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A common class of methods for analyzing of multivariate time series, stationary and nonstationary, decomposes the observed series into latent sources. Methods such as principal compoment analysis (PCA), independent component analysis (ICA)…

Methodology · Statistics 2019-12-02 Raanju Ragavendar Sundararajan , Ron D. Frostig , Hernando Ombao

We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). The time series of the axial flow velocity averaged over a cardiac beat interval is found to exhibit clear…

Biological Physics · Physics 2007-05-23 Miroslaw Latka , Marta Glaubic-Latka , Dariusz Latka , Bruce J. West

Investigating the spectral properties of the neural covariates that underlie spiking activity is an important problem in systems neuroscience, as it allows to study the role of brain rhythms in cognitive functions. While the spectral…

Signal Processing · Electrical Eng. & Systems 2019-06-21 Proloy Das , Behtash Babadi

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

We analyzed the heartbeat time series of 12 human subjects exposed to progressive central hypovolemia with lower body negative pressure. Two data processing techniques based on wavelet transforms were used to determine the change in the…

Statistical Mechanics · Physics 2007-05-23 Bruce J. West , Nicola Scafetta , William H. Cooke , Rita Balocchi

Cardiac pulsations in the human brain have received recent interest due to their possible role in the pathogenesis of neurodegenerative diseases. Further interest stems from their possible application as an endogenous signal source that can…

Numerical Analysis · Mathematics 2025-02-06 Lukas Weissinger , Simon Hubmer , Ronny Ramlau , Henning Uwe Voss

We consider regularly varying random vectors. Our goal is to estimate in a non-parametric way some characteristics related to conditioning on an extreme event, like the tail dependence coefficient. We introduce a quasi-spectral…

Methodology · Statistics 2015-02-26 Rafał Kulik , Zhigang Tong

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

Different measures of heart rate variability and particularly of respiratory sinus arrhythmia are widely used in research and clinical applications. Inspired by the ideas from the theory of coupled oscillators, we use simultaneous…

We consider the problem of modeling cardiovascular responses to physical activity and sleep changes captured by wearable sensors in free living conditions. We use an attentional convolutional neural network to learn parsimonious signatures…

Machine Learning · Computer Science 2018-12-06 Haraldur T. Hallgrímsson , Filip Jankovic , Tim Althoff , Luca Foschini

Time series of heartbeat activity of humans can exhibit long-range correlations. In this paper we show that such kind of correlations can exist for the heartbeat activity of much simpler species like Drosophila melanogaster. By means of the…

Data Analysis, Statistics and Probability · Physics 2015-06-26 Nikolay K. Vitanov , Elka D. Yankulova

Arrhythmia is an abnormality of the heart's rhythm, caused by problems in the conductive system and resulting in irregular heartbeats. There is increasing evidence that undertaking frequent endurance sports training elevates one's risk of…

Applications · Statistics 2026-01-06 Andrew Nugent , Yi Ting Loo , Jack Buckingham

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…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

We analize heartbeat time-series corresponding to several groups of individuals (healthy, heart transplanted, with congestive heart failure (CHF), after myocardial infarction (MI), hypertensive), looking for short- and long-time statistical…

Soft Condensed Matter · Physics 2007-05-23 Paolo Allegrini , Rita Balocchi , Santi Chillemi , Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

Frequency-domain performance analysis of intersample behavior in sampled-data and multirate systems is challenging due to the lack of a frequency-separation principle, and systematic identification techniques are lacking. The aim of this…

Systems and Control · Electrical Eng. & Systems 2025-06-03 Max van Haren , Lennart Blanken , Tom Oomen

Multiresolution Wavelet Transform and Detrended Fluctuation Analysis have been recently proven as excellent methods in the analysis of Heart Rate Variability, and in distinguishing between healthy subjects and patients with various…

This paper studies the spectrum of a multi-dimensional split-step quantum walk with a defect that cannot be analysed in the previous papers. To this end, we have developed a new technique which allow us to use a spectral mapping theorem for…

Mathematical Physics · Physics 2020-08-21 Toru Fuda , Akihiro Narimatsu , Kei Saito , Akito Suzuki

Background. Different mechanisms have been proposed to relate atrial fibrillation (AF) and coronary flow impairment, even in absence of relevant coronary artery disease (CAD). However, the underlying hemodynamics remains unclear. Aim of the…

Medical Physics · Physics 2019-04-17 Stefania Scarsoglio , Caterina Gallo , Andrea Saglietto , Luca Ridolfi , Matteo Anselmino

Multifractal analysis has been used to diagnoze cracked and healthy rotors. Is has been shown that the complexity and regularity criteria of the dynamical systems defined by the multiple scaling of the time series can indicate the damages…

Chaotic Dynamics · Physics 2008-04-16 Grzegorz Litak , Jerzy T. Sawicki

The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…

Adaptation and Self-Organizing Systems · Physics 2017-07-20 Korosh Mahmoodi , Bruce J. West , Paolo Grigolini