IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v388y2009i17p3486-3502.html

Multifractal estimates of monofractality in RR-heart series in power spectrum ranges

Author

Listed:
  • Makowiec, Danuta
  • Dudkowska, Aleksandra
  • Gała̧ska, Rafał
  • Rynkiewicz, Andrzej

Abstract

Two popular estimators of multifractal properties: the Wavelet Transform Modulus Maxima method and Multifractal Detrended Fluctuation Analysis are applied to investigate signals consisting of normal RR-series in 39 healthy subjects and 90 patients suffering from systolic dysfunction of the left ventricle. However, differently from standards for multifractal analysis the scaling is performed separately in intervals corresponding to standard power spectral bands: low (LF), very low (VLF) and ultra low frequencies (ULF). Tests on fractional Brownian motions (fBm) are done to quantify properties of the estimators as detectors of monofractality in LF, VLF and ULF bands. Arguments are given that multifractal analysis of RR-series performed in these bands has a physiological meaning. The increased activation of the sympathetic nervous system caused by heart disease is detected evidently only by analysis in LF. The transition in multifractal characteristics between diurnal and nocturnal activity takes place when the analysis moves from LF and VLF to ULF. Only in ULF, the diurnal heart rate variability can be approximated by fBm with a self-similarity index of H=0.20.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:388:y:2009:i:17:p:3486-3502
    DOI: 10.1016/j.physa.2009.05.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437109003690
    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.2009.05.005?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

    for a different version of it.

    References listed on IDEAS

    as
    1. Arneodo, A. & Bacry, E. & Muzy, J.F., 1995. "The thermodynamics of fractals revisited with wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 213(1), pages 232-275.
    2. Scafetta, N & Griffin, L & West, B.J, 2003. "Hölder exponent spectra for human gait," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 328(3), pages 561-583.
    3. B. Lashermes & S. G. Roux & P. Abry & S. Jaffard, 2008. "Comprehensive multifractal analysis of turbulent velocity using the wavelet leaders," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 61(2), pages 201-215, January.
    4. Plamen Ch. Ivanov & Luís A. Nunes Amaral & Ary L. Goldberger & Shlomo Havlin & Michael G. Rosenblum & Zbigniew R. Struzik & H. Eugene Stanley, 1999. "Multifractality in human heartbeat dynamics," Nature, Nature, vol. 399(6735), pages 461-465, June.
    5. 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.
    6. 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.
    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. Todd Zorick & Mark A Mandelkern, 2013. "Multifractal Detrended Fluctuation Analysis of Human EEG: Preliminary Investigation and Comparison with the Wavelet Transform Modulus Maxima Technique," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-7, July.
    2. Faheem Aslam & Paulo Ferreira & Haider Ali & Ana Ercília José, 2022. "Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats," Sustainability, MDPI, vol. 14(10), pages 1-23, May.
    3. Stanis{l}aw Dro.zd.z & Rafa{l} Kowalski & Pawe{l} O'swic{e}cimka & Rafa{l} Rak & Robert Gc{e}barowski, 2018. "Dynamical variety of shapes in financial multifractality," Papers 1809.06728, arXiv.org.
    4. Pawe{l} O'swik{e}cimka & Stanis{l}aw Dro.zd.z & Mattia Frasca & Robert Gk{e}barowski & Natsue Yoshimura & Luciano Zunino & Ludovico Minati, 2020. "Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses," Papers 2004.03319, arXiv.org.
    5. Loiseau, Patrick & Médigue, Claire & Gonçalves, Paulo & Attia, Najmeddine & Seuret, Stéphane & Cottin, François & Chemla, Denis & Sorine, Michel & Barral, Julien, 2012. "Large deviations estimates for the multiscale analysis of heart rate variability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5658-5671.
    6. Paolo Castiglioni & Davide Lazzeroni & Paolo Coruzzi & Andrea Faini, 2018. "Multifractal-Multiscale Analysis of Cardiovascular Signals: A DFA-Based Characterization of Blood Pressure and Heart-Rate Complexity by Gender," Complexity, Hindawi, vol. 2018, pages 1-14, January.

    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. Pawe{l} O'swik{e}cimka & Stanis{l}aw Dro.zd.z & Mattia Frasca & Robert Gk{e}barowski & Natsue Yoshimura & Luciano Zunino & Ludovico Minati, 2020. "Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses," Papers 2004.03319, arXiv.org.
    2. Loutridis, S.J., 2007. "An algorithm for the characterization of time-series based on local regularity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 383-398.
    3. Mukli, Peter & Nagy, Zoltan & Eke, Andras, 2015. "Multifractal formalism by enforcing the universal behavior of scaling functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 417(C), pages 150-167.
    4. Stratimirovic, Djordje & Batas-Bjelic, Ilija & Djurdjevic, Vladimir & Blesic, Suzana, 2021. "Changes in long-term properties and natural cycles of the Danube river level and flow induced by damming," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    5. Vitanov, Nikolay K. & Sakai, Kenshi & Dimitrova, Zlatinka I., 2008. "SSA, PCA, TDPSC, ACFA: Useful combination of methods for analysis of short and nonstationary time series," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 187-202.
    6. Yuxin Zhao & Shuai Chang & Chang Liu, 2015. "Multifractal theory with its applications in data management," Annals of Operations Research, Springer, vol. 234(1), pages 133-150, November.
    7. Wu, Yue & Shang, Pengjian & Chen, Shijian, 2019. "Modified multifractal large deviation spectrum based on CID for financial market system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1331-1342.
    8. Jovanovic, Tijana & Mejía, Alfonso & Gall, Heather & Gironás, Jorge, 2016. "Effect of urbanization on the long-term persistence of streamflow records," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 447(C), pages 208-221.
    9. Guan, Sihai & Wan, Dongyu & Yang, Yanmiao & Biswal, Bharat, 2022. "Sources of multifractality of the brain rs-fMRI signal," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    10. Vitanov, Nikolay K. & Yankulova, Elka D., 2006. "Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster," Chaos, Solitons & Fractals, Elsevier, vol. 28(3), pages 768-775.
    11. Saeed Aligholi & Manoj Khandelwal, 2022. "Order of Intermittent Rock Fractured Surfaces," Sustainability, MDPI, vol. 15(1), pages 1-7, December.
    12. Xue Pan & Lei Hou & Mutua Stephen & Huijie Yang & Chenping Zhu, 2014. "Evaluation of Scaling Invariance Embedded in Short Time Series," PLOS ONE, Public Library of Science, vol. 9(12), pages 1-27, December.
    13. Nagarajan, Radhakrishnan & Kavasseri, Rajesh G., 2005. "Minimizing the effect of trends on detrended fluctuation analysis of long-range correlated noise," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 354(C), pages 182-198.
    14. Shao, Wei & Wang, Jian, 2020. "Does the “ice-breaking” of South and North Korea affect the South Korean financial market?," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
    15. Liao, Fuyuan & O’Brien, William D. & Jan, Yih-Kuen, 2013. "Assessing complexity of skin blood flow oscillations in response to locally applied heating and pressure in rats: Implications for pressure ulcer risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(20), pages 4905-4915.
    16. Ayache, Antoine & Esser, Céline & Kleyntssens, Thomas, 2019. "Different possible behaviors of wavelet leaders of the Brownian motion," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 54-60.
    17. Telesca, Luciano & Abate, Nicodemo & Faridani, Farid & Lovallo, Michele & Lasaponara, Rosa, 2023. "Revealing traits of phytopathogenic status induced by Xylella Fastidiosa in olive trees by analysing multifractal and informational patterns of MODIS satellite evapotranspiration data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 629(C).
    18. Jian Wang & Wenjing Jiang & Menghao Huang & Wei Shao, 2025. "Cross-Correlation Analysis of Crude Oil-Related Stock Markets in China Caused by the Conflict Between Russia and Ukraine," Computational Economics, Springer;Society for Computational Economics, vol. 65(3), pages 1299-1317, March.
    19. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    20. Mahjoub, Amal & Attia, Najmeddine, 2022. "A relative vectorial multifractal formalism," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).

    More about this item

    Keywords

    ;
    ;
    ;

    Statistics

    Access and download statistics

    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:388:y:2009:i:17:p:3486-3502. 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.