IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v369y2006i2p632-644.html
   My bibliography  Save this article

Long-range dependencies in heart rate signals—revisited

Author

Listed:
  • Makowiec, Danuta
  • Gała¸ska, Rafał
  • Dudkowska, Aleksandra
  • Rynkiewicz, Andrzej
  • Zwierz, Marcin

Abstract

The arguments are given that local exponents obtained in multifractal analysis by two methods: wavelet transform modulus maxima (WTMM) and multifractal detrended fluctuation analysis (MDFA) allow to separate statistically hearts of healthy people and subjects suffering from reduced left ventricle systolic function (NYHA I–III class). Proposed indices of fractality suggest that a signal of human heart rate is a mixture of two processes: monofractal and multifractal ones.

Suggested Citation

  • Makowiec, Danuta & Gała¸ska, Rafał & Dudkowska, Aleksandra & Rynkiewicz, Andrzej & Zwierz, Marcin, 2006. "Long-range dependencies in heart rate signals—revisited," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 369(2), pages 632-644.
  • Handle: RePEc:eee:phsmap:v:369:y:2006:i:2:p:632-644
    DOI: 10.1016/j.physa.2006.02.038
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437106002226
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2006.02.038?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bacry, E. & Delour, J. & Muzy, J.F., 2001. "Modelling financial time series using multifractal random walks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 299(1), pages 84-92.
    2. Kantelhardt, Jan W. & Zschiegner, Stephan A. & Koscielny-Bunde, Eva & Havlin, Shlomo & Bunde, Armin & Stanley, H.Eugene, 2002. "Multifractal detrended fluctuation analysis of nonstationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 87-114.
    3. Schertzer, D. & Lovejoy, S., 1992. "Hard and soft multifractal processes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 187-194.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Degli Esposti, M. & Farinelli, C. & Menconi, G., 2009. "Sequence distance via parsing complexity: Heartbeat signals," Chaos, Solitons & Fractals, Elsevier, vol. 39(3), pages 991-999.
    2. Makowiec, Danuta & Dudkowska, Aleksandra & Gała̧ska, Rafał & Rynkiewicz, Andrzej, 2009. "Multifractal estimates of monofractality in RR-heart series in power spectrum ranges," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(17), pages 3486-3502.
    3. Jiang, Chenguang & Shang, Pengjian & Shi, Wenbin, 2016. "Multiscale multifractal time irreversibility analysis of stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 492-507.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chen, Wang & Wei, Yu & Lang, Qiaoqi & Lin, Yu & Liu, Maojuan, 2014. "Financial market volatility and contagion effect: A copula–multifractal volatility approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 398(C), pages 289-300.
    2. Lee, Chung Kung & Chin Yu, Chung & Cai Wang, Cheng & Der Hwang, Ruey & Kuen Yu, Guey, 2006. "Scaling characteristics in aftershock sequence of earthquake," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 371(2), pages 692-702.
    3. Hosseinabadi, S. & Abrinaei, F. & Shirazi, M., 2017. "Statistical and fractal features of nanocrystalline AZO thin films," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 481(C), pages 11-22.
    4. Lee, Hojin & Chang, Woojin, 2015. "Multifractal regime detecting method for financial time series," Chaos, Solitons & Fractals, Elsevier, vol. 70(C), pages 117-129.
    5. Buonocore, R.J. & Aste, T. & Di Matteo, T., 2016. "Measuring multiscaling in financial time-series," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 38-47.
    6. Provash Mali & Amitabha Mukhopadhyay, 2015. "Multifractal characterization of gold market: a multifractal detrended fluctuation analysis," Papers 1506.08847, arXiv.org.
    7. Chen, Feier & Tian, Kang & Ding, Xiaoxu & Miao, Yuqi & Lu, Chunxia, 2016. "Finite-size effect and the components of multifractality in transport economics volatility based on multifractal detrending moving average method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 1058-1066.
    8. Brandi, Giuseppe & Di Matteo, T., 2022. "Multiscaling and rough volatility: An empirical investigation," International Review of Financial Analysis, Elsevier, vol. 84(C).
    9. Eisler, Z. & Kertész, J., 2004. "Multifractal model of asset returns with leverage effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 603-622.
    10. Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair & Mehmood, Fahad & Gong, Qiang, 2021. "Are oil prices efficient?," Economic Modelling, Elsevier, vol. 96(C), pages 362-370.
    11. Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair, 2020. "Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency," Finance Research Letters, Elsevier, vol. 34(C).
    12. Cristina Sattarhoff & Marc Gronwald, 2018. "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series 7102, CESifo.
    13. Saâdaoui, Foued, 2023. "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    14. Xiong, Gang & Yu, Wenxian & Xia, Wenxiang & Zhang, Shuning, 2016. "Multifractal signal reconstruction based on singularity power spectrum," Chaos, Solitons & Fractals, Elsevier, vol. 91(C), pages 25-32.
    15. Wei, Yu & Wang, Yudong & Huang, Dengshi, 2011. "A copula–multifractal volatility hedging model for CSI 300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4260-4272.
    16. Choi, Sun-Yong, 2021. "Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    17. Zunino, L. & Tabak, B.M. & Figliola, A. & Pérez, D.G. & Garavaglia, M. & Rosso, O.A., 2008. "A multifractal approach for stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6558-6566.
    18. Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim & Uddin, Gazi Salah, 2019. "The high frequency multifractal properties of Bitcoin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 62-71.
    19. Leonarduzzi, R. & Wendt, H. & Abry, P. & Jaffard, S. & Melot, C. & Roux, S.G. & Torres, M.E., 2016. "p-exponent and p-leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 319-339.
    20. Shi, Wenbin & Shang, Pengjian & Wang, Jing & Lin, Aijing, 2014. "Multiscale multifractal detrended cross-correlation analysis of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 35-44.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:369:y:2006:i:2:p:632-644. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.