in the analysis of spectral data. While many noise-filtering algorithms and peak identification algorithms have been developed, recent work [P. Du, W. Kibbe, and S. Lin, Bioinformatics 22, 2059 (2006); A. Wee, D. Grayden, Y. Zhu, K. Petkovic-Duran, and D. Smith, Electrophoresis 29, 4215 (2008)] has demonstrated that both of these tasks are efficiently performed through analysis of the wavelet transform of the data. In this paper, we present a wavelet-based peak detection algorithm with user-defined parameters that can be readily applied to the application of any spectral data. Particular attention is given to the algorithm's resolution of overlapping peaks. The algorithm is implemented for the analysis of powder diffraction data, and successful detection of Bragg peaks is demonstrated for both low signal-to-noise data from theta-theta diffraction of nanoparticles and combinatorial x-ray diffraction data from a composition spread thin film. These datasets have different types of background signals which are effectively removed in the wavelet-based method, and the results demonstrate that the algorithm provides a robust method for automated peak detection.

Fractal scaling analysis of groundwater dynamics in confined aquifers

NASA Astrophysics Data System (ADS)

Tu, Tongbi; Ercan, Ali; Kavvas, M. Levent

2017-10-01

Groundwater closely interacts with surface water and even climate systems in most hydroclimatic settings. Fractal scaling analysis of groundwater dynamics is of significance in modeling hydrological processes by considering potential temporal long-range dependence and scaling crossovers in the groundwater level fluctuations. In this study, it is demonstrated that the groundwater level fluctuations in confined aquifer wells with long observations exhibit site-specific fractal scaling behavior. Detrended fluctuation analysis (DFA) was utilized to quantify the monofractality, and multifractal detrended fluctuation analysis (MF-DFA) and multiscale multifractal analysis (MMA) were employed to examine the multifractal behavior. The DFA results indicated that fractals exist in groundwater level time series, and it was shown that the estimated Hurst exponent is closely dependent on the length and specific time interval of the time series. The MF-DFA and MMA analyses showed that different levels of multifractality exist, which may be partially due to a broad probability density distribution with infinite moments. Furthermore, it is demonstrated that the underlying distribution of groundwater level fluctuations exhibits either non-Gaussian characteristics, which may be fitted by the Lévy stable distribution, or Gaussian characteristics depending on the site characteristics. However, fractional Brownian motion (fBm), which has been identified as an appropriate model to characterize groundwater level fluctuation, is Gaussian with finite moments. Therefore, fBm may be inadequate for the description of physical processes with infinite moments, such as the groundwater level fluctuations in this study. It is concluded that there is a need for generalized governing equations of groundwater flow processes that can model both the long-memory behavior and the Brownian finite-memory behavior.

Efficient Analysis of Mass Spectrometry Data Using the Isotope Wavelet

NASA Astrophysics Data System (ADS)

Hussong, Rene; Tholey, Andreas; Hildebrandt, Andreas

2007-09-01

Mass spectrometry (MS) has become today's de-facto standard for high-throughput analysis in proteomics research. Its applications range from toxicity analysis to MS-based diagnostics. Often, the time spent on the MS experiment itself is significantly less than the time necessary to interpret the measured signals, since the amount of data can easily exceed several gigabytes. In addition, automated analysis is hampered by baseline artifacts, chemical as well as electrical noise, and an irregular spacing of data points. Thus, filtering techniques originating from signal and image analysis are commonly employed to address these problems. Unfortunately, smoothing, base-line reduction, and in particular a resampling of data points can affect important characteristics of the experimental signal. To overcome these problems, we propose a new family of wavelet functions based on the isotope wavelet, which is hand-tailored for the analysis of mass spectrometry data. The resulting technique is theoretically well-founded and compares very well with standard peak picking tools, since it is highly robust against noise spoiling the data, but at the same time sufficiently sensitive to detect even low-abundant peptides.

Feature selection method based on multi-fractal dimension and harmony search algorithm and its application

NASA Astrophysics Data System (ADS)

Zhang, Chen; Ni, Zhiwei; Ni, Liping; Tang, Na

2016-10-01

Feature selection is an important method of data preprocessing in data mining. In this paper, a novel feature selection method based on multi-fractal dimension and harmony search algorithm is proposed. Multi-fractal dimension is adopted as the evaluation criterion of feature subset, which can determine the number of selected features. An improved harmony search algorithm is used as the search strategy to improve the efficiency of feature selection. The performance of the proposed method is compared with that of other feature selection algorithms on UCI data-sets. Besides, the proposed method is also used to predict the daily average concentration of PM2.5 in China. Experimental results show that the proposed method can obtain competitive results in terms of both prediction accuracy and the number of selected features.

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

NASA Astrophysics Data System (ADS)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Multifractal geometry in analysis and processing of digital retinal photographs for early diagnosis of human diabetic macular edema.

PubMed

Tălu, Stefan

2013-07-01

The purpose of this paper is to determine a quantitative assessment of the human retinal vascular network architecture for patients with diabetic macular edema (DME). Multifractal geometry and lacunarity parameters are used in this study. A set of 10 segmented and skeletonized human retinal images, corresponding to both normal (five images) and DME states of the retina (five images), from the DRIVE database was analyzed using the Image J software. Statistical analyses were performed using Microsoft Office Excel 2003 and GraphPad InStat software. The human retinal vascular network architecture has a multifractal geometry. The average of generalized dimensions (Dq) for q = 0, 1, 2 of the normal images (segmented versions), is similar to the DME cases (segmented versions). The average of generalized dimensions (Dq) for q = 0, 1 of the normal images (skeletonized versions), is slightly greater than the DME cases (skeletonized versions). However, the average of D2 for the normal images (skeletonized versions) is similar to the DME images. The average of lacunarity parameter, Λ, for the normal images (segmented and skeletonized versions) is slightly lower than the corresponding values for DME images (segmented and skeletonized versions). The multifractal and lacunarity analysis provides a non-invasive predictive complementary tool for an early diagnosis of patients with DME.

Hartree-Fock study of the Anderson metal-insulator transition in the presence of Coulomb interaction: Two types of mobility edges and their multifractal scaling exponents

NASA Astrophysics Data System (ADS)

Lee, Hyun-Jung; Kim, Ki-Seok

2018-04-01

We investigate the role of Coulomb interaction in the multifractality of Anderson metal-insulator transition, where the Coulomb interaction is treated within the Hartree-Fock approximation, but disorder effects are taken into account exactly. An innovative technical aspect in our simulation is to utilize the Ewald-sum technique, which allows us to introduce the long-range nature of the Coulomb interaction into Hartree-Fock self-consistent equations of order parameters more accurately. This numerical simulation reproduces the Altshuler-Aronov correction in a metallic state and the Efros-Shklovskii pseudogap in an insulating phase, where the density of states ρ (ω ) is evaluated in three dimensions. Approaching the quantum critical point of a metal-insulator transition from either the metallic or insulting phase, we find that the density of states is given by ρ (ω ) ˜|ω| 1 /2 , which determines one critical exponent of the McMillan-Shklovskii scaling theory. Our main result is to evaluate the eigenfunction multifractal scaling exponent αq, given by the Legendre transformation of the fractal dimension τq, which characterizes the scaling behavior of the inverse participation ratio with respect to the system size L . Our multifractal analysis leads us to identify two kinds of mobility edges, one of which occurs near the Fermi energy and the other of which appears at a high energy, where the density of states at the Fermi energy shows the Coulomb-gap feature. We observe that the multifractal exponent at the high-energy mobility edge remains to be almost identical to that of the Anderson localization transition in the absence of Coulomb interactions. On the other hand, we find that the multifractal exponent near the Fermi energy is more enhanced than that at the high-energy mobility edge, suspected to result from interaction effects. However, both the multifractal exponents do not change even if the strength of the Coulomb interaction varies. We also show that the multifractality singular spectrum can be classified into two categories, confirming the appearance of two types of mobility edges.

Multifractal two-scale Cantor set model for slow solar wind turbulence in the outer heliosphere during solar maximum

NASA Astrophysics Data System (ADS)

Macek, W. M.; Wawrzaszek, A.

2011-05-01

To quantify solar wind turbulence, we consider a generalized two-scale weighted Cantor set with two different scales describing nonuniform distribution of the kinetic energy flux between cascading eddies of various sizes. We examine generalized dimensions and the corresponding multifractal singularity spectrum depending on one probability measure parameter and two rescaling parameters. In particular, we analyse time series of velocities of the slow speed streams of the solar wind measured in situ by Voyager 2 spacecraft in the outer heliosphere during solar maximum at various distances from the Sun: 10, 30, and 65 AU. This allows us to look at the evolution of multifractal intermittent scaling of the solar wind in the distant heliosphere. Namely, it appears that while the degree of multifractality for the solar wind during solar maximum is only weakly correlated with the heliospheric distance, but the multifractal spectrum could substantially be asymmetric in a very distant heliosphere beyond the planetary orbits. Therefore, one could expect that this scaling near the frontiers of the heliosphere should rather be asymmetric. It is worth noting that for the model with two different scaling parameters a better agreement with the solar wind data is obtained, especially for the negative index of the generalized dimensions. Therefore we argue that there is a need to use a two-scale cascade model. Hence we propose this model as a useful tool for analysis of intermittent turbulence in various environments and we hope that our general asymmetric multifractal model could shed more light on the nature of turbulence.

Enhancing seismic P phase arrival picking based on wavelet denoising and kurtosis picker

NASA Astrophysics Data System (ADS)

Shang, Xueyi; Li, Xibing; Weng, Lei

2018-01-01

P phase arrival picking of weak signals is still challenging in seismology. A wavelet denoising is proposed to enhance seismic P phase arrival picking, and the kurtosis picker is applied on the wavelet-denoised signal to identify P phase arrival. It has been called the WD-K picker. The WD-K picker, which is different from those traditional wavelet-based pickers on the basis of a single wavelet component or certain main wavelet components, takes full advantage of the reconstruction of main detail wavelet components and the approximate wavelet component. The proposed WD-K picker considers more wavelet components and presents a better P phase arrival feature. The WD-K picker has been evaluated on 500 micro-seismic signals recorded in the Chinese Yongshaba mine. The comparison between the WD-K pickings and manual pickings shows the good picking accuracy of the WD-K picker. Furthermore, the WD-K picking performance has been compared with the main detail wavelet component combining-based kurtosis (WDC-K) picker, the single wavelet component-based kurtosis (SW-K) picker, and certain main wavelet component-based maximum kurtosis (MMW-K) picker. The comparison has demonstrated that the WD-K picker has better picking accuracy than the other three-wavelet and kurtosis-based pickers, thus showing the enhanced ability of wavelet denoising.

A comparative study on book shelf structure based on different domain modal analysis

NASA Astrophysics Data System (ADS)

Sabamehr, Ardalan; Roy, Timir Baran; Bagchi, Ashutosh

2017-04-01

Structural Health Monitoring (SHM) based on the vibration of structures has been very attractive topic for researchers in different fields such as: civil, aeronautical and mechanical engineering. The aim of this paper is to compare three most common modal identification techniques such as Frequency Domain Decomposition (FDD), Stochastic Subspace Identification (SSI) and Continuous Wavelet Transform (CWT) to find modal properties (such as natural frequency, mode shape and damping ratio) of three story book shelf steel structure which was built in Concordia University Lab. The modified Complex Morlet wavelet have been selected for wavelet in order to use asymptotic signal rather than real one with variable bandwidth and wavelet central frequency. So, CWT is able to detect instantaneous modulus and phase by use of local maxima ridge detection.

Wavelets, non-linearity and turbulence in fusion plasmas

NASA Astrophysics Data System (ADS)

van Milligen, B. Ph.

Introduction Linear spectral analysis tools Wavelet analysis Wavelet spectra and coherence Joint wavelet phase-frequency spectra Non-linear spectral analysis tools Wavelet bispectra and bicoherence Interpretation of the bicoherence Analysis of computer-generated data Coupled van der Pol oscillators A large eddy simulation model for two-fluid plasma turbulence A long wavelength plasma drift wave model Analysis of plasma edge turbulence from Langmuir probe data Radial coherence observed on the TJ-IU torsatron Bicoherence profile at the L/H transition on CCT Conclusions

Early Detection of Amyloid Plaque in Alzheimer’s Disease via X-Ray Phase CT

DTIC Science & Technology

2014-06-01

normal, pathologic and Alzheimer’s brains, in which the amyloid precursor protein (APP) will be included as a reference. Toward this goal, we have made...in x-ray flat panel imagers and the artifact removal using a wavelet -analysis-based algorithm” Med. Phys., 28(3): 812-25, 2001. 4. X Wu and H Liu...panel imagers and the artifact removal using a wavelet -analysis-based algorithm” Med. Phys., 28(3): 812-25, 2001 12. Tang X, Hsieh J, Nilsen RA

Early Detection of Amyloid Plaque in Alzheimer’s Disease via X-Ray Phase CT

DTIC Science & Technology

2013-06-01

fibrils in the x-ray phase contrast CT imaging, as a function over the molar concentrations corresponding to normal, pathologic and Alzheimer’s...panel imagers and the artifact removal using a wavelet -analysis-based algorithm” Med. Phys., 28(3): 812-25, 2001. 4. X Wu and H Liu, “Clinical...and the artifact removal using a wavelet -analysis-based algorithm” Med. Phys., 28(3): 812-25, 2001 12. Tang X, Hsieh J, Nilsen RA, Hagiwara A

Complexity of Continuous Glucose Monitoring Data in Critically Ill Patients: Continuous Glucose Monitoring Devices, Sensor Locations, and Detrended Fluctuation Analysis Methods

PubMed Central

Signal, Matthew; Thomas, Felicity; Shaw, Geoffrey M.; Chase, J. Geoffrey

2013-01-01

Background Critically ill patients often experience high levels of insulin resistance and stress-induced hyperglycemia, which may negatively impact outcomes. However, evidence surrounding the causes of negative outcomes remains inconclusive. Continuous glucose monitoring (CGM) devices allow researchers to investigate glucose complexity, using detrended fluctuation analysis (DFA), to determine whether it is associated with negative outcomes. The aim of this study was to investigate the effects of CGM device type/calibration and CGM sensor location on results from DFA. Methods This study uses CGM data from critically ill patients who were each monitored concurrently using Medtronic iPro2s on the thigh and abdomen and a Medtronic Guardian REAL-Time on the abdomen. This allowed interdevice/calibration type and intersensor site variation to be assessed. Detrended fluctuation analysis is a technique that has previously been used to determine the complexity of CGM data in critically ill patients. Two variants of DFA, monofractal and multifractal, were used to assess the complexity of sensor glucose data as well as the precalibration raw sensor current. Monofractal DFA produces a scaling exponent (H), where H is inversely related to complexity. The results of multifractal DFA are presented graphically by the multifractal spectrum. Results From the 10 patients recruited, 26 CGM devices produced data suitable for analysis. The values of H from abdominal iPro2 data were 0.10 (0.03–0.20) higher than those from Guardian REAL-Time data, indicating consistently lower complexities in iPro2 data. However, repeating the analysis on the raw sensor current showed little or no difference in complexity. Sensor site had little effect on the scaling exponents in this data set. Finally, multifractal DFA revealed no significant associations between the multifractal spectrums and CGM device type/calibration or sensor location. Conclusions Monofractal DFA results are dependent on the device/calibration used to obtain CGM data, but sensor location has little impact. Future studies of glucose complexity should consider the findings presented here when designing their investigations. PMID:24351175

Driving factors of interactions between the exchange rate market and the commodity market: A wavelet-based complex network perspective

NASA Astrophysics Data System (ADS)

Wen, Shaobo; An, Haizhong; Chen, Zhihua; Liu, Xueyong

2017-08-01

In traditional econometrics, a time series must be in a stationary sequence. However, it usually shows time-varying fluctuations, and it remains a challenge to execute a multiscale analysis of the data and discover the topological characteristics of conduction in different scales. Wavelet analysis and complex networks in physical statistics have special advantages in solving these problems. We select the exchange rate variable from the Chinese market and the commodity price index variable from the world market as the time series of our study. We explore the driving factors behind the behavior of the two markets and their topological characteristics in three steps. First, we use the Kalman filter to find the optimal estimation of the relationship between the two markets. Second, wavelet analysis is used to extract the scales of the relationship that are driven by different frequency wavelets. Meanwhile, we search for the actual economic variables corresponding to different frequency wavelets. Finally, a complex network is used to search for the transfer characteristics of the combination of states driven by different frequency wavelets. The results show that statistical physics have a unique advantage over traditional econometrics. The Chinese market has time-varying impacts on the world market: it has greater influence when the world economy is stable and less influence in times of turmoil. The process of forming the state combination is random. Transitions between state combinations have a clustering feature. Based on these characteristics, we can effectively reduce the information burden on investors and correctly respond to the government's policy mix.

Texture feature extraction based on wavelet transform and gray-level co-occurrence matrices applied to osteosarcoma diagnosis.

PubMed

Hu, Shan; Xu, Chao; Guan, Weiqiao; Tang, Yong; Liu, Yana

2014-01-01

Osteosarcoma is the most common malignant bone tumor among children and adolescents. In this study, image texture analysis was made to extract texture features from bone CR images to evaluate the recognition rate of osteosarcoma. To obtain the optimal set of features, Sym4 and Db4 wavelet transforms and gray-level co-occurrence matrices were applied to the image, with statistical methods being used to maximize the feature selection. To evaluate the performance of these methods, a support vector machine algorithm was used. The experimental results demonstrated that the Sym4 wavelet had a higher classification accuracy (93.44%) than the Db4 wavelet with respect to osteosarcoma occurrence in the epiphysis, whereas the Db4 wavelet had a higher classification accuracy (96.25%) for osteosarcoma occurrence in the diaphysis. Results including accuracy, sensitivity, specificity and ROC curves obtained using the wavelets were all higher than those obtained using the features derived from the GLCM method. It is concluded that, a set of texture features can be extracted from the wavelets and used in computer-aided osteosarcoma diagnosis systems. In addition, this study also confirms that multi-resolution analysis is a useful tool for texture feature extraction during bone CR image processing.

Computerized cytometry and wavelet analysis of follicular lesions for detecting malignancy: A pilot study in thyroid cytology.

PubMed

Gilshtein, Hayim; Mekel, Michal; Malkin, Leonid; Ben-Izhak, Ofer; Sabo, Edmond

2017-01-01

The cytologic diagnosis of indeterminate lesions of the thyroid involves much uncertainty, and the final diagnosis often requires operative resection. Computerized cytomorphometry and wavelets analysis were examined to evaluate their ability to better discriminate between benign and malignant lesions based on cytology slides. Cytologic reports from patients who underwent thyroid operation in a single, tertiary referral center were retrieved. Patients with Bethesda III and IV lesions were divided according to their final histopathology. Cytomorphometry and wavelet analysis were performed on the digitized images of the cytology slides. Cytology slides of 40 patients were analyzed. Seven patients had a histologic diagnosis of follicular malignancy, 13 had follicular adenomas, and 20 had a benign goiter. Computerized cytomorphometry with a combination of descriptors of nuclear size, shape, and texture was able to predict quantitatively adenoma versus malignancy within the indeterminate group with 95% accuracy. An automated wavelets analysis with a neural network algorithm reached an accuracy of 96% in identifying correctly malignant vs. benign lesions based on cytology. Computerized analysis of cytology slides seems to be more accurate in defining indeterminate thyroid lesions compared with conventional cytologic analysis, which is based on visual characteristics on cytology as well as the expertise of the cytologist. This pilot study needs to be validated with a greater number of samples. Providing a successful validation, we believe that such methods carry promise for better patient treatment. Copyright © 2016 Elsevier Inc. All rights reserved.

Embedded DCT and wavelet methods for fine granular scalable video: analysis and comparison

NASA Astrophysics Data System (ADS)

van der Schaar-Mitrea, Mihaela; Chen, Yingwei; Radha, Hayder

2000-04-01

Video transmission over bandwidth-varying networks is becoming increasingly important due to emerging applications such as streaming of video over the Internet. The fundamental obstacle in designing such systems resides in the varying characteristics of the Internet (i.e. bandwidth variations and packet-loss patterns). In MPEG-4, a new SNR scalability scheme, called Fine-Granular-Scalability (FGS), is currently under standardization, which is able to adapt in real-time (i.e. at transmission time) to Internet bandwidth variations. The FGS framework consists of a non-scalable motion-predicted base-layer and an intra-coded fine-granular scalable enhancement layer. For example, the base layer can be coded using a DCT-based MPEG-4 compliant, highly efficient video compression scheme. Subsequently, the difference between the original and decoded base-layer is computed, and the resulting FGS-residual signal is intra-frame coded with an embedded scalable coder. In order to achieve high coding efficiency when compressing the FGS enhancement layer, it is crucial to analyze the nature and characteristics of residual signals common to the SNR scalability framework (including FGS). In this paper, we present a thorough analysis of SNR residual signals by evaluating its statistical properties, compaction efficiency and frequency characteristics. The signal analysis revealed that the energy compaction of the DCT and wavelet transforms is limited and the frequency characteristic of SNR residual signals decay rather slowly. Moreover, the blockiness artifacts of the low bit-rate coded base-layer result in artificial high frequencies in the residual signal. Subsequently, a variety of wavelet and embedded DCT coding techniques applicable to the FGS framework are evaluated and their results are interpreted based on the identified signal properties. As expected from the theoretical signal analysis, the rate-distortion performances of the embedded wavelet and DCT-based coders are very similar. However, improved results can be obtained for the wavelet coder by deblocking the base- layer prior to the FGS residual computation. Based on the theoretical analysis and our measurements, we can conclude that for an optimal complexity versus coding-efficiency trade- off, only limited wavelet decomposition (e.g. 2 stages) needs to be performed for the FGS-residual signal. Also, it was observed that the good rate-distortion performance of a coding technique for a certain image type (e.g. natural still-images) does not necessarily translate into similarly good performance for signals with different visual characteristics and statistical properties.

Morphological Properties of Siloxane-Hydrogel Contact Lens Surfaces.

PubMed

Stach, Sebastian; Ţălu, Ştefan; Trabattoni, Silvia; Tavazzi, Silvia; Głuchaczka, Alicja; Siek, Patrycja; Zając, Joanna; Giovanzana, Stefano

2017-04-01

The aim of this study was to quantitatively characterize the micromorphology of contact lens (CL) surfaces using atomic force microscopy (AFM) and multifractal analysis. AFM and multifractal analysis were used to characterize the topography of new and worn siloxane-hydrogel CLs made of Filcon V (I FDA group). CL surface roughness was studied by AFM in intermittent-contact mode, in air, on square areas of 25 and 100 μm 2 , by using a Nanoscope V MultiMode (Bruker). Detailed surface characterization of the surface topography was obtained using statistical parameters of 3-D (three-dimensional) surface roughness, in accordance with ISO 25178-2: 2012. Before wear, the surface was found to be characterized by out-of-plane and sharp structures, whilst after a wear of 8 h, two typical morphologies were observed. One morphology (sharp type) has a similar aspect as the unworn CLs and the other morphology (smooth type) is characterized by troughs and bumpy structures. The analysis of the AFM images revealed a multifractal geometry. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of CL surface geometry at nanometer scale. Surface statistical parameters deduced by multifractal analysis can be used to assess the CL micromorphology and can be used by manufacturers in developing CLs with improved surface characteristics. These parameters can also be used in understanding the tribological interactions of the back surface of the CL with the corneal surface and the front surface of the CL with the under-surface of the eyelid (friction, wear, and micro-elastohydrodynamic lubrication at a nanometer scale).

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

NASA Astrophysics Data System (ADS)

Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

Assessment of 48 Stock markets using adaptive multifractal approach

NASA Astrophysics Data System (ADS)

Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

2017-11-01

In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q < 0 there is a deviation from this relation confirming behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval belong to cross-correlated processes.

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

NASA Astrophysics Data System (ADS)

Wang, Jie; Wang, Jun; Stanley, H. Eugene

2018-02-01

To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

Linear and Nonlinear Statistical Characterization of DNA

NASA Astrophysics Data System (ADS)

Norio Oiwa, Nestor; Goldman, Carla; Glazier, James

2002-03-01

We find spatial order in the distribution of protein-coding (including RNAs) and control segments of GenBank genomic sequences, irrespective of ATCG content. This is achieved by correlations, histograms, fractal dimensions and singularity spectra. Estimates of these quantities in complete nuclear genome indicate that coding sequences are long-range correlated and their disposition are self-similar (multifractal) for eukaryotes. These characteristics are absent in prokaryotes, where there are few noncoding sequences, suggesting the `junk' DNA play a relevant role to the genome structure and function. Concerning the genetic message of ATCG sequences, we build a random walk (Levy flight), using DNA symmetry arguments, where we associate A, T, C and G as left, right, down and up steps, respectively. Nonlinear analysis of mitochondrial DNA walks reveal multifractal pattern based on palindromic sequences, which fold in hairpins and loops.

Study on SOC wavelet analysis for LiFePO4 battery

NASA Astrophysics Data System (ADS)

Liu, Xuepeng; Zhao, Dongmei

2017-08-01

Improving the prediction accuracy of SOC can reduce the complexity of the conservative and control strategy of the strategy such as the scheduling, optimization and planning of LiFePO4 battery system. Based on the analysis of the relationship between the SOC historical data and the external stress factors, the SOC Estimation-Correction Prediction Model based on wavelet analysis is established. Using wavelet neural network prediction model is of high precision to achieve forecast link, external stress measured data is used to update parameters estimation in the model, implement correction link, makes the forecast model can adapt to the LiFePO4 battery under rated condition of charge and discharge the operating point of the variable operation area. The test results show that the method can obtain higher precision prediction model when the input and output of LiFePO4 battery are changed frequently.

Long memory analysis by using maximal overlapping discrete wavelet transform

NASA Astrophysics Data System (ADS)

Shafie, Nur Amalina binti; Ismail, Mohd Tahir; Isa, Zaidi

2015-05-01

Long memory process is the asymptotic decay of the autocorrelation or spectral density around zero. The main objective of this paper is to do a long memory analysis by using the Maximal Overlapping Discrete Wavelet Transform (MODWT) based on wavelet variance. In doing so, stock market of Malaysia, China, Singapore, Japan and United States of America are used. The risk of long term and short term investment are also being looked into. MODWT can be analyzed with time domain and frequency domain simultaneously and decomposing wavelet variance to different scales without loss any information. All countries under studied show that they have long memory. Subprime mortgage crisis in 2007 is occurred in the United States of America are possible affect to the major trading countries. Short term investment is more risky than long term investment.

Automated segmentation of retinal blood vessels and identification of proliferative diabetic retinopathy

NASA Astrophysics Data System (ADS)

Jelinek, Herbert F.; Cree, Michael J.; Leandro, Jorge J. G.; Soares, João V. B.; Cesar, Roberto M.; Luckie, A.

2007-05-01

Proliferative diabetic retinopathy can lead to blindness. However, early recognition allows appropriate, timely intervention. Fluorescein-labeled retinal blood vessels of 27 digital images were automatically segmented using the Gabor wavelet transform and classified using traditional features such as area, perimeter, and an additional five morphological features based on the derivatives-of-Gaussian wavelet-derived data. Discriminant analysis indicated that traditional features do not detect early proliferative retinopathy. The best single feature for discrimination was the wavelet curvature with an area under the curve (AUC) of 0.76. Linear discriminant analysis with a selection of six features achieved an AUC of 0.90 (0.73-0.97, 95% confidence interval). The wavelet method was able to segment retinal blood vessels and classify the images according to the presence or absence of proliferative retinopathy.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

NASA Astrophysics Data System (ADS)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Temperature variability analysis using wavelets and multiscale entropy in patients with systemic inflammatory response syndrome, sepsis, and septic shock.

PubMed

Papaioannou, Vasilios E; Chouvarda, Ioanna G; Maglaveras, Nikos K; Pneumatikos, Ioannis A

2012-12-12

Even though temperature is a continuous quantitative variable, its measurement has been considered a snapshot of a process, indicating whether a patient is febrile or afebrile. Recently, other diagnostic techniques have been proposed for the association between different properties of the temperature curve with severity of illness in the Intensive Care Unit (ICU), based on complexity analysis of continuously monitored body temperature. In this study, we tried to assess temperature complexity in patients with systemic inflammation during a suspected ICU-acquired infection, by using wavelets transformation and multiscale entropy of temperature signals, in a cohort of mixed critically ill patients. Twenty-two patients were enrolled in the study. In five, systemic inflammatory response syndrome (SIRS, group 1) developed, 10 had sepsis (group 2), and seven had septic shock (group 3). All temperature curves were studied during the first 24 hours of an inflammatory state. A wavelet transformation was applied, decomposing the signal in different frequency components (scales) that have been found to reflect neurogenic and metabolic inputs on temperature oscillations. Wavelet energy and entropy per different scales associated with complexity in specific frequency bands and multiscale entropy of the whole signal were calculated. Moreover, a clustering technique and a linear discriminant analysis (LDA) were applied for permitting pattern recognition in data sets and assessing diagnostic accuracy of different wavelet features among the three classes of patients. Statistically significant differences were found in wavelet entropy between patients with SIRS and groups 2 and 3, and in specific ultradian bands between SIRS and group 3, with decreased entropy in sepsis. Cluster analysis using wavelet features in specific bands revealed concrete clusters closely related with the groups in focus. LDA after wrapper-based feature selection was able to classify with an accuracy of more than 80% SIRS from the two sepsis groups, based on multiparametric patterns of entropy values in the very low frequencies and indicating reduced metabolic inputs on local thermoregulation, probably associated with extensive vasodilatation. We suggest that complexity analysis of temperature signals can assess inherent thermoregulatory dynamics during systemic inflammation and has increased discriminating value in patients with infectious versus noninfectious conditions, probably associated with severity of illness.

Temperature variability analysis using wavelets and multiscale entropy in patients with systemic inflammatory response syndrome, sepsis, and septic shock

PubMed Central

2012-01-01

Background Even though temperature is a continuous quantitative variable, its measurement has been considered a snapshot of a process, indicating whether a patient is febrile or afebrile. Recently, other diagnostic techniques have been proposed for the association between different properties of the temperature curve with severity of illness in the Intensive Care Unit (ICU), based on complexity analysis of continuously monitored body temperature. In this study, we tried to assess temperature complexity in patients with systemic inflammation during a suspected ICU-acquired infection, by using wavelets transformation and multiscale entropy of temperature signals, in a cohort of mixed critically ill patients. Methods Twenty-two patients were enrolled in the study. In five, systemic inflammatory response syndrome (SIRS, group 1) developed, 10 had sepsis (group 2), and seven had septic shock (group 3). All temperature curves were studied during the first 24 hours of an inflammatory state. A wavelet transformation was applied, decomposing the signal in different frequency components (scales) that have been found to reflect neurogenic and metabolic inputs on temperature oscillations. Wavelet energy and entropy per different scales associated with complexity in specific frequency bands and multiscale entropy of the whole signal were calculated. Moreover, a clustering technique and a linear discriminant analysis (LDA) were applied for permitting pattern recognition in data sets and assessing diagnostic accuracy of different wavelet features among the three classes of patients. Results Statistically significant differences were found in wavelet entropy between patients with SIRS and groups 2 and 3, and in specific ultradian bands between SIRS and group 3, with decreased entropy in sepsis. Cluster analysis using wavelet features in specific bands revealed concrete clusters closely related with the groups in focus. LDA after wrapper-based feature selection was able to classify with an accuracy of more than 80% SIRS from the two sepsis groups, based on multiparametric patterns of entropy values in the very low frequencies and indicating reduced metabolic inputs on local thermoregulation, probably associated with extensive vasodilatation. Conclusions We suggest that complexity analysis of temperature signals can assess inherent thermoregulatory dynamics during systemic inflammation and has increased discriminating value in patients with infectious versus noninfectious conditions, probably associated with severity of illness. PMID:22424316

A high-performance seizure detection algorithm based on Discrete Wavelet Transform (DWT) and EEG

PubMed Central

Chen, Duo; Wan, Suiren; Xiang, Jing; Bao, Forrest Sheng

2017-01-01

In the past decade, Discrete Wavelet Transform (DWT), a powerful time-frequency tool, has been widely used in computer-aided signal analysis of epileptic electroencephalography (EEG), such as the detection of seizures. One of the important hurdles in the applications of DWT is the settings of DWT, which are chosen empirically or arbitrarily in previous works. The objective of this study aimed to develop a framework for automatically searching the optimal DWT settings to improve accuracy and to reduce computational cost of seizure detection. To address this, we developed a method to decompose EEG data into 7 commonly used wavelet families, to the maximum theoretical level of each mother wavelet. Wavelets and decomposition levels providing the highest accuracy in each wavelet family were then searched in an exhaustive selection of frequency bands, which showed optimal accuracy and low computational cost. The selection of frequency bands and features removed approximately 40% of redundancies. The developed algorithm achieved promising performance on two well-tested EEG datasets (accuracy >90% for both datasets). The experimental results of the developed method have demonstrated that the settings of DWT affect its performance on seizure detection substantially. Compared with existing seizure detection methods based on wavelet, the new approach is more accurate and transferable among datasets. PMID:28278203

Glutenite bodies sequence division of the upper Es4 in northern Minfeng zone of Dongying Sag, Bohai Bay Basin, China

NASA Astrophysics Data System (ADS)

Shao, Xupeng

2017-04-01

Glutenite bodies are widely developed in northern Minfeng zone of Dongying Sag. Their litho-electric relationship is not clear. In addition, as the conventional sequence stratigraphic research method drawbacks of involving too many subjective human factors, it has limited deepening of the regional sequence stratigraphic research. The wavelet transform technique based on logging data and the time-frequency analysis technique based on seismic data have advantages of dividing sequence stratigraphy quantitatively comparing with the conventional methods. Under the basis of the conventional sequence research method, this paper used the above techniques to divide the fourth-order sequence of the upper Es4 in northern Minfeng zone of Dongying Sag. The research shows that the wavelet transform technique based on logging data and the time-frequency analysis technique based on seismic data are essentially consistent, both of which divide sequence stratigraphy quantitatively in the frequency domain; wavelet transform technique has high resolutions. It is suitable for areas with wells. The seismic time-frequency analysis technique has wide applicability, but a low resolution. Both of the techniques should be combined; the upper Es4 in northern Minfeng zone of Dongying Sag is a complete set of third-order sequence, which can be further subdivided into 5 fourth-order sequences that has the depositional characteristics of fine-upward sequence in granularity. Key words: Dongying sag, northern Minfeng zone, wavelet transform technique, time-frequency analysis technique ,the upper Es4, sequence stratigraphy

Expectations on Hierarchical Scales of Discourse: Multifractality Predicts Both Short- and Long-Range Effects of Violating Gender Expectations in Text Reading

ERIC Educational Resources Information Center

Booth, Chase R.; Brown, Hannah L.; Eason, Elizabeth G.; Wallot, Sebastian; Kelty-Stephen, Damian G.

2018-01-01

Reader expectations form across hierarchical scales of discourse (e.g., from coarse to fine: genre, narrative, syntax). Cross-scale interactivity produces word reading times (RTs) with multifractal structure. After introducing multifractals, we test two hypotheses regarding their relevance to reader expectations: (1) multifractal evidence of…

DOE Office of Scientific and Technical Information (OSTI.GOV)

I. W. Ginsberg

Multiresolutional decompositions known as spectral fingerprints are often used to extract spectral features from multispectral/hyperspectral data. In this study, the authors investigate the use of wavelet-based algorithms for generating spectral fingerprints. The wavelet-based algorithms are compared to the currently used method, traditional convolution with first-derivative Gaussian filters. The comparison analyses consists of two parts: (a) the computational expense of the new method is compared with the computational costs of the current method and (b) the outputs of the wavelet-based methods are compared with those of the current method to determine any practical differences in the resulting spectral fingerprints. The resultsmore » show that the wavelet-based algorithms can greatly reduce the computational expense of generating spectral fingerprints, while practically no differences exist in the resulting fingerprints. The analysis is conducted on a database of hyperspectral signatures, namely, Hyperspectral Digital Image Collection Experiment (HYDICE) signatures. The reduction in computational expense is by a factor of about 30, and the average Euclidean distance between resulting fingerprints is on the order of 0.02.« less

Spatial and radiometric characterization of multi-spectrum satellite images through multi-fractal analysis

NASA Astrophysics Data System (ADS)

Alonso, Carmelo; Tarquis, Ana M.; Zúñiga, Ignacio; Benito, Rosa M.

2017-03-01

Several studies have shown that vegetation indexes can be used to estimate root zone soil moisture. Earth surface images, obtained by high-resolution satellites, presently give a lot of information on these indexes, based on the data of several wavelengths. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends the possible data archives from the present time to several decades back. Because of this advantage, enormous efforts have been made by researchers and application specialists to delineate vegetation indexes from local scale to global scale by applying remote sensing imagery. In this work, four band images have been considered, which are involved in these vegetation indexes, and were taken by satellites Ikonos-2 and Landsat-7 of the same geographic location, to study the effect of both spatial (pixel size) and radiometric (number of bits coding the image) resolution on these wavelength bands as well as two vegetation indexes: the Normalized Difference Vegetation Index (NDVI) and the Enhanced Vegetation Index (EVI). In order to do so, a multi-fractal analysis of these multi-spectral images was applied in each of these bands and the two indexes derived. The results showed that spatial resolution has a similar scaling effect in the four bands, but radiometric resolution has a larger influence in blue and green bands than in red and near-infrared bands. The NDVI showed a higher sensitivity to the radiometric resolution than EVI. Both were equally affected by the spatial resolution. From both factors, the spatial resolution has a major impact in the multi-fractal spectrum for all the bands and the vegetation indexes. This information should be taken in to account when vegetation indexes based on different satellite sensors are obtained.

Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

NASA Astrophysics Data System (ADS)

Mali, P.; Manna, S. K.; Mukhopadhyay, A.; Haldar, P. K.; Singh, G.

2018-03-01

Multiparticle emission data in nucleus-nucleus collisions are studied in a graph theoretical approach. The sandbox algorithm used to analyze complex networks is employed to characterize the multifractal properties of the visibility graphs associated with the pseudorapidity distribution of charged particles produced in high-energy heavy-ion collisions. Experimental data on 28Si+Ag/Br interaction at laboratory energy Elab = 14 . 5 A GeV, and 16O+Ag/Br and 32S+Ag/Br interactions both at Elab = 200 A GeV, are used in this analysis. We observe a scale free nature of the degree distributions of the visibility and horizontal visibility graphs associated with the event-wise pseudorapidity distributions. Equivalent event samples simulated by ultra-relativistic quantum molecular dynamics, produce degree distributions that are almost identical to the respective experiment. However, the multifractal variables obtained by using sandbox algorithm for the experiment to some extent differ from the respective simulated results.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

NASA Astrophysics Data System (ADS)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Characterizing spatial heterogeneity based on the b-value and fractal analyses of the 2015 Nepal earthquake sequence

NASA Astrophysics Data System (ADS)

Nampally, Subhadra; Padhy, Simanchal; Dimri, Vijay P.

2018-01-01

The nature of spatial distribution of heterogeneities in the source area of the 2015 Nepal earthquake is characterized based on the seismic b-value and fractal analysis of its aftershocks. The earthquake size distribution of aftershocks gives a b-value of 1.11 ± 0.08, possibly representing the highly heterogeneous and low stress state of the region. The aftershocks exhibit a fractal structure characterized by a spectrum of generalized dimensions, Dq varying from D2 = 1.66 to D22 = 0.11. The existence of a fractal structure suggests that the spatial distribution of aftershocks is not a random phenomenon, but it self-organizes into a critical state, exhibiting a scale-independent structure governed by a power-law scaling, where a small perturbation in stress is sufficient enough to trigger aftershocks. In order to obtain the bias in fractal dimensions resulting from finite data size, we compared the multifractal spectrum for the real data and random simulations. On comparison, we found that the lower limit of bias in D2 is 0.44. The similarity in their multifractal spectra suggests the lack of long-range correlation in the data, with an only weakly multifractal or a monofractal with a single correlation dimension D2 characterizing the data. The minimum number of events required for a multifractal process with an acceptable error is discussed. We also tested for a possible correlation between changes in D2 and energy released during the earthquakes. The values of D2 rise during the two largest earthquakes (M > 7.0) in the sequence. The b- and D2 values are related by D2 = 1.45 b that corresponds to the intermediate to large earthquakes. Our results provide useful constraints on the spatial distribution of b- and D2-values, which are useful for seismic hazard assessment in the aftershock area of a large earthquake.

Automatic epileptic seizure detection in EEGs using MF-DFA, SVM based on cloud computing.

PubMed

Zhang, Zhongnan; Wen, Tingxi; Huang, Wei; Wang, Meihong; Li, Chunfeng

2017-01-01

Epilepsy is a chronic disease with transient brain dysfunction that results from the sudden abnormal discharge of neurons in the brain. Since electroencephalogram (EEG) is a harmless and noninvasive detection method, it plays an important role in the detection of neurological diseases. However, the process of analyzing EEG to detect neurological diseases is often difficult because the brain electrical signals are random, non-stationary and nonlinear. In order to overcome such difficulty, this study aims to develop a new computer-aided scheme for automatic epileptic seizure detection in EEGs based on multi-fractal detrended fluctuation analysis (MF-DFA) and support vector machine (SVM). New scheme first extracts features from EEG by MF-DFA during the first stage. Then, the scheme applies a genetic algorithm (GA) to calculate parameters used in SVM and classify the training data according to the selected features using SVM. Finally, the trained SVM classifier is exploited to detect neurological diseases. The algorithm utilizes MLlib from library of SPARK and runs on cloud platform. Applying to a public dataset for experiment, the study results show that the new feature extraction method and scheme can detect signals with less features and the accuracy of the classification reached up to 99%. MF-DFA is a promising approach to extract features for analyzing EEG, because of its simple algorithm procedure and less parameters. The features obtained by MF-DFA can represent samples as well as traditional wavelet transform and Lyapunov exponents. GA can always find useful parameters for SVM with enough execution time. The results illustrate that the classification model can achieve comparable accuracy, which means that it is effective in epileptic seizure detection.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karen, Romero Sánchez, E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; Vásquez Reyes Marcos, A., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; González Gómez Dulce, I., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com

The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis wasmore » found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD.« less

Demonstration of Wavelet Techniques in the Spectral Analysis of Bypass Transition Data

NASA Technical Reports Server (NTRS)

Lewalle, Jacques; Ashpis, David E.; Sohn, Ki-Hyeon

1997-01-01

A number of wavelet-based techniques for the analysis of experimental data are developed and illustrated. A multiscale analysis based on the Mexican hat wavelet is demonstrated as a tool for acquiring physical and quantitative information not obtainable by standard signal analysis methods. Experimental data for the analysis came from simultaneous hot-wire velocity traces in a bypass transition of the boundary layer on a heated flat plate. A pair of traces (two components of velocity) at one location was excerpted. A number of ensemble and conditional statistics related to dominant time scales for energy and momentum transport were calculated. The analysis revealed a lack of energy-dominant time scales inside turbulent spots but identified transport-dominant scales inside spots that account for the largest part of the Reynolds stress. Momentum transport was much more intermittent than were energetic fluctuations. This work is the first step in a continuing study of the spatial evolution of these scale-related statistics, the goal being to apply the multiscale analysis results to improve the modeling of transitional and turbulent industrial flows.

Implementation in an FPGA circuit of Edge detection algorithm based on the Discrete Wavelet Transforms

NASA Astrophysics Data System (ADS)

Bouganssa, Issam; Sbihi, Mohamed; Zaim, Mounia

2017-07-01

The 2D Discrete Wavelet Transform (DWT) is a computationally intensive task that is usually implemented on specific architectures in many imaging systems in real time. In this paper, a high throughput edge or contour detection algorithm is proposed based on the discrete wavelet transform. A technique for applying the filters on the three directions (Horizontal, Vertical and Diagonal) of the image is used to present the maximum of the existing contours. The proposed architectures were designed in VHDL and mapped to a Xilinx Sparten6 FPGA. The results of the synthesis show that the proposed architecture has a low area cost and can operate up to 100 MHz, which can perform 2D wavelet analysis for a sequence of images while maintaining the flexibility of the system to support an adaptive algorithm.

Wavelet Filter Banks for Super-Resolution SAR Imaging

NASA Technical Reports Server (NTRS)

Sheybani, Ehsan O.; Deshpande, Manohar; Memarsadeghi, Nargess

2011-01-01

This paper discusses Innovative wavelet-based filter banks designed to enhance the analysis of super resolution Synthetic Aperture Radar (SAR) images using parametric spectral methods and signal classification algorithms, SAR finds applications In many of NASA's earth science fields such as deformation, ecosystem structure, and dynamics of Ice, snow and cold land processes, and surface water and ocean topography. Traditionally, standard methods such as Fast-Fourier Transform (FFT) and Inverse Fast-Fourier Transform (IFFT) have been used to extract Images from SAR radar data, Due to non-parametric features of these methods and their resolution limitations and observation time dependence, use of spectral estimation and signal pre- and post-processing techniques based on wavelets to process SAR radar data has been proposed. Multi-resolution wavelet transforms and advanced spectral estimation techniques have proven to offer efficient solutions to this problem.

Prediction of welding shrinkage deformation of bridge steel box girder based on wavelet neural network

NASA Astrophysics Data System (ADS)

Tao, Yulong; Miao, Yunshui; Han, Jiaqi; Yan, Feiyun

2018-05-01

Aiming at the low accuracy of traditional forecasting methods such as linear regression method, this paper presents a prediction method for predicting the relationship between bridge steel box girder and its displacement with wavelet neural network. Compared with traditional forecasting methods, this scheme has better local characteristics and learning ability, which greatly improves the prediction ability of deformation. Through analysis of the instance and found that after compared with the traditional prediction method based on wavelet neural network, the rigid beam deformation prediction accuracy is higher, and is superior to the BP neural network prediction results, conform to the actual demand of engineering design.

Wavelet transform analysis of transient signals: the seismogram and the electrocardiogram

DOE Office of Scientific and Technical Information (OSTI.GOV)

Anant, K.S.

1997-06-01

In this dissertation I quantitatively demonstrate how the wavelet transform can be an effective mathematical tool for the analysis of transient signals. The two key signal processing applications of the wavelet transform, namely feature identification and representation (i.e., compression), are shown by solving important problems involving the seismogram and the electrocardiogram. The seismic feature identification problem involved locating in time the P and S phase arrivals. Locating these arrivals accurately (particularly the S phase) has been a constant issue in seismic signal processing. In Chapter 3, I show that the wavelet transform can be used to locate both the Pmore » as well as the S phase using only information from single station three-component seismograms. This is accomplished by using the basis function (wave-let) of the wavelet transform as a matching filter and by processing information across scales of the wavelet domain decomposition. The `pick` time results are quite promising as compared to analyst picks. The representation application involved the compression of the electrocardiogram which is a recording of the electrical activity of the heart. Compression of the electrocardiogram is an important problem in biomedical signal processing due to transmission and storage limitations. In Chapter 4, I develop an electrocardiogram compression method that applies vector quantization to the wavelet transform coefficients. The best compression results were obtained by using orthogonal wavelets, due to their ability to represent a signal efficiently. Throughout this thesis the importance of choosing wavelets based on the problem at hand is stressed. In Chapter 5, I introduce a wavelet design method that uses linear prediction in order to design wavelets that are geared to the signal or feature being analyzed. The use of these designed wavelets in a test feature identification application led to positive results. The methods developed in this thesis; the feature identification methods of Chapter 3, the compression methods of Chapter 4, as well as the wavelet design methods of Chapter 5, are general enough to be easily applied to other transient signals.« less

Multifractal analysis of the Korean agricultural market

NASA Astrophysics Data System (ADS)

Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan

2011-11-01

We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.

Real-time detection of organic contamination events in water distribution systems by principal components analysis of ultraviolet spectral data.

PubMed

Zhang, Jian; Hou, Dibo; Wang, Ke; Huang, Pingjie; Zhang, Guangxin; Loáiciga, Hugo

2017-05-01

The detection of organic contaminants in water distribution systems is essential to protect public health from potential harmful compounds resulting from accidental spills or intentional releases. Existing methods for detecting organic contaminants are based on quantitative analyses such as chemical testing and gas/liquid chromatography, which are time- and reagent-consuming and involve costly maintenance. This study proposes a novel procedure based on discrete wavelet transform and principal component analysis for detecting organic contamination events from ultraviolet spectral data. Firstly, the spectrum of each observation is transformed using discrete wavelet with a coiflet mother wavelet to capture the abrupt change along the wavelength. Principal component analysis is then employed to approximate the spectra based on capture and fusion features. The significant value of Hotelling's T 2 statistics is calculated and used to detect outliers. An alarm of contamination event is triggered by sequential Bayesian analysis when the outliers appear continuously in several observations. The effectiveness of the proposed procedure is tested on-line using a pilot-scale setup and experimental data.

Wavelet analysis of frequency chaos game signal: a time-frequency signature of the C. elegans DNA.

PubMed

Messaoudi, Imen; Oueslati, Afef Elloumi; Lachiri, Zied

2014-12-01

Challenging tasks are encountered in the field of bioinformatics. The choice of the genomic sequence's mapping technique is one the most fastidious tasks. It shows that a judicious choice would serve in examining periodic patterns distribution that concord with the underlying structure of genomes. Despite that, searching for a coding technique that can highlight all the information contained in the DNA has not yet attracted the attention it deserves. In this paper, we propose a new mapping technique based on the chaos game theory that we call the frequency chaos game signal (FCGS). The particularity of the FCGS coding resides in exploiting the statistical properties of the genomic sequence itself. This may reflect important structural and organizational features of DNA. To prove the usefulness of the FCGS approach in the detection of different local periodic patterns, we use the wavelet analysis because it provides access to information that can be obscured by other time-frequency methods such as the Fourier analysis. Thus, we apply the continuous wavelet transform (CWT) with the complex Morlet wavelet as a mother wavelet function. Scalograms that relate to the organism Caenorhabditis elegans (C. elegans) exhibit a multitude of periodic organization of specific DNA sequences.

Evaluation of interaction dynamics of concurrent processes

NASA Astrophysics Data System (ADS)

Sobecki, Piotr; Białasiewicz, Jan T.; Gross, Nicholas

2017-03-01

The purpose of this paper is to present the wavelet tools that enable the detection of temporal interactions of concurrent processes. In particular, the determination of interaction coherence of time-varying signals is achieved using a complex continuous wavelet transform. This paper has used electrocardiogram (ECG) and seismocardiogram (SCG) data set to show multiple continuous wavelet analysis techniques based on Morlet wavelet transform. MATLAB Graphical User Interface (GUI), developed in the reported research to assist in quick and simple data analysis, is presented. These software tools can discover the interaction dynamics of time-varying signals, hence they can reveal their correlation in phase and amplitude, as well as their non-linear interconnections. The user-friendly MATLAB GUI enables effective use of the developed software what enables to load two processes under investigation, make choice of the required processing parameters, and then perform the analysis. The software developed is a useful tool for researchers who have a need for investigation of interaction dynamics of concurrent processes.

Delamination detection by Multi-Level Wavelet Processing of Continuous Scanning Laser Doppler Vibrometry data

NASA Astrophysics Data System (ADS)

Chiariotti, P.; Martarelli, M.; Revel, G. M.

2017-12-01

A novel non-destructive testing procedure for delamination detection based on the exploitation of the simultaneous time and spatial sampling provided by Continuous Scanning Laser Doppler Vibrometry (CSLDV) and the feature extraction capability of Multi-Level wavelet-based processing is presented in this paper. The processing procedure consists in a multi-step approach. Once the optimal mother-wavelet is selected as the one maximizing the Energy to Shannon Entropy Ratio criterion among the mother-wavelet space, a pruning operation aiming at identifying the best combination of nodes inside the full-binary tree given by Wavelet Packet Decomposition (WPD) is performed. The pruning algorithm exploits, in double step way, a measure of the randomness of the point pattern distribution on the damage map space with an analysis of the energy concentration of the wavelet coefficients on those nodes provided by the first pruning operation. A combination of the point pattern distributions provided by each node of the ensemble node set from the pruning algorithm allows for setting a Damage Reliability Index associated to the final damage map. The effectiveness of the whole approach is proven on both simulated and real test cases. A sensitivity analysis related to the influence of noise on the CSLDV signal provided to the algorithm is also discussed, showing that the processing developed is robust enough to measurement noise. The method is promising: damages are well identified on different materials and for different damage-structure varieties.

Wavelet-based analysis of circadian behavioral rhythms.

PubMed

Leise, Tanya L

2015-01-01

The challenging problems presented by noisy biological oscillators have led to the development of a great variety of methods for accurately estimating rhythmic parameters such as period and amplitude. This chapter focuses on wavelet-based methods, which can be quite effective for assessing how rhythms change over time, particularly if time series are at least a week in length. These methods can offer alternative views to complement more traditional methods of evaluating behavioral records. The analytic wavelet transform can estimate the instantaneous period and amplitude, as well as the phase of the rhythm at each time point, while the discrete wavelet transform can extract the circadian component of activity and measure the relative strength of that circadian component compared to those in other frequency bands. Wavelet transforms do not require the removal of noise or trend, and can, in fact, be effective at removing noise and trend from oscillatory time series. The Fourier periodogram and spectrogram are reviewed, followed by descriptions of the analytic and discrete wavelet transforms. Examples illustrate application of each method and their prior use in chronobiology is surveyed. Issues such as edge effects, frequency leakage, and implications of the uncertainty principle are also addressed. © 2015 Elsevier Inc. All rights reserved.

Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

NASA Astrophysics Data System (ADS)

Marinho, M.; Raposo, J. R.; Mirás Avalos, J. M.; Paz González, A.

2012-04-01

One of the detrimental effects caused by agricultural machines is soil compaction, which can be defined by an increase in soil bulk density. Soil compaction often has a negative impact on plant growth, since it reduces the macroporosity and soil permeability and increases resistance to penetration. Our research explored the effect of the agricultural machinery on soil when trafficking through a vineyard at a small spatial scale, based on the evaluation of the soil compaction status. The objectives of this study were: i) to quantify soil bulk density along transects following wine row, wheel track and outside track, and, ii) to characterize the variability of the bulk density along these transects using multifractal analysis. The field work was conducted at the experimental farm of EVEGA (Viticulture and Enology Centre of Galicia) located in Ponte San Clodio, Leiro, Orense, Spain. Three parallel transects were marked on positions with contrasting machine traffic effects, i.e. vine row, wheel-track and outside-track. Undisturbed samples were collected in 16 points of each transect, spaced 0.50 m apart, for bulk density determination using the cylinder method. Samples were taken in autumn 2011, after grape harvest. Since soil between vine rows was tilled and homogenized beginning spring 2011, cumulative effects of traffic during the vine growth period could be evaluated. The distribution patterns of soil bulk density were characterized by multifractal analysis carried out by the method of moments. Multifractality was assessed by several indexes derived from the mass exponent, τq, the generalized dimension, Dq, and the singularity spectrum, f(α), curves. Mean soil bulk density values determined for vine row, outside-track and wheel-track transects were 1.212 kg dm-3, 1.259 kg dm-3and 1.582 kg dm-3, respectively. The respective coefficients of variation (CV) for these three transects were 7.76%, 4.82% and 2.03%. Therefore mean bulk density under wheel-track was 30.5% higher than along the vine row. Vine row and outside-track positions showed not significant differences between means. The bulk density of the wheel-track transect also showed the lowest CV. The multifractal spectra of the three transects were asymmetric curves, rather short toward the left and much longer toward the right. The width of the right deviating shaped multifractal spectra was ranked as: wine row > outside-track ≈ wheel-track. Entropy dimension, D1, was 0.998, 0.992 and 0.992 for vine row, outside-track and track transects, respectively. These results show different patterns of variability of bulk density for parallel transects. They also suggest that multifractal parameters may be useful in assessing the variability of other soil properties such as soil particle density, soil porosity or soil water content, at different spatial scales as well. Acknowledgments. This work was funded in part by Spanish Ministry of Science and Innovation (MICINN) in the frame of project CGL2009-13700-C02. Financial support from CAPES/GOV., Brazil, is also acknowledged by Prof. M. Marinho.

Windowed and Wavelet Analysis of Marine Stratocumulus Cloud Inhomogeneity

NASA Technical Reports Server (NTRS)

Gollmer, Steven M.; Harshvardhan; Cahalan, Robert F.; Snider, Jack B.

1995-01-01

To improve radiative transfer calculations for inhomogeneous clouds, a consistent means of modeling inhomogeneity is needed. One current method of modeling cloud inhomogeneity is through the use of fractal parameters. This method is based on the supposition that cloud inhomogeneity over a large range of scales is related. An analysis technique named wavelet analysis provides a means of studying the multiscale nature of cloud inhomogeneity. In this paper, the authors discuss the analysis and modeling of cloud inhomogeneity through the use of wavelet analysis. Wavelet analysis as well as other windowed analysis techniques are used to study liquid water path (LWP) measurements obtained during the marine stratocumulus phase of the First ISCCP (International Satellite Cloud Climatology Project) Regional Experiment. Statistics obtained using analysis windows, which are translated to span the LWP dataset, are used to study the local (small scale) properties of the cloud field as well as their time dependence. The LWP data are transformed onto an orthogonal wavelet basis that represents the data as a number of times series. Each of these time series lies within a frequency band and has a mean frequency that is half the frequency of the previous band. Wavelet analysis combined with translated analysis windows reveals that the local standard deviation of each frequency band is correlated with the local standard deviation of the other frequency bands. The ratio between the standard deviation of adjacent frequency bands is 0.9 and remains constant with respect to time. This ratio defined as the variance coupling parameter is applicable to all of the frequency bands studied and appears to be related to the slope of the data's power spectrum. Similar analyses are performed on two cloud inhomogeneity models, which use fractal-based concepts to introduce inhomogeneity into a uniform cloud field. The bounded cascade model does this by iteratively redistributing LWP at each scale using the value of the local mean. This model is reformulated into a wavelet multiresolution framework, thereby presenting a number of variants of the bounded cascade model. One variant introduced in this paper is the 'variance coupled model,' which redistributes LWP using the local standard deviation and the variance coupling parameter. While the bounded cascade model provides an elegant two- parameter model for generating cloud inhomogeneity, the multiresolution framework provides more flexibility at the expense of model complexity. Comparisons are made with the results from the LWP data analysis to demonstrate both the strengths and weaknesses of these models.

SSAW: A new sequence similarity analysis method based on the stationary discrete wavelet transform.

PubMed

Lin, Jie; Wei, Jing; Adjeroh, Donald; Jiang, Bing-Hua; Jiang, Yue

2018-05-02

Alignment-free sequence similarity analysis methods often lead to significant savings in computational time over alignment-based counterparts. A new alignment-free sequence similarity analysis method, called SSAW is proposed. SSAW stands for Sequence Similarity Analysis using the Stationary Discrete Wavelet Transform (SDWT). It extracts k-mers from a sequence, then maps each k-mer to a complex number field. Then, the series of complex numbers formed are transformed into feature vectors using the stationary discrete wavelet transform. After these steps, the original sequence is turned into a feature vector with numeric values, which can then be used for clustering and/or classification. Using two different types of applications, namely, clustering and classification, we compared SSAW against the the-state-of-the-art alignment free sequence analysis methods. SSAW demonstrates competitive or superior performance in terms of standard indicators, such as accuracy, F-score, precision, and recall. The running time was significantly better in most cases. These make SSAW a suitable method for sequence analysis, especially, given the rapidly increasing volumes of sequence data required by most modern applications.

Wavelet-analysis of gastric microcirculation in rats with ulcer bleedings

NASA Astrophysics Data System (ADS)

Pavlov, A. N.; Semyachkina-Glushkovskaya, O. V.; Pavlova, O. N.; Bibikova, O. A.; Kurths, J.

2013-10-01

Nitric oxide (NO) plays an important role in regulation of central and peripheral circulation in normal state and during hemorrhagic stress. Because the impaired gastric mucosal blood flow is the major cause of gastroduodenal lesions including ulcer bleeding (UB), we study in this work the NO-ergic mechanism responsible for regulation of this blood flow. Our study is performed in rats with a model of stress-induced UB using laser Doppler flowmetry (LDF) that characterizes the rate of blood flow by measuring a Doppler shift of the laser beam scattered by the moving red blood cells. Numerical analysis of LDF-data is based on the discrete wavelet-transform (DWT) using Daubechies wavelets aiming to quantify influences of NO on the gastric microcirculation. We show that the stress-induced UB is associated with an increased level of NO in the gastric tissue and a stronger vascular sensitivity to pharmacological modulation of NO-production by L-NAME. We demonstrate that wavelet-based analyses of NO-dependent regulation of gastric microcirculation can provide an effective endoscopic diagnostics of a risk of UB.

Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

NASA Astrophysics Data System (ADS)

Sotoca, Juan J. Martin; Saa-Requejo, Antonio; Grau, Juan B.; Tarquis, Ana M.

2015-04-01

Satellite information has contributed to improve our understanding of the spatial variability of hydro-climatic and ecological processes. Vegetation activity is tightly coupled with climate, hydro-ecological fluxes, and terrain dynamics in river basins at a wide range of space-time scales (Scheuring and Riedi, 1994). Indices of vegetation activity are constructed using satellite information of reflectance of the relevant spectral bands which enhance the contribution of vegetation being Normalized Difference Vegetation Index (NDVI) widely used. How can we study such a complex system? Multifractals and fractals are related techniques mainly used in physics to characterize the scaling behaviour of a system; they differ in that fractals look at the geometry of presence/absence patterns, while multifractals look at the arrangement of quantities such as population or biomass densities (Saravia et al., 2012). Scaling laws are an emergent general feature of ecological systems; they reflect constraints in their organization that can provide tracks about the underlying mechanisms (Solé and Bascompte, 2006). In this work, we have applied these techniques to study the spatial pattern through one year of NDVI maps. A rectangular area that includes the Community of Madrid and part of the surroundings, consisting of 300 x 280 pixels with a resolution of 500 x 500 m2 has been selected and monthly NDVI maps analyzed using the multifractal spectrum and the map of singularities (Cheng and Agterberg, 1996). The results show a cyclical pattern in the multifractal behaviour and singularity points related to river basin networks (Martín-Sotoca, 2014). References Cheng, Q. and Agterberg, F.P. (1996). Multifractal modeling and spatial statistics. Math. Geol. Vol 28, 1-16. Martín-Sotoca, J.J. (2014) Estructura Espacial de la Sequía en Pastos y sus Aplicaciones en el Seguro Agrario. Master Thesis, UPM (In Spanish). Saravia LA, Giorgi A, Momo F.: Multifractal growth in periphyton communities. Oikos. 2012;121(11):1810-1820 10.1111/j.1600-0706.2011.20423.x Scheuring, I., Riedi, R.H., 1994. Application of multifractals to the analysis of vegetation pattern. J. Veg. Sci. 5, 489-496. Solé RV, Bascompte J.: Self-organization in complex ecosystems. Princeton University Press,2006. Acknowledgements First author acknowledges the Research Grant obtained from CEIGRAM in 2014

Characteristic Analysis of Air-gun Source Wavelet based on the Vertical Cable Data

NASA Astrophysics Data System (ADS)

Xing, L.

2016-12-01

Air guns are important sources for marine seismic exploration. Far-field wavelets of air gun arrays, as a necessary parameter for pre-stack processing and source models, plays an important role during marine seismic data processing and interpretation. When an air gun fires, it generates a series of air bubbles. Similar to onshore seismic exploration, the water forms a plastic fluid near the bubble; the farther the air gun is located from the measurement, the more steady and more accurately represented the wavelet will be. In practice, hydrophones should be placed more than 100 m from the air gun; however, traditional seismic cables cannot meet this requirement. On the other hand, vertical cables provide a viable solution to this problem. This study uses a vertical cable to receive wavelets from 38 air guns and data are collected offshore Southeast Qiong, where the water depth is over 1000 m. In this study, the wavelets measured using this technique coincide very well with the simulated wavelets and can therefore represent the real shape of the wavelets. This experiment fills a technology gap in China.

Multiscale Medical Image Fusion in Wavelet Domain

PubMed Central

Khare, Ashish

2013-01-01

Wavelet transforms have emerged as a powerful tool in image fusion. However, the study and analysis of medical image fusion is still a challenging area of research. Therefore, in this paper, we propose a multiscale fusion of multimodal medical images in wavelet domain. Fusion of medical images has been performed at multiple scales varying from minimum to maximum level using maximum selection rule which provides more flexibility and choice to select the relevant fused images. The experimental analysis of the proposed method has been performed with several sets of medical images. Fusion results have been evaluated subjectively and objectively with existing state-of-the-art fusion methods which include several pyramid- and wavelet-transform-based fusion methods and principal component analysis (PCA) fusion method. The comparative analysis of the fusion results has been performed with edge strength (Q), mutual information (MI), entropy (E), standard deviation (SD), blind structural similarity index metric (BSSIM), spatial frequency (SF), and average gradient (AG) metrics. The combined subjective and objective evaluations of the proposed fusion method at multiple scales showed the effectiveness and goodness of the proposed approach. PMID:24453868

Neural potentials disorder during differential psychoacoustic experiment evaluated by discrete wavelet analysis.

PubMed

Tsakiraki, Eleni S; Tsiaparas, Nikolaos N; Christopoulou, Maria I; Papageorgiou, Charalabos Ch; Nikita, Konstantina S

2014-01-01

The aim of the paper is the assessment of neural potentials disorder during a differential sensitivity psychoacoustic procedure. Ten volunteers were asked to compare the duration of two acoustic pulses: one reference with stable duration of 500 ms and one trial which varied from 420 ms to 620 ms. During the discrimination task, Electroencephalogram (EEG) and Event Related Potential (ERP) signals were recorded. The mean Relative Wavelet Energy (mRWE) and the normalized Shannon Wavelet Entropy (nSWE) are computed based on the Discrete Wavelet analysis. The results are correlated to the data derived by the psychoacoustic analysis on the volunteers responses. In most of the electrodes, when the duration of the trial pulse is 460 ms and 560 ms, there is an increase and a decrease in nSWE value, respectively, which is determined mostly by the mRWE in delta rhythm. These extrema are correlated to the Just Noticeable Difference (JND) in pulses duration, calculated by psychoacoustic analysis. The dominance of delta rhythm during the whole auditory experiment is noteworthy. The lowest values of nSWE are noted in temporal lobe.

Wavelets in Physics

NASA Astrophysics Data System (ADS)

van den Berg, J. C.

2004-03-01

A guided tour J. C. van den Berg; 1. Wavelet analysis, a new tool in physics J.-P. Antoine; 2. The 2-D wavelet transform, physical applications J.-P. Antoine; 3. Wavelets and astrophysical applications A. Bijaoui; 4. Turbulence analysis, modelling and computing using wavelets M. Farge, N. K.-R. Kevlahan, V. Perrier and K. Schneider; 5. Wavelets and detection of coherent structures in fluid turbulence L. Hudgins and J. H. Kaspersen; 6. Wavelets, non-linearity and turbulence in fusion plasmas B. Ph. van Milligen; 7. Transfers and fluxes of wind kinetic energy between orthogonal wavelet components during atmospheric blocking A. Fournier; 8. Wavelets in atomic physics and in solid state physics J.-P. Antoine, Ph. Antoine and B. Piraux; 9. The thermodynamics of fractals revisited with wavelets A. Arneodo, E. Bacry and J. F. Muzy; 10. Wavelets in medicine and physiology P. Ch. Ivanov, A. L. Goldberger, S. Havlin, C.-K. Peng, M. G. Rosenblum and H. E. Stanley; 11. Wavelet dimension and time evolution Ch.-A. Guérin and M. Holschneider.

Wavelets in Physics

NASA Astrophysics Data System (ADS)

van den Berg, J. C.

1999-08-01

A guided tour J. C. van den Berg; 1. Wavelet analysis, a new tool in physics J.-P. Antoine; 2. The 2-D wavelet transform, physical applications J.-P. Antoine; 3. Wavelets and astrophysical applications A. Bijaoui; 4. Turbulence analysis, modelling and computing using wavelets M. Farge, N. K.-R. Kevlahan, V. Perrier and K. Schneider; 5. Wavelets and detection of coherent structures in fluid turbulence L. Hudgins and J. H. Kaspersen; 6. Wavelets, non-linearity and turbulence in fusion plasmas B. Ph. van Milligen; 7. Transfers and fluxes of wind kinetic energy between orthogonal wavelet components during atmospheric blocking A. Fournier; 8. Wavelets in atomic physics and in solid state physics J.-P. Antoine, Ph. Antoine and B. Piraux; 9. The thermodynamics of fractals revisited with wavelets A. Arneodo, E. Bacry and J. F. Muzy; 10. Wavelets in medicine and physiology P. Ch. Ivanov, A. L. Goldberger, S. Havlin, C.-K. Peng, M. G. Rosenblum and H. E. Stanley; 11. Wavelet dimension and time evolution Ch.-A. Guérin and M. Holschneider.

iSAP: Interactive Sparse Astronomical Data Analysis Packages

NASA Astrophysics Data System (ADS)

Fourt, O.; Starck, J.-L.; Sureau, F.; Bobin, J.; Moudden, Y.; Abrial, P.; Schmitt, J.

2013-03-01

iSAP consists of three programs, written in IDL, which together are useful for spherical data analysis. MR/S (MultiResolution on the Sphere) contains routines for wavelet, ridgelet and curvelet transform on the sphere, and applications such denoising on the sphere using wavelets and/or curvelets, Gaussianity tests and Independent Component Analysis on the Sphere. MR/S has been designed for the PLANCK project, but can be used for many other applications. SparsePol (Polarized Spherical Wavelets and Curvelets) has routines for polarized wavelet, polarized ridgelet and polarized curvelet transform on the sphere, and applications such denoising on the sphere using wavelets and/or curvelets, Gaussianity tests and blind source separation on the Sphere. SparsePol has been designed for the PLANCK project. MS-VSTS (Multi-Scale Variance Stabilizing Transform on the Sphere), designed initially for the FERMI project, is useful for spherical mono-channel and multi-channel data analysis when the data are contaminated by a Poisson noise. It contains routines for wavelet/curvelet denoising, wavelet deconvolution, multichannel wavelet denoising and deconvolution.

Detection of Dendritic Spines Using Wavelet Packet Entropy and Fuzzy Support Vector Machine.

PubMed

Wang, Shuihua; Li, Yang; Shao, Ying; Cattani, Carlo; Zhang, Yudong; Du, Sidan

2017-01-01

The morphology of dendritic spines is highly correlated with the neuron function. Therefore, it is of positive influence for the research of the dendritic spines. However, it is tried to manually label the spine types for statistical analysis. In this work, we proposed an approach based on the combination of wavelet contour analysis for the backbone detection, wavelet packet entropy, and fuzzy support vector machine for the spine classification. The experiments show that this approach is promising. The average detection accuracy of "MushRoom" achieves 97.3%, "Stubby" achieves 94.6%, and "Thin" achieves 97.2%. Copyright© Bentham Science Publishers; For any queries, please email at epub@benthamscience.org.

From standard alpha-stable Lévy motions to horizontal visibility networks: dependence of multifractal and Laplacian spectrum

NASA Astrophysics Data System (ADS)

Zou, Hai-Long; Yu, Zu-Guo; Anh, Vo; Ma, Yuan-Lin

2018-05-01

In recent years, researchers have proposed several methods to transform time series (such as those of fractional Brownian motion) into complex networks. In this paper, we construct horizontal visibility networks (HVNs) based on the -stable Lévy motion. We aim to study the relations of multifractal and Laplacian spectrum of transformed networks on the parameters and of the -stable Lévy motion. First, we employ the sandbox algorithm to compute the mass exponents and multifractal spectrum to investigate the multifractality of these HVNs. Then we perform least squares fits to find possible relations of the average fractal dimension , the average information dimension and the average correlation dimension against using several methods of model selection. We also investigate possible dependence relations of eigenvalues and energy on , calculated from the Laplacian and normalized Laplacian operators of the constructed HVNs. All of these constructions and estimates will help us to evaluate the validity and usefulness of the mappings between time series and networks, especially between time series of -stable Lévy motions and HVNs.

Multifractal Characteristics of Axisymmetric Jet Turbulence Intensity from Rans Numerical Simulation

NASA Astrophysics Data System (ADS)

Seo, Yongwon; Ko, Haeng Sik; Son, Sangyoung

A turbulent jet bears diverse physical characteristics that have been unveiled yet. Of particular interest is to analyze the turbulent intensity, which has been a key factor to assess and determine turbulent jet performance since diffusive and mixing conditions are largely dependent on it. Multifractal measures are useful in terms of identifying characteristics of a physical quantity distributed over a spatial domain. This study examines the multifractal exponents of jet turbulence intensities obtained through numerical simulation. We acquired the turbulence intensities from numerical jet discharge experiments, where two types of nozzle geometry were tested based on a Reynolds-Averaged Navier-Stokes (RANS) equations. The k-𝜀 model and k-ω model were used for turbulence closure models. The results showed that the RANS model successfully regenerates transversal velocity profile, which is almost identical to an analytical solution. The RANS model also shows the decay of turbulence intensity in the longitudinal direction but it depends on the outfall nozzle lengths. The result indicates the existence of a common multifractal spectrum for turbulence intensity obtained from numerical simulation. Although the transverse velocity profiles are similar for two different turbulence models, the minimum Lipschitz-Hölder exponent (αmin) and entropy dimension (α1) are different. These results suggest that the multifractal exponents capture the difference in turbulence structures of hierarchical turbulence intensities produced by different turbulence models.

Extended self-similarity in the two-dimensional metal-insulator transition

NASA Astrophysics Data System (ADS)

Moriconi, L.

2003-09-01

We show that extended self-similarity, a scaling phenomenon first observed in classical turbulent flows, holds for a two-dimensional metal-insulator transition that belongs to the universality class of random Dirac fermions. Deviations from multifractality, which in turbulence are due to the dominance of diffusive processes at small scales, appear in the condensed-matter context as a large-scale, finite-size effect related to the imposition of an infrared cutoff in the field theory formulation. We propose a phenomenological interpretation of extended self-similarity in the metal-insulator transition within the framework of the random β-model description of multifractal sets. As a natural step, our discussion is bridged to the analysis of strange attractors, where crossovers between multifractal and nonmultifractal regimes are found and extended self-similarity turns out to be verified as well.

Investigation of using wavelet analysis for classifying pattern of cyclic voltammetry signals

NASA Astrophysics Data System (ADS)

Jityen, Arthit; Juagwon, Teerasak; Jaisuthi, Rawat; Osotchan, Tanakorn

2017-09-01

Wavelet analysis is an excellent technique for data processing analysis based on linear vector algebra since it has an ability to perform local analysis and is able to analyze an unspecific localized area of a large signal. In this work, the wavelet analysis of cyclic waveform was investigated in order to find the distinguishable feature from the cyclic data. The analyzed wavelet coefficients were proposed to be used as selected cyclic feature parameters. The cyclic voltammogram (CV) of different electrodes consisting of carbon nanotube (CNT) and several types of metal phthalocyanine (MPc) including CoPc, FePc, ZnPc and MnPc powders was used as several sets of cyclic data for various types of coffee. The mixture powder was embedded in a hollow Teflon rod and used as working electrodes. Electrochemical response of the fabricated electrodes in Robusta, blend coffee I, blend coffee II, chocolate malt and cocoa at the same concentrations was measured with scanning rate of 0.05V/s from -1.5 to 1.5V respectively to Ag/AgCl electrode for five scanning loops. The CV of blended CNT electrode with some MPc electrodes indicated the ionic interaction which can be the effect of catalytic oxidation of saccharides and/or polyphenol on the sensor surface. The major information of CV response can be extracted by using several mother wavelet families viz. daubechies (dB1 to dB3), coiflets (coiflet1), biorthogonal (Bior1.1) and symlets (sym2) and then the discrimination of these wavelet coefficients of each data group can be separated by principal component analysis (PCA). The PCA results indicated the clearly separate groups with total contribution more than 62.37% representing from PC1 and PC2.

The wavelet response as a multiscale characterization of scattering processes at granular interfaces.

PubMed

Le Gonidec, Yves; Gibert, Dominique

2006-11-01

We perform a multiscale analysis of the backscattering properties of a complex interface between water and a layer of randomly arranged glass beads with diameter D=1 mm. An acoustical experiment is done to record the wavelet response of the interface in a large frequency range from lambda/D=0.3 to lambda/D=15. The wavelet response is a physical analog of the mathematical wavelet transform which possesses nice properties to detect and characterize abrupt changes in signals. The experimental wavelet response allows to identify five frequency domains corresponding to different backscattering properties of the complex interface. This puts quantitative limits to the validity domains of the models used to represent the interface and which are flat elastic, flat visco-elastic, rough random half-space with multiple scattering, and rough elastic from long to short wavelengths respectively. A physical explanation based on Mie scattering theory is proposed to explain the origin of the five frequency domains identified in the wavelet response.

Wavelet decomposition based principal component analysis for face recognition using MATLAB

NASA Astrophysics Data System (ADS)

Sharma, Mahesh Kumar; Sharma, Shashikant; Leeprechanon, Nopbhorn; Ranjan, Aashish

2016-03-01

For the realization of face recognition systems in the static as well as in the real time frame, algorithms such as principal component analysis, independent component analysis, linear discriminate analysis, neural networks and genetic algorithms are used for decades. This paper discusses an approach which is a wavelet decomposition based principal component analysis for face recognition. Principal component analysis is chosen over other algorithms due to its relative simplicity, efficiency, and robustness features. The term face recognition stands for identifying a person from his facial gestures and having resemblance with factor analysis in some sense, i.e. extraction of the principal component of an image. Principal component analysis is subjected to some drawbacks, mainly the poor discriminatory power and the large computational load in finding eigenvectors, in particular. These drawbacks can be greatly reduced by combining both wavelet transform decomposition for feature extraction and principal component analysis for pattern representation and classification together, by analyzing the facial gestures into space and time domain, where, frequency and time are used interchangeably. From the experimental results, it is envisaged that this face recognition method has made a significant percentage improvement in recognition rate as well as having a better computational efficiency.

Wavelet based approach for posture transition estimation using a waist worn accelerometer.

PubMed

Bidargaddi, Niranjan; Klingbeil, Lasse; Sarela, Antti; Boyle, Justin; Cheung, Vivian; Yelland, Catherine; Karunanithi, Mohanraj; Gray, Len

2007-01-01

The ability to rise from a chair is considered to be important to achieve functional independence and quality of life. This sit-to-stand task is also a good indicator to assess condition of patients with chronic diseases. We developed a wavelet based algorithm for detecting and calculating the durations of sit-to-stand and stand-to-sit transitions from the signal vector magnitude of the measured acceleration signal. The algorithm was tested on waist worn accelerometer data collected from young subjects as well as geriatric patients. The test demonstrates that both transitions can be detected by using wavelet transformation applied to signal magnitude vector. Wavelet analysis produces an estimate of the transition pattern that can be used to calculate the transition duration that further gives clinically significant information on the patients condition. The method can be applied in a real life ambulatory monitoring system for assessing the condition of a patient living at home.

Multifractal features in stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Yoon, Seong-Min

2004-03-01

We investigate the tick dynamical behavior of three assets(the yen-dollar exchange rate, the won-dollar exchange rate, and the KOSPI) using the rescaled range analysis in stock and foreign exchange markets. The multifractal Hurst exponents with long-run memory effects can be obtained from assets, and we discuss whether it exists the crossover or not for the Hurst exponents at charateristic time scales. Particularly, we find that the probability distribution of prices is approached to a Lorentz distribution, different from fat-tailed properties.

Integrated Central-Autonomic Multifractal Complexity in the Heart Rate Variability of Healthy Humans

PubMed Central

Lin, D. C.; Sharif, A.

2012-01-01

Purpose of Study: The aim of this study was to characterize the central-autonomic interaction underlying the multifractality in heart rate variability (HRV) of healthy humans. Materials and Methods: Eleven young healthy subjects participated in two separate ~40 min experimental sessions, one in supine (SUP) and one in, head-up-tilt (HUT), upright (UPR) body positions. Surface scalp electroencephalography (EEG) and electrocardiogram (ECG) were collected and fractal correlation of brain and heart rate data was analyzed based on the idea of relative multifractality. The fractal correlation was further examined with the EEG, HRV spectral measures using linear regression of two variables and principal component analysis (PCA) to find clues for the physiological processing underlying the central influence in fractal HRV. Results: We report evidence of a central-autonomic fractal correlation (CAFC) where the HRV multifractal complexity varies significantly with the fractal correlation between the heart rate and brain data (P = 0.003). The linear regression shows significant correlation between CAFC measure and EEG Beta band spectral component (P = 0.01 for SUP and P = 0.002 for UPR positions). There is significant correlation between CAFC measure and HRV LF component in the SUP position (P = 0.04), whereas the correlation with the HRV HF component approaches significance (P = 0.07). The correlation between CAFC measure and HRV spectral measures in the UPR position is weak. The PCA results confirm these findings and further imply multiple physiological processes underlying CAFC, highlighting the importance of the EEG Alpha, Beta band, and the HRV LF, HF spectral measures in the supine position. Discussion and Conclusion: The findings of this work can be summarized into three points: (i) Similar fractal characteristics exist in the brain and heart rate fluctuation and the change toward stronger fractal correlation implies the change toward more complex HRV multifractality. (ii) CAFC is likely contributed by multiple physiological mechanisms, with its central elements mainly derived from the EEG Alpha, Beta band dynamics. (iii) The CAFC in SUP and UPR positions is qualitatively different, with a more predominant central influence in the fractal HRV of the UPR position. PMID:22403548

Multifractality in individual honeybee behavior hints at colony-specific social cascades: Reanalysis of radio-frequency identification data from five different colonies

NASA Astrophysics Data System (ADS)

Carver, Nicole S.; Kelty-Stephen, Damian G.

2017-02-01

Honeybees (Apis mellifera) exhibit complex coordination and interaction across multiple behaviors such as swarming. This coordination among honeybees in the same colony is remarkably similar to the concept of informational cascades. The multifractal geometry of cascades suggests that multifractal measures of individual honeybee activity might carry signatures of these colony-wide coordinations. The present work reanalyzes time stamps of entrances to and exits from the hive captured by radio-frequency identification (RFID) sensors reading RFID tags on individual bees. Indeed, both multifractal spectrum width for individual bees' inter-reading interval series and differences of those widths from surrogates significantly predicted not just whether the individual bee's hive had a mesh enclosure but also predicted the specific membership of individual bees in one of five colonies. The significant effects of multifractality in matching honeybee activity to type of colony and, further, matching individual honeybees to their exact home colony suggests that multifractality quantifies key features of the colony-wide interactions across many scales. This relevance of multifractality to predicting colony type or colony membership adds additional credence to the cascade metaphor for colony organization. Perhaps, multifractality provides a new tool for exploring the relationship between individual organisms and larger, more complex social behaviors.

Wavelets and their applications past and future

NASA Astrophysics Data System (ADS)

Coifman, Ronald R.

2009-04-01

As this is a conference on mathematical tools for defense, I would like to dedicate this talk to the memory of Louis Auslander, who through his insights and visionary leadership, brought powerful new mathematics into DARPA, he has provided the main impetus to the development and insertion of wavelet based processing in defense. My goal here is to describe the evolution of a stream of ideas in Harmonic Analysis, ideas which in the past have been mostly applied for the analysis and extraction of information from physical data, and which now are increasingly applied to organize and extract information and knowledge from any set of digital documents, from text to music to questionnaires. This form of signal processing on digital data, is part of the future of wavelet analysis.

Nonlinear dynamics of the atmospheric pollutants in Mexico City

NASA Astrophysics Data System (ADS)

Muñoz-Diosdado, Alejandro; Barrera-Ferrer, Amilcar; Angulo-Brown, Fernando

2014-05-01

The atmospheric pollution in the Metropolitan Zone of Mexico City (MZMC) is a serious problem with social, economical and political consequences, in virtue that it is the region which concentrates both the greatest country population and a great part of commercial and industrial activities. According to the World Health Organization, maximum permissible concentrations of atmospheric pollutants are exceeded frequently. In the MZMC, the environmental monitoring has been limited to criteria pollutants, named in this way due to when their levels are measured in the atmosphere, they indicate in a precise way the air quality. The Automatic Atmospheric Monitoring Network monitors and registers the values of pollutants concentration in air in the MZMC. Actually, it is integrated by approximately 35 automatic-equipped remote stations, which report an every-hour register. Local and global invariant quantities have been widely used to describe the fractal properties of diverse time series. In the study of certain time series, many times it is assumed that they are monofractal, which means that they can be described only with one fractal dimension. But this hypothesis is unrealistic because a lot of time series are heterogeneous and non stationary, so their scaling properties are not the same throughout time and therefore they may require more fractal dimensions for their description. Complexity of the atmospheric pollutants dynamics suggests us to analyze its time series of hourly concentration registers with the multifractal formalism. So, in this work, air concentration time series of MZMC criteria pollutants were studied with the proposed method. The chosen pollutants to perform this analysis are ozone, sulfur dioxide, carbon monoxide, nitrogen dioxide and PM10 (particles less than 10 micrometers). We found that pollutants air concentration time series are multifractal. When we calculate the degree of multifractality for each time series we know that while more multifractal are the time series, there is more complexity both in the time series and in the system from which the measurements were obtained. We studied the variation of the degree of multifractality over time, by calculating the multifractal spectra of the time series for each year; we see the variation in each monitoring station from 1990 until 2013. Multifractal analysis can tell us what kinds of correlations are present in the time series, and it is interesting to consider how these correlations vary over time. Our results show that for all the pollutants and all the monitoring stations the time series have long range correlations and they are highly persistent.

Continuous wavelet transforms for the simultaneous quantitative analysis and dissolution testing of lamivudine-zidovudine tablets.

PubMed

Dinç, Erdal; Özdemir, Nurten; Üstündağ, Özgür; Tilkan, Müşerref Günseli

2013-01-01

Dissolution testing has a very vital importance for a quality control test and prediction of the in vivo behavior of the oral dosage formulation. This requires the use of a powerful analytical method to get reliable, accurate and precise results for the dissolution experiments. In this context, new signal processing approaches, continuous wavelet transforms (CWTs) were improved for the simultaneous quantitative estimation and dissolution testing of lamivudine (LAM) and zidovudine (ZID) in a tablet dosage form. The CWT approaches are based on the application of the continuous wavelet functions to the absorption spectra-data vectors of LAM and ZID in the wavelet domain. After applying many wavelet functions, the families consisting of Mexican hat wavelet with the scaling factor a=256, Symlets wavelet with the scaling factor a=512 and the order of 5 and Daubechies wavelet at the scale factor a=450 and the order of 10 were found to be suitable for the quantitative determination of the mentioned drugs. These wavelet applications were named as mexh-CWT, sym5-CWT and db10-CWT methods. Calibration graphs for LAM and ZID in the working range of 2.0-50.0 µg/mL and 2.0-60.0 µg/mL were obtained measuring the mexh-CWT, sym5-CWT and db10-CWT amplitudes at the wavelength points corresponding to zero crossing points. The validity and applicability of the improved mexh-CWT, sym5-CWT and db10-CWT approaches was carried out by the analysis of the synthetic mixtures containing the analyzed drugs. Simultaneous determination of LAM and ZID in tablets was accomplished by the proposed CWT methods and their dissolution profiles were graphically explored.

Removal of EMG and ECG artifacts from EEG based on wavelet transform and ICA.

PubMed

Zhou, Weidong; Gotman, Jean

2004-01-01

In this study, the methods of wavelet threshold de-noising and independent component analysis (ICA) are introduced. ICA is a novel signal processing technique based on high order statistics, and is used to separate independent components from measurements. The extended ICA algorithm does not need to calculate the higher order statistics, converges fast, and can be used to separate subGaussian and superGaussian sources. A pre-whitening procedure is performed to de-correlate the mixed signals before extracting sources. The experimental results indicate the electromyogram (EMG) and electrocardiograph (ECG) artifacts in electroencephalograph (EEG) can be removed by a combination of wavelet threshold de-noising and ICA.

Diagnostics of multi-fractality of magnetized plasma inside coronal holes and quiet sun areas

NASA Astrophysics Data System (ADS)

Abramenko, Valentyna

Turbulent and multi-fractal properties of magnetized plasma in solar Coronal Holes (CHs) and Quiet Sun (QS) photosphere were explored using high-resolution magnetograms measured with the New Solar Telescope (NST) at the Big Bear Solar Observatory (BBSO, USA), Hinode/SOT and SDO/HMI instruments. Distribution functions of size and magnetic flux measured for small-scale magnetic elements follow the log-normal law, which implies multi-fractal organization of the magnetic field and the absence of a unique power law for all scales. The magnetograms show multi-fractality in CHs on scales 400 - 10000 km, which becomes better pronounced as the spatial resolution of data improves. Photospheric granulation measured with NST exhibits multi-fractal properties on very small scales of 50 - 600 km. While multi-fractal nature of solar active regions is well known, newly established multi-fractality of weakest magnetic fields on the solar surface, i.e., in CHs and QS, leads us to a conclusion that the entire variety of solar magnetic fields is generated by a unique nonlinear dynamical process.

Luminance sticker based facial expression recognition using discrete wavelet transform for physically disabled persons.

PubMed

Nagarajan, R; Hariharan, M; Satiyan, M

2012-08-01

Developing tools to assist physically disabled and immobilized people through facial expression is a challenging area of research and has attracted many researchers recently. In this paper, luminance stickers based facial expression recognition is proposed. Recognition of facial expression is carried out by employing Discrete Wavelet Transform (DWT) as a feature extraction method. Different wavelet families with their different orders (db1 to db20, Coif1 to Coif 5 and Sym2 to Sym8) are utilized to investigate their performance in recognizing facial expression and to evaluate their computational time. Standard deviation is computed for the coefficients of first level of wavelet decomposition for every order of wavelet family. This standard deviation is used to form a set of feature vectors for classification. In this study, conventional validation and cross validation are performed to evaluate the efficiency of the suggested feature vectors. Three different classifiers namely Artificial Neural Network (ANN), k-Nearest Neighborhood (kNN) and Linear Discriminant Analysis (LDA) are used to classify a set of eight facial expressions. The experimental results demonstrate that the proposed method gives very promising classification accuracies.

Reconstructing Past Admixture Processes from Local Genomic Ancestry Using Wavelet Transformation

PubMed Central

Sanderson, Jean; Sudoyo, Herawati; Karafet, Tatiana M.; Hammer, Michael F.; Cox, Murray P.

2015-01-01

Admixture between long-separated populations is a defining feature of the genomes of many species. The mosaic block structure of admixed genomes can provide information about past contact events, including the time and extent of admixture. Here, we describe an improved wavelet-based technique that better characterizes ancestry block structure from observed genomic patterns. principal components analysis is first applied to genomic data to identify the primary population structure, followed by wavelet decomposition to develop a new characterization of local ancestry information along the chromosomes. For testing purposes, this method is applied to human genome-wide genotype data from Indonesia, as well as virtual genetic data generated using genome-scale sequential coalescent simulations under a wide range of admixture scenarios. Time of admixture is inferred using an approximate Bayesian computation framework, providing robust estimates of both admixture times and their associated levels of uncertainty. Crucially, we demonstrate that this revised wavelet approach, which we have released as the R package adwave, provides improved statistical power over existing wavelet-based techniques and can be used to address a broad range of admixture questions. PMID:25852078

Correlative weighted stacking for seismic data in the wavelet domain

USGS Publications Warehouse

Zhang, S.; Xu, Y.; Xia, J.; ,

2004-01-01

Horizontal stacking plays a crucial role for modern seismic data processing, for it not only compresses random noise and multiple reflections, but also provides a foundational data for subsequent migration and inversion. However, a number of examples showed that random noise in adjacent traces exhibits correlation and coherence. The average stacking and weighted stacking based on the conventional correlative function all result in false events, which are caused by noise. Wavelet transform and high order statistics are very useful methods for modern signal processing. The multiresolution analysis in wavelet theory can decompose signal on difference scales, and high order correlative function can inhibit correlative noise, for which the conventional correlative function is of no use. Based on the theory of wavelet transform and high order statistics, high order correlative weighted stacking (HOCWS) technique is presented in this paper. Its essence is to stack common midpoint gathers after the normal moveout correction by weight that is calculated through high order correlative statistics in the wavelet domain. Synthetic examples demonstrate its advantages in improving the signal to noise (S/N) ration and compressing the correlative random noise.

WaveJava: Wavelet-based network computing

NASA Astrophysics Data System (ADS)

Ma, Kun; Jiao, Licheng; Shi, Zhuoer

1997-04-01

Wavelet is a powerful theory, but its successful application still needs suitable programming tools. Java is a simple, object-oriented, distributed, interpreted, robust, secure, architecture-neutral, portable, high-performance, multi- threaded, dynamic language. This paper addresses the design and development of a cross-platform software environment for experimenting and applying wavelet theory. WaveJava, a wavelet class library designed by the object-orient programming, is developed to take advantage of the wavelets features, such as multi-resolution analysis and parallel processing in the networking computing. A new application architecture is designed for the net-wide distributed client-server environment. The data are transmitted with multi-resolution packets. At the distributed sites around the net, these data packets are done the matching or recognition processing in parallel. The results are fed back to determine the next operation. So, the more robust results can be arrived quickly. The WaveJava is easy to use and expand for special application. This paper gives a solution for the distributed fingerprint information processing system. It also fits for some other net-base multimedia information processing, such as network library, remote teaching and filmless picture archiving and communications.

Downscaling Soil Moisture in the Southern Great Plains Through a Calibrated Multifractal Model for Land Surface Modeling Applications

NASA Technical Reports Server (NTRS)

Mascaro, Giuseppe; Vivoni, Enrique R.; Deidda, Roberto

2010-01-01

Accounting for small-scale spatial heterogeneity of soil moisture (theta) is required to enhance the predictive skill of land surface models. In this paper, we present the results of the development, calibration, and performance evaluation of a downscaling model based on multifractal theory using aircraft!based (800 m) theta estimates collected during the southern Great Plains experiment in 1997 (SGP97).We first demonstrate the presence of scale invariance and multifractality in theta fields of nine square domains of size 25.6 x 25.6 sq km, approximately a satellite footprint. Then, we estimate the downscaling model parameters and evaluate the model performance using a set of different calibration approaches. Results reveal that small-scale theta distributions are adequately reproduced across the entire region when coarse predictors include a dynamic component (i.e., the spatial mean soil moisture ) and a stationary contribution accounting for static features (i.e., topography, soil texture, vegetation). For wet conditions, we found similar multifractal properties of soil moisture across all domains, which we ascribe to the signature of rainfall spatial variability. For drier states, the theta fields in the northern domains are more intermittent than in southern domains, likely because of differences in the distribution of vegetation coverage. Through our analyses, we propose a regional downscaling relation for coarse, satellite-based soil moisture estimates, based on ancillary information (static and dynamic landscape features), which can be used in the study area to characterize statistical properties of small-scale theta distribution required by land surface models and data assimilation systems.

Evolution of Multiscale Multifractal Turbulence in the Heliosphere

NASA Astrophysics Data System (ADS)

Macek, W. M.; Wawrzaszek, A.

2009-04-01

The aim of this study is to examine the question of scaling properties of intermittent turbulence in the space environment. We analyze time series of velocities of the slow and fast speed streams of the solar wind measured in situ by Helios 2, Advanced Composition Explorer and Voyager 2 spacecraft in the inner and outer heliosphere during solar minimum and maximum at various distances from the Sun. To quantify asymmetric scaling of solar wind turbulence, we consider a generalized two-scale weighted Cantor set with two different scales describing nonuniform distribution of the kinetic energy flux between cascading eddies of various sizes. We investigate the resulting spectrum of generalized dimensions and the corresponding multifractal singularity spectrum depending on one probability measure parameter and two rescaling parameters, demonstrating that the multifractal scaling is often rather asymmetric. In particular, we show that the degree of multifractality for the solar wind during solar minimum is greater for fast streams velocity fluctuations than that for the slow streams; the fast wind during solar minimum may exhibit strong asymmetric scaling. Moreover, we observe the evolution of multifractal scaling of the solar wind in the outer heliosphere. It is worth noting that for the model with two different scaling parameters a much better agreement with the solar wind data is obtained, especially for the negative index of the generalized dimensions. Therefore we argue that there is a need to use a two-scale cascade model. Hence we propose this new more general model as a useful tool for analysis of intermittent turbulence in various environments. References [1] W. M. Macek and A. Szczepaniak, Generalized two-scale weighted Cantor set model for solar wind turbulence, Geophys. Res. Lett., 35, L02108, doi:10.1029/2007GL032263 (2008). [2] A. Szczepaniak and W. M. Macek, Asymmetric multifractal model for solar wind intermittent turbulence, Nonlin. Processes Geophys., 15, 615-620 (2008), http://www.nonlin-processes-geophys.net/15/615/2008/. [3] W. M. Macek and A. Wawrzaszek, Evolution of asymmetric multifractal scaling of solar wind turbulence in the outer heliosphere, J. Geophys. Res., A013795, doi:10.1029/2008JA013795, in press.

Model for interevent times with long tails and multifractality in human communications: An application to financial trading

NASA Astrophysics Data System (ADS)

Perelló, Josep; Masoliver, Jaume; Kasprzak, Andrzej; Kutner, Ryszard

2008-09-01

Social, technological, and economic time series are divided by events which are usually assumed to be random, albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the Poissonian profile by being long-tailed distributed with resting and active periods interwoven. Understanding mechanisms generating consistent statistics has therefore become a central issue. The approach we present is taken from the continuous-time random-walk formalism and represents an analytical alternative to models of nontrivial priority that have been recently proposed. Our analysis also goes one step further by looking at the multifractal structure of the interevent times of human decisions. We here analyze the intertransaction time intervals of several financial markets. We observe that empirical data describe a subtle multifractal behavior. Our model explains this structure by taking the pausing-time density in the form of a superstatistics where the integral kernel quantifies the heterogeneous nature of the executed tasks. A stretched exponential kernel provides a multifractal profile valid for a certain limited range. A suggested heuristic analytical profile is capable of covering a broader region.

Cross-correlations between agricultural commodity futures markets in the US and China

NASA Astrophysics Data System (ADS)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q<0 and more than the averaged generalized Hurst exponent when q>0 in the short term, while in the long term they are almost the same.

Multifractal spectra of laser Doppler flowmetry signals in healthy and sleep apnea syndrome subjects

NASA Astrophysics Data System (ADS)

Buard, Benjamin; Trzepizur, Wojciech; Mahe, Guillaume; Chapeau-Blondeau, François; Rousseau, David; Gagnadoux, Frédéric; Abraham, Pierre; Humeau, Anne

2009-07-01

Laser Doppler flowmetry (LDF) signals give a peripheral view of the cardiovascular system. To better understand the possible modifications brought by sleep apnea syndrome (SAS) in LDF signals, we herein propose to analyze the complexity of such signals in obstructive SAS subjects, and to compare the results with those obtained in healthy subjects. SAS is a pathology that leads to a drop in the parasympathetic tone associated with an increase in the sympathetic tone in awakens SAS patients. Nine men with obstructive SAS and nine healthy men participated awaken in our study and LDF signals were recorded in the forearm. In our work, complexity of LDF signals is analyzed through the computation and analysis of their multifractal spectra. The multifractal spectra are estimated by first estimating the discrete partition function of the signals, then by determining their Renyi exponents with a linear regression, and finally by computing their Legendre transform. The results show that, at rest, obstructive SAS has no or little impact on the multifractal spectra of LDF signals recorded in the forearm. This study shows that the physiological modifications brought by obstructive SAS do not modify the complexity of LDF signals when recorded in the forearm.

Review of Vibration-Based Helicopters Health and Usage Monitoring Methods

DTIC Science & Technology

2001-04-05

FM4, NA4, NA4*, NB4 and NB48* (Polyshchuk et al., 1998). The Wigner - Ville distribution ( WVD ) is a joint time-frequency signal analysis. The WVD is one...signal processing methodologies that are of relevance to vibration based damage detection (e.g., Wavelet Transform and Wigner - Ville distribution ) will be...operation cost, reduce maintenance flights, and increase flight safety. Key Words: HUMS; Wavelet Transform; Wigner - Ville distribution ; O&S; Machinery

Dependence and risk assessment for oil prices and exchange rate portfolios: A wavelet based approach

NASA Astrophysics Data System (ADS)

Aloui, Chaker; Jammazi, Rania

2015-10-01

In this article, we propose a wavelet-based approach to accommodate the stylized facts and complex structure of financial data, caused by frequent and abrupt changes of markets and noises. Specifically, we show how the combination of both continuous and discrete wavelet transforms with traditional financial models helps improve portfolio's market risk assessment. In the empirical stage, three wavelet-based models (wavelet-EGARCH with dynamic conditional correlations, wavelet-copula, and wavelet-extreme value) are considered and applied to crude oil price and US dollar exchange rate data. Our findings show that the wavelet-based approach provides an effective and powerful tool for detecting extreme moments and improving the accuracy of VaR and Expected Shortfall estimates of oil-exchange rate portfolios after noise is removed from the original data.

Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets

NASA Astrophysics Data System (ADS)

Cifter, Atilla

2011-06-01

This paper introduces wavelet-based extreme value theory (EVT) for univariate value-at-risk estimation. Wavelets and EVT are combined for volatility forecasting to estimate a hybrid model. In the first stage, wavelets are used as a threshold in generalized Pareto distribution, and in the second stage, EVT is applied with a wavelet-based threshold. This new model is applied to two major emerging stock markets: the Istanbul Stock Exchange (ISE) and the Budapest Stock Exchange (BUX). The relative performance of wavelet-based EVT is benchmarked against the Riskmetrics-EWMA, ARMA-GARCH, generalized Pareto distribution, and conditional generalized Pareto distribution models. The empirical results show that the wavelet-based extreme value theory increases predictive performance of financial forecasting according to number of violations and tail-loss tests. The superior forecasting performance of the wavelet-based EVT model is also consistent with Basel II requirements, and this new model can be used by financial institutions as well.

Wavelet Analyses of Oil Prices, USD Variations and Impact on Logistics

NASA Astrophysics Data System (ADS)

Melek, M.; Tokgozlu, A.; Aslan, Z.

2009-07-01

This paper is related with temporal variations of historical oil prices and Dollar and Euro in Turkey. Daily data based on OECD and Central Bank of Turkey records beginning from 1946 has been considered. 1D-continuous wavelets and wavelet packets analysis techniques have been applied on data. Wavelet techniques help to detect abrupt changing's, increasing and decreasing trends of data. Estimation of variables has been presented by using linear regression estimation techniques. The results of this study have been compared with the small and large scale effects. Transportation costs of track show a similar variation with fuel prices. The second part of the paper is related with estimation of imports, exports, costs, total number of vehicles and annual variations by considering temporal variation of oil prices and Dollar currency in Turkey. Wavelet techniques offer a user friendly methodology to interpret some local effects on increasing trend of imports and exports data.

A 2D Daubechies finite wavelet domain method for transient wave response analysis in shear deformable laminated composite plates

NASA Astrophysics Data System (ADS)

Nastos, C. V.; Theodosiou, T. C.; Rekatsinas, C. S.; Saravanos, D. A.

2018-03-01

An efficient numerical method is developed for the simulation of dynamic response and the prediction of the wave propagation in composite plate structures. The method is termed finite wavelet domain method and takes advantage of the outstanding properties of compactly supported 2D Daubechies wavelet scaling functions for the spatial interpolation of displacements in a finite domain of a plate structure. The development of the 2D wavelet element, based on the first order shear deformation laminated plate theory is described and equivalent stiffness, mass matrices and force vectors are calculated and synthesized in the wavelet domain. The transient response is predicted using the explicit central difference time integration scheme. Numerical results for the simulation of wave propagation in isotropic, quasi-isotropic and cross-ply laminated plates are presented and demonstrate the high spatial convergence and problem size reduction obtained by the present method.

Deriving leaf mass per area (LMA) from foliar reflectance across a variety of plant species using continuous wavelet analysis

NASA Astrophysics Data System (ADS)

Cheng, Tao; Rivard, Benoit; Sánchez-Azofeifa, Arturo G.; Féret, Jean-Baptiste; Jacquemoud, Stéphane; Ustin, Susan L.

2014-01-01

Leaf mass per area (LMA), the ratio of leaf dry mass to leaf area, is a trait of central importance to the understanding of plant light capture and carbon gain. It can be estimated from leaf reflectance spectroscopy in the infrared region, by making use of information about the absorption features of dry matter. This study reports on the application of continuous wavelet analysis (CWA) to the estimation of LMA across a wide range of plant species. We compiled a large database of leaf reflectance spectra acquired within the framework of three independent measurement campaigns (ANGERS, LOPEX and PANAMA) and generated a simulated database using the PROSPECT leaf optical properties model. CWA was applied to the measured and simulated databases to extract wavelet features that correlate with LMA. These features were assessed in terms of predictive capability and robustness while transferring predictive models from the simulated database to the measured database. The assessment was also conducted with two existing spectral indices, namely the Normalized Dry Matter Index (NDMI) and the Normalized Difference index for LMA (NDLMA). Five common wavelet features were determined from the two databases, which showed significant correlations with LMA (R2: 0.51-0.82, p < 0.0001). The best robustness (R2 = 0.74, RMSE = 18.97 g/m2 and Bias = 0.12 g/m2) was obtained using a combination of two low-scale features (1639 nm, scale 4) and (2133 nm, scale 5), the first being predominantly important. The transferability of the wavelet-based predictive model to the whole measured database was either better than or comparable to those based on spectral indices. Additionally, only the wavelet-based model showed consistent predictive capabilities among the three measured data sets. In comparison, the models based on spectral indices were sensitive to site-specific data sets. Integrating the NDLMA spectral index and the two robust wavelet features improved the LMA prediction. One of the bands used by this spectral index, 1368 nm, was located in a strong atmospheric water absorption region and replacing it with the next available band (1340 nm) led to lower predictive accuracies. However, the two wavelet features were not affected by data quality in the atmospheric absorption regions and therefore showed potential for canopy-level investigations. The wavelet approach provides a different perspective into spectral responses to LMA variation than the traditional spectral indices and holds greater promise for implementation with airborne or spaceborne imaging spectroscopy data for mapping canopy foliar dry biomass.

Wavelet-based multiscale performance analysis: An approach to assess and improve hydrological models

NASA Astrophysics Data System (ADS)

Rathinasamy, Maheswaran; Khosa, Rakesh; Adamowski, Jan; ch, Sudheer; Partheepan, G.; Anand, Jatin; Narsimlu, Boini

2014-12-01

The temporal dynamics of hydrological processes are spread across different time scales and, as such, the performance of hydrological models cannot be estimated reliably from global performance measures that assign a single number to the fit of a simulated time series to an observed reference series. Accordingly, it is important to analyze model performance at different time scales. Wavelets have been used extensively in the area of hydrological modeling for multiscale analysis, and have been shown to be very reliable and useful in understanding dynamics across time scales and as these evolve in time. In this paper, a wavelet-based multiscale performance measure for hydrological models is proposed and tested (i.e., Multiscale Nash-Sutcliffe Criteria and Multiscale Normalized Root Mean Square Error). The main advantage of this method is that it provides a quantitative measure of model performance across different time scales. In the proposed approach, model and observed time series are decomposed using the Discrete Wavelet Transform (known as the à trous wavelet transform), and performance measures of the model are obtained at each time scale. The applicability of the proposed method was explored using various case studies-both real as well as synthetic. The synthetic case studies included various kinds of errors (e.g., timing error, under and over prediction of high and low flows) in outputs from a hydrologic model. The real time case studies investigated in this study included simulation results of both the process-based Soil Water Assessment Tool (SWAT) model, as well as statistical models, namely the Coupled Wavelet-Volterra (WVC), Artificial Neural Network (ANN), and Auto Regressive Moving Average (ARMA) methods. For the SWAT model, data from Wainganga and Sind Basin (India) were used, while for the Wavelet Volterra, ANN and ARMA models, data from the Cauvery River Basin (India) and Fraser River (Canada) were used. The study also explored the effect of the choice of the wavelets in multiscale model evaluation. It was found that the proposed wavelet-based performance measures, namely the MNSC (Multiscale Nash-Sutcliffe Criteria) and MNRMSE (Multiscale Normalized Root Mean Square Error), are a more reliable measure than traditional performance measures such as the Nash-Sutcliffe Criteria (NSC), Root Mean Square Error (RMSE), and Normalized Root Mean Square Error (NRMSE). Further, the proposed methodology can be used to: i) compare different hydrological models (both physical and statistical models), and ii) help in model calibration.

Wavelet transforms with discrete-time continuous-dilation wavelets

NASA Astrophysics Data System (ADS)

Zhao, Wei; Rao, Raghuveer M.

1999-03-01

Wavelet constructions and transforms have been confined principally to the continuous-time domain. Even the discrete wavelet transform implemented through multirate filter banks is based on continuous-time wavelet functions that provide orthogonal or biorthogonal decompositions. This paper provides a novel wavelet transform construction based on the definition of discrete-time wavelets that can undergo continuous parameter dilations. The result is a transformation that has the advantage of discrete-time or digital implementation while circumventing the problem of inadequate scaling resolution seen with conventional dyadic or M-channel constructions. Examples of constructing such wavelets are presented.

Difference between healthy children and ADHD based on wavelet spectral analysis of nuclear magnetic resonance images

NASA Astrophysics Data System (ADS)

González Gómez, Dulce I.; Moreno Barbosa, E.; Martínez Hernández, Mario Iván; Ramos Méndez, José; Hidalgo Tobón, Silvia; Dies Suarez, Pilar; Barragán Pérez, Eduardo; De Celis Alonso, Benito

2014-11-01

The main goal of this project was to create a computer algorithm based on wavelet analysis of region of homogeneity images obtained during resting state studies. Ideally it would automatically diagnose ADHD. Because the cerebellum is an area known to be affected by ADHD, this study specifically analysed this region. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Statistical differences between the values of the absolute integrated wavelet spectrum were found and showed significant differences (p<0.0015) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD. Even if results were statistically significant, the small size of the sample limits the applicability of this methods as it is presented here, and further work with larger samples and using freely available datasets must be done.

Analysis of trends and dominant periodicities in drought variables in India: A wavelet transform based approach

NASA Astrophysics Data System (ADS)

Joshi, Nitin; Gupta, Divya; Suryavanshi, Shakti; Adamowski, Jan; Madramootoo, Chandra A.

2016-12-01

In this study, seasonal trends as well as dominant and significant periods of variability of drought variables were analyzed for 30 rainfall subdivisions in India over 141 years (1871-2012). Standardized precipitation index (SPI) was used as a meteorological drought indicator, and various drought variables (monsoon SPI, non-monsoon SPI, yearly SPI, annual drought duration, annual drought severity and annual drought peak) were analyzed. Discrete wavelet transform was used in conjunction with the Mann-Kendall test to analyze trends and dominant periodicities associated with the drought variables. Furthermore, continuous wavelet transform (CWT) based global wavelet spectrum was used to analyze significant periods of variability associated with the drought variables. From the trend analysis, we observed that over the second half of the 20th century, drought occurrences increased significantly in subdivisions of Northeast and Central India. In both short-term (2-8 years) and decadal (16-32 years) periodicities, the drought variables were found to influence the trend. However, CWT analysis indicated that the dominant periodic components were not significant for most of the geographical subdivisions. Although inter-annual and inter-decadal periodic components play an important role, they may not completely explain the variability associated with the drought variables across the country.

Analysis of autostereoscopic three-dimensional images using multiview wavelets.

PubMed

Saveljev, Vladimir; Palchikova, Irina

2016-08-10

We propose that multiview wavelets can be used in processing multiview images. The reference functions for the synthesis/analysis of multiview images are described. The synthesized binary images were observed experimentally as three-dimensional visual images. The symmetric multiview B-spline wavelets are proposed. The locations recognized in the continuous wavelet transform correspond to the layout of the test objects. The proposed wavelets can be applied to the multiview, integral, and plenoptic images.

Wavelet-based multiscale analysis of bioimpedance data measured by electric cell-substrate impedance sensing for classification of cancerous and normal cells.

PubMed

Das, Debanjan; Shiladitya, Kumar; Biswas, Karabi; Dutta, Pranab Kumar; Parekh, Aditya; Mandal, Mahitosh; Das, Soumen

2015-12-01

The paper presents a study to differentiate normal and cancerous cells using label-free bioimpedance signal measured by electric cell-substrate impedance sensing. The real-time-measured bioimpedance data of human breast cancer cells and human epithelial normal cells employs fluctuations of impedance value due to cellular micromotions resulting from dynamic structural rearrangement of membrane protrusions under nonagitated condition. Here, a wavelet-based multiscale quantitative analysis technique has been applied to analyze the fluctuations in bioimpedance. The study demonstrates a method to classify cancerous and normal cells from the signature of their impedance fluctuations. The fluctuations associated with cellular micromotion are quantified in terms of cellular energy, cellular power dissipation, and cellular moments. The cellular energy and power dissipation are found higher for cancerous cells associated with higher micromotions in cancer cells. The initial study suggests that proposed wavelet-based quantitative technique promises to be an effective method to analyze real-time bioimpedance signal for distinguishing cancer and normal cells.

Frequency hopping signal detection based on wavelet decomposition and Hilbert-Huang transform

NASA Astrophysics Data System (ADS)

Zheng, Yang; Chen, Xihao; Zhu, Rui

2017-07-01

Frequency hopping (FH) signal is widely adopted by military communications as a kind of low probability interception signal. Therefore, it is very important to research the FH signal detection algorithm. The existing detection algorithm of FH signals based on the time-frequency analysis cannot satisfy the time and frequency resolution requirement at the same time due to the influence of window function. In order to solve this problem, an algorithm based on wavelet decomposition and Hilbert-Huang transform (HHT) was proposed. The proposed algorithm removes the noise of the received signals by wavelet decomposition and detects the FH signals by Hilbert-Huang transform. Simulation results show the proposed algorithm takes into account both the time resolution and the frequency resolution. Correspondingly, the accuracy of FH signals detection can be improved.

Cloud-Scale Genomic Signals Processing for Robust Large-Scale Cancer Genomic Microarray Data Analysis.

PubMed

Harvey, Benjamin Simeon; Ji, Soo-Yeon

2017-01-01

As microarray data available to scientists continues to increase in size and complexity, it has become overwhelmingly important to find multiple ways to bring forth oncological inference to the bioinformatics community through the analysis of large-scale cancer genomic (LSCG) DNA and mRNA microarray data that is useful to scientists. Though there have been many attempts to elucidate the issue of bringing forth biological interpretation by means of wavelet preprocessing and classification, there has not been a research effort that focuses on a cloud-scale distributed parallel (CSDP) separable 1-D wavelet decomposition technique for denoising through differential expression thresholding and classification of LSCG microarray data. This research presents a novel methodology that utilizes a CSDP separable 1-D method for wavelet-based transformation in order to initialize a threshold which will retain significantly expressed genes through the denoising process for robust classification of cancer patients. Additionally, the overall study was implemented and encompassed within CSDP environment. The utilization of cloud computing and wavelet-based thresholding for denoising was used for the classification of samples within the Global Cancer Map, Cancer Cell Line Encyclopedia, and The Cancer Genome Atlas. The results proved that separable 1-D parallel distributed wavelet denoising in the cloud and differential expression thresholding increased the computational performance and enabled the generation of higher quality LSCG microarray datasets, which led to more accurate classification results.

A wavelet-based technique to predict treatment outcome for Major Depressive Disorder.

PubMed

Mumtaz, Wajid; Xia, Likun; Mohd Yasin, Mohd Azhar; Azhar Ali, Syed Saad; Malik, Aamir Saeed

2017-01-01

Treatment management for Major Depressive Disorder (MDD) has been challenging. However, electroencephalogram (EEG)-based predictions of antidepressant's treatment outcome may help during antidepressant's selection and ultimately improve the quality of life for MDD patients. In this study, a machine learning (ML) method involving pretreatment EEG data was proposed to perform such predictions for Selective Serotonin Reuptake Inhibitor (SSRIs). For this purpose, the acquisition of experimental data involved 34 MDD patients and 30 healthy controls. Consequently, a feature matrix was constructed involving time-frequency decomposition of EEG data based on wavelet transform (WT) analysis, termed as EEG data matrix. However, the resultant EEG data matrix had high dimensionality. Therefore, dimension reduction was performed based on a rank-based feature selection method according to a criterion, i.e., receiver operating characteristic (ROC). As a result, the most significant features were identified and further be utilized during the training and testing of a classification model, i.e., the logistic regression (LR) classifier. Finally, the LR model was validated with 100 iterations of 10-fold cross-validation (10-CV). The classification results were compared with short-time Fourier transform (STFT) analysis, and empirical mode decompositions (EMD). The wavelet features extracted from frontal and temporal EEG data were found statistically significant. In comparison with other time-frequency approaches such as the STFT and EMD, the WT analysis has shown highest classification accuracy, i.e., accuracy = 87.5%, sensitivity = 95%, and specificity = 80%. In conclusion, significant wavelet coefficients extracted from frontal and temporal pre-treatment EEG data involving delta and theta frequency bands may predict antidepressant's treatment outcome for the MDD patients.

Time-frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes

NASA Astrophysics Data System (ADS)

Abid, Fathi; Kaffel, Bilel

2018-01-01

Understanding the interrelationships of the global macro assets is crucial for global macro investing. This paper investigates the local variance and the interconnection between the stock, gold, oil, Forex and the implied volatility markets in the time/frequency domains using the wavelet methodology, including the wavelet power spectrum, the wavelet squared coherence and phase difference, the wavelet multiple correlation and cross-correlation. The univariate analysis reveals that, in some crisis periods, underlying asset markets present the same pattern in terms of the wavelet power spectrum indicating high volatility for the medium scale, and that for the other market stress periods, volatility behaves differently. Moreover, unlike the underlying asset markets, the implied volatility markets are characterized by high power regions across the entire period, even in the absence of economic events. Bivariate results show a bidirectional relationship between the underlying assets and their corresponding implied volatility indexes, and a steady co-movement between the stock index and its corresponding fear index. Multiple correlation analysis indicates a strong correlation between markets at high scales with evidence of a nearly perfect integration for a period longer than a year. In addition, the hedging strategies based on the volatility index lead to an increase in portfolio correlation. On the other hand, the results from multiple cross-correlations reveal that the lead-lag effect starts from the medium scale and that the VIX (stock market volatility index) index is the potential leader or follower of the other markets.

Long memory and multifractality: A joint test

NASA Astrophysics Data System (ADS)

Goddard, John; Onali, Enrico

2016-06-01

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.

Directional dual-tree complex wavelet packet transforms for processing quadrature signals.

PubMed

Serbes, Gorkem; Gulcur, Halil Ozcan; Aydin, Nizamettin

2016-03-01

Quadrature signals containing in-phase and quadrature-phase components are used in many signal processing applications in every field of science and engineering. Specifically, Doppler ultrasound systems used to evaluate cardiovascular disorders noninvasively also result in quadrature format signals. In order to obtain directional blood flow information, the quadrature outputs have to be preprocessed using methods such as asymmetrical and symmetrical phasing filter techniques. These resultant directional signals can be employed in order to detect asymptomatic embolic signals caused by small emboli, which are indicators of a possible future stroke, in the cerebral circulation. Various transform-based methods such as Fourier and wavelet were frequently used in processing embolic signals. However, most of the times, the Fourier and discrete wavelet transforms are not appropriate for the analysis of embolic signals due to their non-stationary time-frequency behavior. Alternatively, discrete wavelet packet transform can perform an adaptive decomposition of the time-frequency axis. In this study, directional discrete wavelet packet transforms, which have the ability to map directional information while processing quadrature signals and have less computational complexity than the existing wavelet packet-based methods, are introduced. The performances of proposed methods are examined in detail by using single-frequency, synthetic narrow-band, and embolic quadrature signals.

Wavelet analysis of hemispheroid flow separation toward understanding human vocal fold pathologies

NASA Astrophysics Data System (ADS)

Plesniak, Daniel H.; Carr, Ian A.; Bulusu, Kartik V.; Plesniak, Michael W.

2014-11-01

Physiological flows observed in human vocal fold pathologies, such as polyps and nodules, can be modeled by flow over a wall-mounted protuberance. The experimental investigation of flow separation over a surface-mounted hemispheroid was performed using particle image velocimetry (PIV) and measurements of surface pressure in a low-speed wind tunnel. This study builds on the hypothesis that the signatures of vortical structures associated with flow separation are imprinted on the surface pressure distributions. Wavelet decomposition methods in one- and two-dimensions were utilized to elucidate the flow behavior. First, a complex Gaussian wavelet was used for the reconstruction of surface pressure time series from static pressure measurements acquired from ports upstream, downstream, and on the surface of the hemispheroid. This was followed by the application of a novel continuous wavelet transform algorithm (PIVlet 1.2) using a 2D-Ricker wavelet for coherent structure detection on instantaneous PIV-data. The goal of this study is to correlate phase shifts in surface pressure with Strouhal numbers associated with the vortex shedding. Ultimately, the wavelet-based analytical framework will be aimed at addressing pulsatile flows. This material is based in part upon work supported by the National Science Foundation under Grant Number CBET-1236351, and GW Center for Biomimetics and Bioinspired Engineering (COBRE).

Exploring an optimal wavelet-based filter for cryo-ET imaging.

PubMed

Huang, Xinrui; Li, Sha; Gao, Song

2018-02-07

Cryo-electron tomography (cryo-ET) is one of the most advanced technologies for the in situ visualization of molecular machines by producing three-dimensional (3D) biological structures. However, cryo-ET imaging has two serious disadvantages-low dose and low image contrast-which result in high-resolution information being obscured by noise and image quality being degraded, and this causes errors in biological interpretation. The purpose of this research is to explore an optimal wavelet denoising technique to reduce noise in cryo-ET images. We perform tests using simulation data and design a filter using the optimum selected wavelet parameters (three-level decomposition, level-1 zeroed out, subband-dependent threshold, a soft-thresholding and spline-based discrete dyadic wavelet transform (DDWT)), which we call a modified wavelet shrinkage filter; this filter is suitable for noisy cryo-ET data. When testing using real cryo-ET experiment data, higher quality images and more accurate measures of a biological structure can be obtained with the modified wavelet shrinkage filter processing compared with conventional processing. Because the proposed method provides an inherent advantage when dealing with cryo-ET images, it can therefore extend the current state-of-the-art technology in assisting all aspects of cryo-ET studies: visualization, reconstruction, structural analysis, and interpretation.

Extracting sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Jiang, Shan; Wang, Fang; Shen, Luming; Liao, Guiping; Wang, Lin

2017-03-01

Spectrum technology has been widely used in crop non-destructive testing diagnosis for crop information acquisition. Since spectrum covers a wide range of bands, it is of critical importance to extract the sensitive bands. In this paper, we propose a methodology to extract the sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis. Our obtained sensitive bands are relatively robust in the range of 534 nm-574 nm. Further, by using the multifractal parameter (Hurst exponent) of the extracted sensitive bands, we propose a prediction model to forecast the Soil and plant analyzer development values ((SPAD), often used as a parameter to indicate the chlorophyll content) and an identification model to distinguish the different planting patterns. Three vegetation indices (VIs) based on previous work are used for comparison. Three evaluation indicators, namely, the root mean square error, the correlation coefficient, and the relative error employed in the SPAD values prediction model all demonstrate that our Hurst exponent has the best performance. Four rapeseed compound planting factors, namely, seeding method, planting density, fertilizer type, and weed control method are considered in the identification model. The Youden indices calculated by the random decision forest method and the K-nearest neighbor method show that our Hurst exponent is superior to other three Vis, and their combination for the factor of seeding method. In addition, there is no significant difference among the five features for other three planting factors. This interesting finding suggests that the transplanting and the direct seeding would make a big difference in the growth of rapeseed.

Solar system plasma Turbulence: Observations, inteRmittency and Multifractals

NASA Astrophysics Data System (ADS)

Echim, Marius M.

2016-04-01

The FP7 project STORM is funded by the European Commission to "add value to existing data bases through a more comprehensive interpretation". STORM targets plasma and magnetic field databases collected in the solar wind (Ulysses and also some planetary missions), planetary magnetospheres (Venus Express, Cluster, a few orbits from Cassini), cometary magnetosheaths (e.g. Haley from Giotto observations). The project applies the same package of analysis methods on geomagnetic field observations from ground and on derived indices (e.g. AE, AL, AU, SYM-H). The analysis strategy adopted in STORM is built on the principle of increasing complexity, from lower (like, e.g., the Power Spectral Density - PSD) to higher order analyses (the Probability Distribution Functions - PDFs, Structure Functions - SFs, Fractals and Multifractals - MFs). Therefore STORM targets not only the spectral behavior of turbulent fluctuations but also their topology and scale behavior inferred from advanced mathematical algorithms and geometrical-like analogs. STORM started in January 2013 and ended in December 2015. We will report on a selection of scientific and technical achievements and will highlight: (1) the radial evolution of solar wind turbulence and intermittency based on Ulysses data with some contributions from Venus Express and Cluster; (2) comparative study of fast and slow wind turbulence and intermittency at solar minimum; (3) comparative study of the planetary response (Venus and Earth magnetosheaths) to turbulent solar wind; (4) the critical behavior of geomagnetic fluctuations and indices; (5) an integrated library for non-linear analysis of time series that includes all the approaches adopted in STORM to investigate solar system plasma turbulence. STORM delivers an unprecedented volume of analysed data for turbulence. The project made indeed a systematic survey, orbit by orbit, of data available from ESA repositories and Principal Investigators and provides results ordered as a function of the targeted system (solar wind/magnetospheres/geomagnetic indices), solar cycle phase (minimum versus maximum), type of result (PSDs, PDFs, Multifractals). The results catalogues, available online from http://www.storm-fp7.eu, include 4094 PSD spectra, 9566 PDFs and 15633 multifractal spectra (from partition function and respectively Rank Ordered (ROMA) formalisms). These results are obtained at solar maximum (2001-2002, both in the solar wind and the terrestrial magnetosheath) and solar minimum (1997-1998 in the solar wind, 2007-2008 in the solar wind, Venus and Earth magnetosheath and selected regions of the magnetosphere). Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM.

Wavelet analysis of epileptic spikes

NASA Astrophysics Data System (ADS)

Latka, Miroslaw; Was, Ziemowit; Kozik, Andrzej; West, Bruce J.

2003-05-01

Interictal spikes and sharp waves in human EEG are characteristic signatures of epilepsy. These potentials originate as a result of synchronous pathological discharge of many neurons. The reliable detection of such potentials has been the long standing problem in EEG analysis, especially after long-term monitoring became common in investigation of epileptic patients. The traditional definition of a spike is based on its amplitude, duration, sharpness, and emergence from its background. However, spike detection systems built solely around this definition are not reliable due to the presence of numerous transients and artifacts. We use wavelet transform to analyze the properties of EEG manifestations of epilepsy. We demonstrate that the behavior of wavelet transform of epileptic spikes across scales can constitute the foundation of a relatively simple yet effective detection algorithm.

Optimal wavelet denoising for smart biomonitor systems

NASA Astrophysics Data System (ADS)

Messer, Sheila R.; Agzarian, John; Abbott, Derek

2001-03-01

Future smart-systems promise many benefits for biomedical diagnostics. The ideal is for simple portable systems that display and interpret information from smart integrated probes or MEMS-based devices. In this paper, we will discuss a step towards this vision with a heart bio-monitor case study. An electronic stethoscope is used to record heart sounds and the problem of extracting noise from the signal is addressed via the use of wavelets and averaging. In our example of heartbeat analysis, phonocardiograms (PCGs) have many advantages in that they may be replayed and analysed for spectral and frequency information. Many sources of noise may pollute a PCG including foetal breath sounds if the subject is pregnant, lung and breath sounds, environmental noise and noise from contact between the recording device and the skin. Wavelets can be employed to denoise the PCG. The signal is decomposed by a discrete wavelet transform. Due to the efficient decomposition of heart signals, their wavelet coefficients tend to be much larger than those due to noise. Thus, coefficients below a certain level are regarded as noise and are thresholded out. The signal can then be reconstructed without significant loss of information in the signal. The questions that this study attempts to answer are which wavelet families, levels of decomposition, and thresholding techniques best remove the noise in a PCG. The use of averaging in combination with wavelet denoising is also addressed. Possible applications of the Hilbert Transform to heart sound analysis are discussed.

The Brera Multiscale Wavelet ROSAT HRI Source Catalog. I. The Algorithm

NASA Astrophysics Data System (ADS)

Lazzati, Davide; Campana, Sergio; Rosati, Piero; Panzera, Maria Rosa; Tagliaferri, Gianpiero

1999-10-01

We present a new detection algorithm based on the wavelet transform for the analysis of high-energy astronomical images. The wavelet transform, because of its multiscale structure, is suited to the optimal detection of pointlike as well as extended sources, regardless of any loss of resolution with the off-axis angle. Sources are detected as significant enhancements in the wavelet space, after the subtraction of the nonflat components of the background. Detection thresholds are computed through Monte Carlo simulations in order to establish the expected number of spurious sources per field. The source characterization is performed through a multisource fitting in the wavelet space. The procedure is designed to correctly deal with very crowded fields, allowing for the simultaneous characterization of nearby sources. To obtain a fast and reliable estimate of the source parameters and related errors, we apply a novel decimation technique that, taking into account the correlation properties of the wavelet transform, extracts a subset of almost independent coefficients. We test the performance of this algorithm on synthetic fields, analyzing with particular care the characterization of sources in poor background situations, where the assumption of Gaussian statistics does not hold. In these cases, for which standard wavelet algorithms generally provide underestimated errors, we infer errors through a procedure that relies on robust basic statistics. Our algorithm is well suited to the analysis of images taken with the new generation of X-ray instruments equipped with CCD technology, which will produce images with very low background and/or high source density.

Multifractality analysis of crack images from indirect thermal drying of thin-film dewatered sludge

NASA Astrophysics Data System (ADS)

Wang, Weiyun; Li, Aimin; Zhang, Xiaomin; Yin, Yulei

2011-07-01

Crack formation is inevitable during sludge drying because of the existence of uneven thermal stress. Experiments have been conducted to study crack pattern formation in thin film sludge. Crack images show that the thinner the sewage sludge film, the more even the crack distribution. The crack changes from a flaky texture to a banded structure with increasing thickness. Multifractal methods are proposed to analyze the crack image of four different thicknesses of dried sludge. Several parameters are conducted for quantification of the crack image and the results indicate that the width of spectra increases with thicker sludge film, that is to say, nonunifromity of crack distribution increases with increasing thickness, which proves that the multifractal method is sensitive enough to quantify the crack distribution and can be seen as a new approach for the changing research of crack images of sewage sludge drying.

Complexity and multifractal behaviors of multiscale-continuum percolation financial system for Chinese stock markets

NASA Astrophysics Data System (ADS)

Zeng, Yayun; Wang, Jun; Xu, Kaixuan

2017-04-01

A new financial agent-based time series model is developed and investigated by multiscale-continuum percolation system, which can be viewed as an extended version of continuum percolation system. In this financial model, for different parameters of proportion and density, two Poisson point processes (where the radii of points represent the ability of receiving or transmitting information among investors) are applied to model a random stock price process, in an attempt to investigate the fluctuation dynamics of the financial market. To validate its effectiveness and rationality, we compare the statistical behaviors and the multifractal behaviors of the simulated data derived from the proposed model with those of the real stock markets. Further, the multiscale sample entropy analysis is employed to study the complexity of the returns, and the cross-sample entropy analysis is applied to measure the degree of asynchrony of return autocorrelation time series. The empirical results indicate that the proposed financial model can simulate and reproduce some significant characteristics of the real stock markets to a certain extent.

3D Texture Analysis in Renal Cell Carcinoma Tissue Image Grading

PubMed Central

Cho, Nam-Hoon; Choi, Heung-Kook

2014-01-01

One of the most significant processes in cancer cell and tissue image analysis is the efficient extraction of features for grading purposes. This research applied two types of three-dimensional texture analysis methods to the extraction of feature values from renal cell carcinoma tissue images, and then evaluated the validity of the methods statistically through grade classification. First, we used a confocal laser scanning microscope to obtain image slices of four grades of renal cell carcinoma, which were then reconstructed into 3D volumes. Next, we extracted quantitative values using a 3D gray level cooccurrence matrix (GLCM) and a 3D wavelet based on two types of basis functions. To evaluate their validity, we predefined 6 different statistical classifiers and applied these to the extracted feature sets. In the grade classification results, 3D Haar wavelet texture features combined with principal component analysis showed the best discrimination results. Classification using 3D wavelet texture features was significantly better than 3D GLCM, suggesting that the former has potential for use in a computer-based grading system. PMID:25371701

Hydrothermal mineralising systems as critical systems

NASA Astrophysics Data System (ADS)

Hobbs, Bruce

2015-04-01

Hydrothermal mineralising systems as critical systems. Bruce E Hobbs1,2, Alison Ord1 and Mark A. Munro1. 1. Centre for Exploration Targeting, The University of Western Australia, M006, 35 Stirling Highway, Crawley, WA 6009, Australia. 2. CSIRO Earth and Resource Engineering, Bentley, WA, Australia Hydrothermal mineralising systems are presented as large, open chemical reactors held far from equilibrium during their life-time by the influx of heat, fluid and dissolved chemical species. As such they are nonlinear dynamical systems and need to be analysed using the tools that have been developed for such systems. Hydrothermal systems undergo a number of transitions during their evolution and this paper focuses on methods for characterising these transitions in a quantitative manner and establishing whether they resemble first or second (critical) phase transitions or whether they have some other kind of nature. Critical phase transitions are characterised by long range correlations for some parameter characteristic of the system, power-law probability distributions so that there is no characteristic length scale and a high sensitivity to perturbations; as one approaches criticality, characteristic parameters for the system scale in a power law manner with distance from the critical point. The transitions undergone in mineralised hydrothermal systems are: (i) widespread, non-localised mineral alteration involving exothermic mineral reactions that produce hydrous silicate phases, carbonates and iron-oxides, (ii) strongly localised veining, brecciation and/or stock-work formation, (iii) a series of endothermic mineral reactions involving the formation of non-hydrous silicates, sulphides and metals such as gold, (iv) multiple repetitions of transitions (ii) and (iii). We have quantified aspects of these transitions in gold deposits from the Yilgarn craton of Western Australia using wavelet transforms. This technique is convenient and fast. It enables one to establish if the transition is multifractal (and if so, quantify the multifractal spectrum) and determine the scale dependence of long range correlations or anti-correlations. The availability of long drill holes with detailed chemical analyses and mineral abundances derived from hyperspectral data enables individual ore bodies to be characterised in a quantitative manner and constraints placed on whether the various transition are possibly critical or of some other form. We also present some simple nonlinear models that produce the multifractal character and correlation scaling relations observed in these data sets,

Contextual Compression of Large-Scale Wind Turbine Array Simulations: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gruchalla, Kenny M; Brunhart-Lupo, Nicholas J; Potter, Kristin C

Data sizes are becoming a critical issue particularly for HPC applications. We have developed a user-driven lossy wavelet-based storage model to facilitate the analysis and visualization of large-scale wind turbine array simulations. The model stores data as heterogeneous blocks of wavelet coefficients, providing high-fidelity access to user-defined data regions believed the most salient, while providing lower-fidelity access to less salient regions on a block-by-block basis. In practice, by retaining the wavelet coefficients as a function of feature saliency, we have seen data reductions in excess of 94 percent, while retaining lossless information in the turbine-wake regions most critical to analysismore » and providing enough (low-fidelity) contextual information in the upper atmosphere to track incoming coherent turbulent structures. Our contextual wavelet compression approach has allowed us to deliver interactive visual analysis while providing the user control over where data loss, and thus reduction in accuracy, in the analysis occurs. We argue this reduced but contexualized representation is a valid approach and encourages contextual data management.« less

Contextual Compression of Large-Scale Wind Turbine Array Simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gruchalla, Kenny M; Brunhart-Lupo, Nicholas J; Potter, Kristin C

Data sizes are becoming a critical issue particularly for HPC applications. We have developed a user-driven lossy wavelet-based storage model to facilitate the analysis and visualization of large-scale wind turbine array simulations. The model stores data as heterogeneous blocks of wavelet coefficients, providing high-fidelity access to user-defined data regions believed the most salient, while providing lower-fidelity access to less salient regions on a block-by-block basis. In practice, by retaining the wavelet coefficients as a function of feature saliency, we have seen data reductions in excess of 94 percent, while retaining lossless information in the turbine-wake regions most critical to analysismore » and providing enough (low-fidelity) contextual information in the upper atmosphere to track incoming coherent turbulent structures. Our contextual wavelet compression approach has allowed us to deliver interative visual analysis while providing the user control over where data loss, and thus reduction in accuracy, in the analysis occurs. We argue this reduced but contextualized representation is a valid approach and encourages contextual data management.« less

Wavelet analysis of poorly-focused ultrasonic signal of pressure tube inspection in nuclear industry

NASA Astrophysics Data System (ADS)

Zhao, Huan; Gachagan, Anthony; Dobie, Gordon; Lardner, Timothy

2018-04-01

Pressure tube fabrication and installment challenges combined with natural sagging over time can produce issues with probe alignment for pressure tube inspection of the primary circuit of CANDU reactors. The ability to extract accurate defect depth information from poorly focused ultrasonic signals would reduce additional inspection procedures, which leads to a significant time and cost saving. Currently, the defect depth measurement protocol is to simply calculate the time difference between the peaks of the echo signals from the tube surface and the defect from a single element probe focused at the back-wall depth. When alignment issues are present, incorrect focusing results in interference within the returning echo signal. This paper proposes a novel wavelet analysis method that employs the Haar wavelet to decompose the original poorly focused A-scan signal and reconstruct detailed information based on a selected high frequency component range within the bandwidth of the transducer. Compared to the original signal, the wavelet analysis method provides additional characteristic defect information and an improved estimate of defect depth with errors less than 5%.

Intermittency measurement in two-dimensional bacterial turbulence

NASA Astrophysics Data System (ADS)

Qiu, Xiang; Ding, Long; Huang, Yongxiang; Chen, Ming; Lu, Zhiming; Liu, Yulu; Zhou, Quan

2016-06-01

In this paper, an experimental velocity database of a bacterial collective motion, e.g., Bacillus subtilis, in turbulent phase with volume filling fraction 84 % provided by Professor Goldstein at Cambridge University (UK), was analyzed to emphasize the scaling behavior of this active turbulence system. This was accomplished by performing a Hilbert-based methodology analysis to retrieve the scaling property without the β -limitation. A dual-power-law behavior separated by the viscosity scale ℓν was observed for the q th -order Hilbert moment Lq(k ) . This dual-power-law belongs to an inverse-cascade since the scaling range is above the injection scale R , e.g., the bacterial body length. The measured scaling exponents ζ (q ) of both the small-scale (k >kν ) and large-scale (k

Single-Fraction Versus Multifraction (3 × 9 Gy) Stereotactic Radiosurgery for Large (>2 cm) Brain Metastases: A Comparative Analysis of Local Control and Risk of Radiation-Induced Brain Necrosis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Minniti, Giuseppe, E-mail: gminniti@ospedalesantandrea.it; IRCCS Neuromed, Pozzilli; Scaringi, Claudia

Purpose: To investigate the local control and radiation-induced brain necrosis in patients with brain metastases >2 cm in size who received single-fraction or multifraction stereotactic radiosurgery (SRS); factors associated with clinical outcomes and the development of brain radionecrosis were assessed. Methods and Materials: Two hundred eighty-nine consecutive patients with brain metastases >2.0 cm who received SRS as primary treatment at Sant'Andrea Hospital, University of Rome Sapienza, Rome, Italy, were analyzed. Cumulative incidence analysis was used to compare local control and radiation-induced brain necrosis between groups from the time of SRS. To achieve a balanced distribution of baseline covariates between treatment groups, amore » propensity score analysis was used. Results: The 1-year cumulative local control rates were 77% in the single-fraction SRS (SF-SRS) group and 91% in the multifraction SRS (MF-SRS) group (P=.01). Recurrences occurred in 25 and 11 patients who received SF-SRS or MF-SRS (P=.03), respectively. Thirty-one patients (20%) undergoing SF-SRS and 11 (8%) subjected to MF-SRS experienced brain radionecrosis (P=.004); the 1-year cumulative incidence rate of radionecrosis was 18% and 9% (P=.01), respectively. Significant differences between the 2 groups in terms of local control and risk of radionecrosis were maintained after propensity score adjustment. Conclusions: Multifraction SRS at a dose of 27 Gy in 3 daily fractions seems to be an effective treatment modality for large brain metastases, associated with better local control and a reduced risk of radiation-induced radionecrosis as compared with SF-SRS.« less

Multiscale multifractal detrended-fluctuation analysis of two-dimensional surfaces

NASA Astrophysics Data System (ADS)

Wang, Fang; Fan, Qingju; Stanley, H. Eugene

2016-04-01

Two-dimensional (2D) multifractal detrended fluctuation analysis (MF-DFA) has been used to study monofractality and multifractality on 2D surfaces, but when it is used to calculate the generalized Hurst exponent in a fixed time scale, the presence of crossovers can bias the outcome. To solve this problem, multiscale multifractal analysis (MMA) was recent employed in a one-dimensional case. MMA produces a Hurst surface h (q ,s ) that provides a spectrum of local scaling exponents at different scale ranges such that the positions of the crossovers can be located. We apply this MMA method to a 2D surface and identify factors that influence the results. We generate several synthesized surfaces and find that crossovers are consistently present, which means that their fractal properties differ at different scales. We apply MMA to the surfaces, and the results allow us to observe these differences and accurately estimate the generalized Hurst exponents. We then study eight natural texture images and two real-world images and find (i) that the moving window length (WL) and the slide length (SL) are the key parameters in the MMA method, that the WL more strongly influences the Hurst surface than the SL, and that the combination of WL =4 and SL =4 is optimal for a 2D image; (ii) that the robustness of h (2 ,s ) to four common noises is high at large scales but variable at small scales; and (iii) that the long-term correlations in the images weaken as the intensity of Gaussian noise and salt and pepper noise is increased. Our findings greatly improve the performance of the MMA method on 2D surfaces.

FPGA Based Wavelet Trigger in Radio Detection of Cosmic Rays

NASA Astrophysics Data System (ADS)

Szadkowski, Zbigniew; Szadkowska, Anna

2014-12-01

Experiments which show coherent radio emission from extensive air showers induced by ultra-high-energy cosmic rays are designed for a detailed study of the development of the electromagnetic part of air showers. Radio detectors can operate with 100 % up time as, e.g., surface detectors based on water-Cherenkov tanks. They are being developed for ground-based experiments (e.g., the Pierre Auger Observatory) as another type of air-shower detector in addition to fluorescence detectors, which operate with only ˜10 % of duty on dark nights. The radio signals from air showers are caused by coherent emission from geomagnetic radiation and charge-excess processes. The self-triggers in radio detectors currently in use often generate a dense stream of data, which is analyzed afterwards. Huge amounts of registered data require significant manpower for off-line analysis. Improvement of trigger efficiency is a relevant factor. The wavelet trigger, which investigates on-line the power of radio signals (˜ V2/ R), is promising; however, it requires some improvements with respect to current designs. In this work, Morlet wavelets with various scaling factors were used for an analysis of real data from the Auger Engineering Radio Array and for optimization of the utilization of the resources in an FPGA. The wavelet analysis showed that the power of events is concentrated mostly in a limited range of the frequency spectrum (consistent with a range imposed by the input analog band-pass filter). However, we found several events with suspicious spectral characteristics, where the signal power is spread over the full band-width sampled by a 200 MHz digitizer with significant contribution of very high and very low frequencies. These events may not originate from cosmic ray showers but could be the result of human contamination. The engine of the wavelet analysis can be implemented in the modern powerful FPGAs and can remove suspicious events on-line to reduce the trigger rate.

Bearing faults identification and resonant band demodulation based on wavelet de-noising methods and envelope analysis

NASA Astrophysics Data System (ADS)

Abdelrhman, Ahmed M.; Sei Kien, Yong; Salman Leong, M.; Meng Hee, Lim; Al-Obaidi, Salah M. Ali

2017-07-01

The vibration signals produced by rotating machinery contain useful information for condition monitoring and fault diagnosis. Fault severities assessment is a challenging task. Wavelet Transform (WT) as a multivariate analysis tool is able to compromise between the time and frequency information in the signals and served as a de-noising method. The CWT scaling function gives different resolutions to the discretely signals such as very fine resolution at lower scale but coarser resolution at a higher scale. However, the computational cost increased as it needs to produce different signal resolutions. DWT has better low computation cost as the dilation function allowed the signals to be decomposed through a tree of low and high pass filters and no further analysing the high-frequency components. In this paper, a method for bearing faults identification is presented by combing Continuous Wavelet Transform (CWT) and Discrete Wavelet Transform (DWT) with envelope analysis for bearing fault diagnosis. The experimental data was sampled by Case Western Reserve University. The analysis result showed that the proposed method is effective in bearing faults detection, identify the exact fault’s location and severity assessment especially for the inner race and outer race faults.

Computer-aided diagnosis of breast microcalcifications based on dual-tree complex wavelet transform.

PubMed

Jian, Wushuai; Sun, Xueyan; Luo, Shuqian

2012-12-19

Digital mammography is the most reliable imaging modality for breast carcinoma diagnosis and breast micro-calcifications is regarded as one of the most important signs on imaging diagnosis. In this paper, a computer-aided diagnosis (CAD) system is presented for breast micro-calcifications based on dual-tree complex wavelet transform (DT-CWT) to facilitate radiologists like double reading. Firstly, 25 abnormal ROIs were extracted according to the center and diameter of the lesions manually and 25 normal ROIs were selected randomly. Then micro-calcifications were segmented by combining space and frequency domain techniques. We extracted three texture features based on wavelet (Haar, DB4, DT-CWT) transform. Totally 14 descriptors were introduced to define the characteristics of the suspicious micro-calcifications. Principal Component Analysis (PCA) was used to transform these descriptors to a compact and efficient vector expression. Support Vector Machine (SVM) classifier was used to classify potential micro-calcifications. Finally, we used the receiver operating characteristic (ROC) curve and free-response operating characteristic (FROC) curve to evaluate the performance of the CAD system. The results of SVM classifications based on different wavelets shows DT-CWT has a better performance. Compared with other results, DT-CWT method achieved an accuracy of 96% and 100% for the classification of normal and abnormal ROIs, and the classification of benign and malignant micro-calcifications respectively. In FROC analysis, our CAD system for clinical dataset detection achieved a sensitivity of 83.5% at a false positive per image of 1.85. Compared with general wavelets, DT-CWT could describe the features more effectively, and our CAD system had a competitive performance.