Plamen Ch. Ivanov

Multifractality in Human Heartbeat Dynamics.

There is evidence that physiological signals under healthy conditions may have a fractal temporal structure. Here we investigate the possibility that time series generated by certain physiological control systems may be members of a special class of complex processes, termed multifractal, which require a large number of exponents to characterize their scaling properties. We report onevidence for multifractality in a biological dynamical system, the healthy human heartbeat, and show that the multifractal character and nonlinear properties of the healthy heart rate are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure.

Magnitude and Sign Correlations in Heartbeat Fluctuations

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

Quantifying signals with power-law correlations: a comparative study of detrended fluctuation analysis and detrended moving average techniques.

Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy nonstationary signals. We systematically study the performance of different variants of the DMA method when applied to artificially generated long-range power-law correlated signals with an a priori known scaling exponent alpha(0) and compare them with the DFA method. We find that the scaling results obtained from different variants of the DMA method strongly depend on the type of the moving average filter. Further, we investigate the optimal scaling regime where the DFA and DMA methods accurately quantify the scaling exponent alpha(0) , and how this regime depends on the correlations in the signal. Finally, we develop a three-dimensional representation to determine how the stability of the scaling curves obtained from the DFA and DMA methods depends on the scale of analysis, the order of detrending, and the order of the moving average we use, as well as on the type of correlations in the signal.

Magnitude and sign scaling in power-law correlated time series

A time series can be decomposed into two sub-series: a magnitude series and a sign series. Here we analyze separately the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat intervals as an example. We find that time series having identical distributions and long-range correlation properties can exhibit quite different temporal organizations of the magnitude and sign sub-series. From the cases we study, it follows that the long-range correlations in the magnitude series indicate nonlinear behavior. Specifically, our results suggest that the correlation exponent of the magnitude series is a monotonically increasing function of the multifractal spectrum width of the original series. On the other hand, the sign series mainly relates to linear properties of the original series. We also show that the magnitude and sign series of the heart interbeat interval series can be used for diagnosis purposes.

Metal–insulator transition in chains with correlated disorder

According to Blochs theorem, electronic wavefunctions in perfectly ordered crystals are extended, which implies that the probability of finding an electron is the same over the entire crystal. Such extended states can lead to metallic behaviour. But when disorder is introduced in the crystal, electron states can become localized, and the system can undergo a metal–insulator transition (also known as an Anderson transition). Here we theoretically investigate the effect on the physical properties of the electron wavefunctions of introducing long-range correlations in the disorder in one-dimensional binary solids, and find a correlation-induced metal–insulator transition. We perform numerical simulations using a one-dimensional tight-binding model, and find a threshold value for the exponent characterizing the long-range correlations of the system. Above this threshold, and in the thermodynamic limit, the system behaves as a conductor within a broad energy band; below threshold, the system behaves as an insulator. We discuss the possible relevance of this result for electronic transport in DNA, which displays long-range correlations and has recently been reported to be a one-dimensional disordered conductor.

Endogenous circadian rhythm in an index of cardiac vulnerability independent of changes in behavior.

There exists a robust day/night pattern in the incidence of adverse cardiac events with a peak at ≈10 a.m. This peak traditionally has been attributed to day/night patterns in behaviors affecting cardiac function in vulnerable individuals. However, influences from the endogenous circadian pacemaker independent from behaviors may also affect cardiac control. Heartbeat dynamics under healthy conditions exhibit robust complex fluctuations characterized by self-similar temporal structures, which break down under pathologic conditions. We hypothesize that these dynamical features of the healthy human heartbeat have an endogenous circadian rhythm that brings the features closer to those observed under pathologic conditions at the endogenous circadian phase corresponding to ≈10 a.m. We investigate heartbeat dynamics in healthy subjects recorded throughout a 10-day protocol wherein the sleep/wake and behavior cycles are desynchronized from the endogenous circadian cycle, enabling assessment of circadian factors while controlling for behavior-related factors. We demonstrate that the scaling exponent characterizing temporal correlations in heartbeat dynamics does exhibit a significant circadian rhythm (with a sharp peak at the circadian phase corresponding to ≈10 a.m.), which is independent from scheduled behaviors and mean heart rate. Cardiac dynamics under pathologic conditions such as congestive heart failure also are associated with a larger value of the scaling exponent of the interbeat interval. Thus, the sharp peak in the scaling exponent at the circadian phase coinciding with the period of highest cardiac vulnerability observed in epidemiological studies suggests that endogenous circadian-mediated influences on cardiac control may be involved in the day/night pattern of adverse cardiac events in vulnerable individuals.

A Stochastic Model of Human Gait Dynamics

We present a stochastic model of gait rhythm dynamics, based on transitions between different “neural centers”, that reproduces distinctive statistical properties of normal human walking. By tuning one model parameter, the transition (hopping) range, the model can describe alterations in gait dynamics from childhood to adulthood—including a decrease in the correlation and volatility exponents with maturation. The model also generates time series with multifractal spectra whose broadness depends only on this parameter. Moreover, we find that the volatility exponent increases monotonically as a function of the width of the multifractal spectrum, suggesting the possibility of a change in multifractality with maturation.

Common scaling patterns in intertrade times of U. S. stocks

We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U.S. economy over a period of 4 yrs. For all companies we find that: (i) the probability density function of intertrade times may be fit by a Weibull distribution, (ii) when appropriately rescaled the probability densities of all companies collapse onto a single curve implying a universal functional form, (iii) the intertrade times exhibit power-law correlated behavior within a trading day and a consistently greater degree of correlation over larger time scales, in agreement with the correlation behavior of the absolute price returns for the corresponding company, and (iv) the magnitude series of intertrade time increments is characterized by long-range power-law correlations suggesting the presence of nonlinear features in the trading dynamics, while the sign series is anticorrelated at small scales. Our results suggest that independent of industry sector, market capitalization and average level of trading activity, the series of intertrade times exhibit possibly universal scaling patterns, which may relate to a common mechanism underlying the trading dynamics of diverse companies. Further, our observation of long-range power-law correlations and a parallel with the crossover in the scaling of absolute price returns for each individual stock, support the hypothesis that the dynamics of transaction times may play a role in the process of price formation.

Phase transitions in physiologic coupling

Integrated physiological systems, such as the cardiac and the respiratory system, exhibit complex dynamics that are further influenced by intrinsic feedback mechanisms controlling their interaction. To probe how the cardiac and the respiratory system adjust their rhythms, despite continuous fluctuations in their dynamics, we study the phase synchronization of heartbeat intervals and respiratory cycles. The nature of this interaction, its physiological and clinical relevance, and its relation to mechanisms of neural control is not well understood. We investigate whether and how cardiorespiratory phase synchronization (CRPS) responds to changes in physiological states and conditions. We find that the degree of CRPS in healthy subjects dramatically changes with sleep-stage transitions and exhibits a pronounced stratification pattern with a 400% increase from rapid eye movement sleep and wake, to light and deep sleep, indicating that sympatho-vagal balance strongly influences CRPS. For elderly subjects, we find that the overall degree of CRPS is reduced by approximately 40%, which has important clinical implications. However, the sleep-stage stratification pattern we uncover in CRPS does not break down with advanced age, and surprisingly, remains stable across subjects. Our results show that the difference in CRPS between sleep stages exceeds the difference between young and elderly, suggesting that sleep regulation has a significantly stronger effect on cardiorespiratory coupling than healthy aging. We demonstrate that CRPS and the traditionally studied respiratory sinus arrhythmia represent different aspects of the cardiorespiratory interaction, and that key physiologic variables, related to regulatory mechanisms of the cardiac and respiratory systems, which influence respiratory sinus arrhythmia, do not affect CRPS.

Correlation differences in heartbeat fluctuations during rest and exercise

We study the heartbeat activity of healthy individuals at rest and during exercise. We focus on correlation properties of the intervals formed by successive peaks in the pulse wave and find significant scaling differences between rest and exercise. For exercise the interval series is anticorrelated at short-time scales and correlated at intermediate-time scales, while for rest we observe the opposite crossover pattern--from strong correlations in the short-time regime to weaker correlations at larger scales. We also suggest a physiologically motivated stochastic scenario to provide an intuitive explanation of the scaling differences between rest and exercise.