The geodetic detrending(GD)methodology was introduced in the past decade and has opened the door to the global monitoring of ionospheric scintillation using global navigation satellite system(GNSS)receivers.The perfor...The geodetic detrending(GD)methodology was introduced in the past decade and has opened the door to the global monitoring of ionospheric scintillation using global navigation satellite system(GNSS)receivers.The performance of GD has been demonstrated in geodetic receivers.However,extending scintillation monitoring to low-cost commercial receivers remains a challenge.Low-cost devices could serve as valuable complements to specialised and much more expensive scintillation monitoring receivers.In this paper,first,a feasibility study was conducted using the GD technique,demonstrating that the scintillation indices derived from the observations of two lowcost receivers(Septentrio Mosaic X5 and UBLOX ZED-F9P)have a resolution similar to that achieved by geodetic receiver models,whose price is one order of magnitude higher.Second,measurements of GNSS signals at different frequencies from the Galileo and global positioning system(GPS)satellites were analysed in a specific experiment over six days of null scintillation.Next,the noise level in the scintillation parameters derived from the experiment was evaluated,which shows that for low-cost receivers,the minimum scintillation detection threshold increases only negligibly compared to geodetic-grade receivers.Moreover,the geometry-free(GF)combination of L1 with a second signal of different frequency was investigated as an alternative to detrending GNSS signals.Finally,for determining the ionospheric fluctuations produced by scintillation,the limitations of using the GF combination versus the uncombined measurements were highlighted.It is concluded that the minimum resolution of scintillation indices derived from low-cost receiver measurements makes it possible to distinguish values associated with periods of scintillation activity from those produced by residual noise from mismodeling.For both geodetic and low-cost receivers,the scintillation detection threshold obtained with uncombined carrier-phase measurements is smaller than that achieved with the classic GF combination.展开更多
The China Seismo-Electromagnetic Satellite(CSES) was successfully launched in February 2018. The high precision magnetometer(HPM) on board the CSES has captured high-quality magnetic data that have been used to derive...The China Seismo-Electromagnetic Satellite(CSES) was successfully launched in February 2018. The high precision magnetometer(HPM) on board the CSES has captured high-quality magnetic data that have been used to derive a global lithospheric magnetic field model. While preparing the datasets for this lithospheric magnetic field model, researchers found that they still contained prominent residual trends within the magnetic anomaly even once signals from other sources had been eliminated. However, no processing was undertaken to deal with the residual trends during modeling to avoid subjective processing and represent the realistic nature of the data. In this work, we analyze the influence of these residual trends on the lithospheric magnetic field modeling.Polynomials of orders 0–3 were used to fit the trend of each track and remove it for detrending. We then derived four models through detrending-based processing, and compared their power spectra and grid maps with those of the CSES original model and CHAOS-7model. The misfit between the model and the dataset decreased after detrending the data, and the convergence of the inverted spherical harmonic coefficients improved. However, detrending reduced the signal strength and the power spectrum, while detrending based on high-order polynomials introduced prominent distortions in details of the magnetic anomaly. Based on this analysis, we recommend along-track detrending by using a zero-order polynomial(removing a constant value) on the CSES magnetic anomaly data to drag its mean value to zero. This would lead to only a slight reduction in the signal strength while significantly improving the stability of the inverted coefficients and details of the anomaly.展开更多
Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition sy...Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition system, and noise interference, seismic attributes for seismic data interpretation have uncertainties. Especially, the antinoise ability of seismic attributes directly affects the reliability of seismic interpretations. Gray system theory is used in time series to minimize data randomness and increase data regularity. Detrended fluctuation analysis （DFA） can effectively reduce extrinsic data tendencies. In this study, by combining gray system theory and DFA, we propose a new method called gray detrended fluctuation analysis （GDFA） for calculating the fractal scaling exponent. We consider nonlinear time series generated by the Weierstrass function and add random noise to actual seismic data. Moreover, we discuss the antinoise ability of the fractal scaling exponent based on GDFA. The results suggest that the fractal scaling exponent calculated using the proposed method has good antinoise ability. We apply the proposed method to 3D poststack migration seismic data from southern China and compare fractal scaling exponents calculated using DFA and GDFA. The results suggest that the use of the GDFA-calculated fractal scaling exponent as a seismic attribute can match the known distribution of sedimentary facies.展开更多
In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads o...In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject＇s brain function is healthy or not.展开更多
We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maxi...We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maximum degree kmax, representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree 〈k〉, revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.展开更多
Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range ...Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.展开更多
Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and los...Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and loss of consciousness to blank staring, lip smacking, or jerking movements of arms and legs. If early warning signals of an upcoming seizure (diagnosis of preictal period) are detected, proper treatment can be applied to the patient to help prevent the seizure. In this research, an epileptic disorder has been divided into three subsets: Normal, Preictal (just before the seizure), and Ictal (during seizure). By using Detrended Fluctuation Analysis (DFA), Bispectral Analysis (BIS), and Standard Deviation (SD) three features from single-channel EEG signals have been derived in the foresaid groups. A fuzzy classifier is used to separate the three groups which can successfully separate them with a separation degree of 100% and further a fuzzy inference engine is used to extract a Seizure Intensity Index (SII) from the Electroencephalogram (EEG) signals of the three different states. One can apparently see the distinction of SII amounts between the three states. It is more important when one remembers that these results are just from single-channel EEG signal.展开更多
We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffin...We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.展开更多
We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the M...We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.展开更多
A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness...A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness） and a rest condition （eyes-closed）. The results showed that the EEG exhibited scaling behavior in two regions with two scaling exponents β1 and β2 which represented the complexity of higher and lower frequency activity besides α band respectively. As the emotional intensity decreased the value of β1 increased and the value of β2 decreased. The change of β1 was weakly correlated with the ＇approach-withdrawal＇ model of emotion and both of fear and sad music made certain differences compared with the eyes-closed rest condition. The study shows that music is a powerful elicitor of emotion and that using nonlinear method can potentially contribute to the investigation of emotion.展开更多
With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have exam...With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have examined the high temperature distribution in China.However,it hardly considers the variation of temperature data and systems when defining the threshold of extreme high temperature.In order to discern the spatio-temporal distribution of extreme heat in China,we examined the daily maximum temperature data of 83 observation stations in China from 1950 to 2008.The objective of this study was to understand the distribution characteristics of extreme high temperature events defined by Detrended Fluctuation Analysis(DFA).The statistical methods of Permutation Entropy(PE)were also used in this study to analyze the temporal distribution.The results showed that the frequency of extreme high temperature events in China presented 3 periods of 7,10—13 and 16—20 years,respectively.The abrupt changes generally happened in the 1960s,the end of 1970s and early 1980s.It was also found that the maximum frequency occurred in the early 1950s,and the frequency decreased sharply until the late 1980s when an evidently increasing trend emerged.Furthermore,the annual averaged frequency of extreme high temperature events reveals a decreasing-increasing-decreasing trend from southwest to northeast China,but an increasing-decreasing trend from southeast to northwest China.And the frequency was higher in southern region than that in northern region.Besides,the maximum and minimum of frequencies were relatively concentrated spatially.Our results also shed light on the reasons for the periods and abrupt changes of the frequency of extreme high temperature events in China.展开更多
Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of ...Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series （anti-correlated, uncorrelated and long-range power-law correlated signals） affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.展开更多
Slow trends in the RR interval(RRI) series should be removed in the preprocessing step to get a reliable result of heart rate variability(HRV) analysis. Re-sampling is required to convert the unevenly sampled RRI seri...Slow trends in the RR interval(RRI) series should be removed in the preprocessing step to get a reliable result of heart rate variability(HRV) analysis. Re-sampling is required to convert the unevenly sampled RRI series into evenly sampled time series when using the widely accepted smoothness priors approach(SPA). Noise is introduced in this process and the information quality is thus compromised. Empirical mode decomposition(EMD) and its variants, were introduced to directly process the unevenly sampled RRI series. Besides, a RR interval model was proposed to fascinate the introduction of standard metrics for the evaluation of the detrending performance. Based on standard metrics including signal-to-noise-ratio in d B(ISNR), mean square error(EMS), and percent root square difference(DPRS), the effectiveness of detrending methods in RR interval analysis were determined. Results demonstrate that complementary ensemble EMD(CEEMD, a variant of EMD) based method has a higher ISNR, a lower EMS and a lower DPRS as well as a better RRI series detrending performance compared with the SPA method, which would in turn lead to a more accurate HRV analysis.展开更多
We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative...We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifraetal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.展开更多
A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data e...A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data exhibits a power law decay as a whole characterized by 1/f^β processes with possible long range correlations. Subsequently, by using the method of detrended fluctuation analysis （DFA） of the general volatility in the stock markets, we find that the long-range correlations are occurred among the return series and the crossover phenomena exhibit in the results obviously.Further, Shanghai stock market shows long-range correlations in short time scale and shows short-range correlations in long time scale. Whereas, for Japan stock market, the data behaves oppositely absolutely. Last, we compare the varying of scale exponent in large volatility between two stock markets. All results obtained may indicate the possibility of characteristic of multifractal scaling behavior of the financial markets.展开更多
Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (...Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (EEG) channel for the purpose of building an automated sleep staging system based on the hybrid prediction engine model. The testing results of the model were promising as the classification accuracies were 98.85%, 92.26%, 94.4%, 95.16% and 93.68% for the wake, non-rapid eye movement S1, non-rapid eye movement S2, non-rapid eye movement S3 and rapid eye movement sleep stages, respectively. The overall classification accuracy was 85.18%. We concluded that it might be possible to employ this approach to build an industrial sleep assessment system that reduced the number of channels that affected the sleep quality and the effort excreted by sleep specialists through the process of the sleep scoring.展开更多
Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the hea...Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the heart rate and SaO2 signals are analyzed by this method. The demarcate exponent about fit-good-group and fit-bad-group in hy- poxia and normal air are calculated and compared. The result shows a is different in different situation, the α in hypoxia is much higher than α of breath in normal air. And α of fit-good-group is higher than fit-bad-group. It shows that DFA could be a good criterion to analyze hypoxia adaptability, which is useful in the analysis of hypoxia phys- iology signal.展开更多
基金funding from European Union(MCIN/AEI/10.13039/501100011033/FEDER)(Nos.PID2022-138485OB-I00 and CNS2022-135383)European Space Agency(RT-WMIS)(No.4000137762/22/NL/GLC/ov)funding support from the China Scholarship Council(No.202006020025)。
文摘The geodetic detrending(GD)methodology was introduced in the past decade and has opened the door to the global monitoring of ionospheric scintillation using global navigation satellite system(GNSS)receivers.The performance of GD has been demonstrated in geodetic receivers.However,extending scintillation monitoring to low-cost commercial receivers remains a challenge.Low-cost devices could serve as valuable complements to specialised and much more expensive scintillation monitoring receivers.In this paper,first,a feasibility study was conducted using the GD technique,demonstrating that the scintillation indices derived from the observations of two lowcost receivers(Septentrio Mosaic X5 and UBLOX ZED-F9P)have a resolution similar to that achieved by geodetic receiver models,whose price is one order of magnitude higher.Second,measurements of GNSS signals at different frequencies from the Galileo and global positioning system(GPS)satellites were analysed in a specific experiment over six days of null scintillation.Next,the noise level in the scintillation parameters derived from the experiment was evaluated,which shows that for low-cost receivers,the minimum scintillation detection threshold increases only negligibly compared to geodetic-grade receivers.Moreover,the geometry-free(GF)combination of L1 with a second signal of different frequency was investigated as an alternative to detrending GNSS signals.Finally,for determining the ionospheric fluctuations produced by scintillation,the limitations of using the GF combination versus the uncombined measurements were highlighted.It is concluded that the minimum resolution of scintillation indices derived from low-cost receiver measurements makes it possible to distinguish values associated with periods of scintillation activity from those produced by residual noise from mismodeling.For both geodetic and low-cost receivers,the scintillation detection threshold obtained with uncombined carrier-phase measurements is smaller than that achieved with the classic GF combination.
基金a project funded by the China National Space Administration (CNSA) and the Ministry of Emergency Management of Chinasupported by the Civil Aerospace Technology Pilot Research Project (D040203)+1 种基金the National Natural Science Foundation of China (42004051, 42274214)the APSCO Earthquake Research Project Phase Ⅱ and Dragon 6 cooperation 2025-2029 (95437)。
文摘The China Seismo-Electromagnetic Satellite(CSES) was successfully launched in February 2018. The high precision magnetometer(HPM) on board the CSES has captured high-quality magnetic data that have been used to derive a global lithospheric magnetic field model. While preparing the datasets for this lithospheric magnetic field model, researchers found that they still contained prominent residual trends within the magnetic anomaly even once signals from other sources had been eliminated. However, no processing was undertaken to deal with the residual trends during modeling to avoid subjective processing and represent the realistic nature of the data. In this work, we analyze the influence of these residual trends on the lithospheric magnetic field modeling.Polynomials of orders 0–3 were used to fit the trend of each track and remove it for detrending. We then derived four models through detrending-based processing, and compared their power spectra and grid maps with those of the CSES original model and CHAOS-7model. The misfit between the model and the dataset decreased after detrending the data, and the convergence of the inverted spherical harmonic coefficients improved. However, detrending reduced the signal strength and the power spectrum, while detrending based on high-order polynomials introduced prominent distortions in details of the magnetic anomaly. Based on this analysis, we recommend along-track detrending by using a zero-order polynomial(removing a constant value) on the CSES magnetic anomaly data to drag its mean value to zero. This would lead to only a slight reduction in the signal strength while significantly improving the stability of the inverted coefficients and details of the anomaly.
基金supported by the Fundamental Research Funds for the Central Universities(Grant No.2012QNA62)the Natural Science Foundation of Jiangsu Province(Grant No.BK20130201)+1 种基金the Chinese Postdoctoral Science Foundation(Grant No.2014M551703)the National Natural Science Foundation of China(Grant No.41374140)
文摘Seismic attributes have been widely used in oil and gas exploration and development. However, owing to the complexity of seismic wave propagation in subsurface media, the limitations of the seismic data acquisition system, and noise interference, seismic attributes for seismic data interpretation have uncertainties. Especially, the antinoise ability of seismic attributes directly affects the reliability of seismic interpretations. Gray system theory is used in time series to minimize data randomness and increase data regularity. Detrended fluctuation analysis （DFA） can effectively reduce extrinsic data tendencies. In this study, by combining gray system theory and DFA, we propose a new method called gray detrended fluctuation analysis （GDFA） for calculating the fractal scaling exponent. We consider nonlinear time series generated by the Weierstrass function and add random noise to actual seismic data. Moreover, we discuss the antinoise ability of the fractal scaling exponent based on GDFA. The results suggest that the fractal scaling exponent calculated using the proposed method has good antinoise ability. We apply the proposed method to 3D poststack migration seismic data from southern China and compare fractal scaling exponents calculated using DFA and GDFA. The results suggest that the use of the GDFA-calculated fractal scaling exponent as a seismic attribute can match the known distribution of sedimentary facies.
基金supported by the Science Foundation of Jiangsu Province of China (Grant No.BK2011759)
文摘In the paper we use detrended cross-correlation analysis （DCCA） to study the electroencephalograms of healthy young subjects and healthy old subjects. It is found that the cross-correlation between different leads of a healthy young subject is larger than that of a healthy old subject. It was shown that the cross-correlation relationship decreases with the aging process and the phenomenon can help to diagnose whether the subject＇s brain function is healthy or not.
基金The project supported by National Natural Science Foundation of China under Grant Nos. 70271067 and 70401020 and the Science Foundation of the Ministry of Education of China under Grant No. 03113
文摘We analyze the correlation properties of the Erd6s-Rdnyi random graph （RG） and the Barabdsi-Albert scale-free network （SF） under the attack and repair strategy with detrended fluctuation analysis （DFA）. The maximum degree kmax, representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree 〈k〉, revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.
基金Project supported by the National Natural Science Foundation of China (Grant No.11071282)the Chinese Program for New Century Excellent Talents in University (Grant No.NCET-08-06867)
文摘Multifractal detrended fluctuation analysis （MF-DFA） is a relatively new method of multifractal analysis. It is extended from detrended fluctuation analysis （DFA）, which was developed for detecting the long-range correlation and the fractal properties in stationary and non-stationary time series. Although MF-DFA has become a widely used method, some relationships among the exponents established in the original paper seem to be incorrect under the general situation. In this paper, we theoretically and experimentally demonstrate the invalidity of the expression r（q） = qh（q） - 1 stipulating the relationship between the multifractal exponent T（q） and the generalized Hurst exponent h（q）. As a replacement, a general relationship is established on the basis of the universal multifractal formalism for the stationary series as .t-（q） = qh（q） - qH - 1, where H is the nonconservation parameter in the universal multifractal formalism. The singular spectra, a and f（a）, are also derived according to this new relationship.
文摘Epilepsy is a medical condition that produces seizures affecting a variety of mental and physical functions. Seizures can last from a few seconds to a few minutes. They can have many symptoms, from convulsions and loss of consciousness to blank staring, lip smacking, or jerking movements of arms and legs. If early warning signals of an upcoming seizure (diagnosis of preictal period) are detected, proper treatment can be applied to the patient to help prevent the seizure. In this research, an epileptic disorder has been divided into three subsets: Normal, Preictal (just before the seizure), and Ictal (during seizure). By using Detrended Fluctuation Analysis (DFA), Bispectral Analysis (BIS), and Standard Deviation (SD) three features from single-channel EEG signals have been derived in the foresaid groups. A fuzzy classifier is used to separate the three groups which can successfully separate them with a separation degree of 100% and further a fuzzy inference engine is used to extract a Seizure Intensity Index (SII) from the Electroencephalogram (EEG) signals of the three different states. One can apparently see the distinction of SII amounts between the three states. It is more important when one remembers that these results are just from single-channel EEG signal.
基金Project supported by the National Natural Science Foundation of China (Grant No. 51175316)the Research Fund for the Doctoral Program of Higher Education of China (Grant No. 20103108110006)
文摘We study the correlation between detrended fluctuation analysis（DFA） and the Lempel-Ziv complexity（LZC） in nonlinear time series analysis in this paper.Typical dynamic systems including a logistic map and a Duffing model are investigated.Moreover,the influence of Gaussian random noise on both the DFA and LZC are analyzed.The results show a high correlation between the DFA and LZC,which can quantify the non-stationarity and the nonlinearity of the time series,respectively.With the enhancement of the random component,the exponent α and the normalized complexity index C show increasing trends.In addition,C is found to be more sensitive to the fluctuation in the nonlinear time series than α.Finally,the correlation between the DFA and LZC is applied to the extraction of vibration signals for a reciprocating compressor gas valve,and an effective fault diagnosis result is obtained.
基金Supported by the Scientific Research Foundation for the Returned Overseas Chinese Scholars of State Education Ministry
文摘We present a multifractal detrended fluctuation analysis （MFDFA） of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors： broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series.
基金This work was supported by the National Nature Science Foundation of China under Grant No. 60571019 and No. 30525030.
文摘A nonlinear method named detrended fluctuation analysis （DFA） was utilized to investigate the scaling behavior of the human electroencephalogram （EEG） in three emotional music conditions （fear, happiness, sadness） and a rest condition （eyes-closed）. The results showed that the EEG exhibited scaling behavior in two regions with two scaling exponents β1 and β2 which represented the complexity of higher and lower frequency activity besides α band respectively. As the emotional intensity decreased the value of β1 increased and the value of β2 decreased. The change of β1 was weakly correlated with the ＇approach-withdrawal＇ model of emotion and both of fear and sad music made certain differences compared with the eyes-closed rest condition. The study shows that music is a powerful elicitor of emotion and that using nonlinear method can potentially contribute to the investigation of emotion.
基金Key Projects in the National Science & Technology Pillar Program during the Eleventh Five-Year Plan Period(2007BAC29B05)Jiangsu Key Laboratory of Meteorological Disaster(KLME05005)
文摘With temperatures increasing as a result of global warming,extreme high temperatures are becoming more intense and more frequent on larger scale during summer in China.In recent years,a variety of researches have examined the high temperature distribution in China.However,it hardly considers the variation of temperature data and systems when defining the threshold of extreme high temperature.In order to discern the spatio-temporal distribution of extreme heat in China,we examined the daily maximum temperature data of 83 observation stations in China from 1950 to 2008.The objective of this study was to understand the distribution characteristics of extreme high temperature events defined by Detrended Fluctuation Analysis(DFA).The statistical methods of Permutation Entropy(PE)were also used in this study to analyze the temporal distribution.The results showed that the frequency of extreme high temperature events in China presented 3 periods of 7,10—13 and 16—20 years,respectively.The abrupt changes generally happened in the 1960s,the end of 1970s and early 1980s.It was also found that the maximum frequency occurred in the early 1950s,and the frequency decreased sharply until the late 1980s when an evidently increasing trend emerged.Furthermore,the annual averaged frequency of extreme high temperature events reveals a decreasing-increasing-decreasing trend from southwest to northeast China,but an increasing-decreasing trend from southeast to northwest China.And the frequency was higher in southern region than that in northern region.Besides,the maximum and minimum of frequencies were relatively concentrated spatially.Our results also shed light on the reasons for the periods and abrupt changes of the frequency of extreme high temperature events in China.
基金Project supported by the Natural Science Foundation for the Returned Overseas Chinese Scholars of the Ministry of Human Resources of China (Grant No. 2008102SB90203)Nanjing Normal University,China (Grant No. 2008102XLH0044)
文摘Detrended fluctuation analysis （DFA） is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series （anti-correlated, uncorrelated and long-range power-law correlated signals） affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.
基金Project(41227803)supported by the National Natural Science Foundation of ChinaProject(KF11011)supported by the State Key Laboratory of Automotive Safety and Energy(Tsinghua University),ChinaProject(DTNH22-08-C-00082)supported by the National Highway Traffic Safety Administration,USA
文摘Slow trends in the RR interval(RRI) series should be removed in the preprocessing step to get a reliable result of heart rate variability(HRV) analysis. Re-sampling is required to convert the unevenly sampled RRI series into evenly sampled time series when using the widely accepted smoothness priors approach(SPA). Noise is introduced in this process and the information quality is thus compromised. Empirical mode decomposition(EMD) and its variants, were introduced to directly process the unevenly sampled RRI series. Besides, a RR interval model was proposed to fascinate the introduction of standard metrics for the evaluation of the detrending performance. Based on standard metrics including signal-to-noise-ratio in d B(ISNR), mean square error(EMS), and percent root square difference(DPRS), the effectiveness of detrending methods in RR interval analysis were determined. Results demonstrate that complementary ensemble EMD(CEEMD, a variant of EMD) based method has a higher ISNR, a lower EMS and a lower DPRS as well as a better RRI series detrending performance compared with the SPA method, which would in turn lead to a more accurate HRV analysis.
基金Supported by Foundation for Outstanding Young and Middle-aged Scientists in Shandong Province under Grant No.BS2011HZ019State Key Laboratory of Data Analysis and Applications,State Oceanic Administration under Grant No.LDAA-2011-02the Fundamental Research Funds for the Central Universities under Grant No.201113006
文摘We use multifractal detrended fluctuation analysis （MF-DFA） method to investigate the multifractal behavior of the interevent time series in a modified Olami-Feder-Christensen （OFC） earthquake model on assortative scale-free networks. We determine generalized Hurst exponent and singularity spectrum and find that these fluctuations have multifraetal nature. Comparing the MF-DFA results for the original interevent time series with those for shuffled and surrogate series, we conclude that the origin of multifractality is due to both the broadness of probability density function and long-range correlation.
基金supported in part by National Natural Science Foundations of China under Grant Nos.70571027,70401020,10647125,and 10635020by the Ministry of Education of China under Grant No.306022
文摘A systematic analysis of Shanghai and Japan stock indices for the period of Jan. 1984 to Dec. 2005 is performed. After stationarity is verified by ADF （Augmented Dickey-Fuller） test, the power spectrum of the data exhibits a power law decay as a whole characterized by 1/f^β processes with possible long range correlations. Subsequently, by using the method of detrended fluctuation analysis （DFA） of the general volatility in the stock markets, we find that the long-range correlations are occurred among the return series and the crossover phenomena exhibit in the results obviously.Further, Shanghai stock market shows long-range correlations in short time scale and shows short-range correlations in long time scale. Whereas, for Japan stock market, the data behaves oppositely absolutely. Last, we compare the varying of scale exponent in large volatility between two stock markets. All results obtained may indicate the possibility of characteristic of multifractal scaling behavior of the financial markets.
文摘Most of sleep disorders are diagnosed based on the sleep scoring and assessments. The purpose of this study is to combine detrended fluctuation analysis features and spectral features of single electroencephalograph (EEG) channel for the purpose of building an automated sleep staging system based on the hybrid prediction engine model. The testing results of the model were promising as the classification accuracies were 98.85%, 92.26%, 94.4%, 95.16% and 93.68% for the wake, non-rapid eye movement S1, non-rapid eye movement S2, non-rapid eye movement S3 and rapid eye movement sleep stages, respectively. The overall classification accuracy was 85.18%. We concluded that it might be possible to employ this approach to build an industrial sleep assessment system that reduced the number of channels that affected the sleep quality and the effort excreted by sleep specialists through the process of the sleep scoring.
文摘Detrended fluctuation analysis （DFA） is fit for studies on the long-range exponential correlation of non-stationary time serial. In this paper, in order to find a hy- poxia adaptability evaluation criterion, the heart rate and SaO2 signals are analyzed by this method. The demarcate exponent about fit-good-group and fit-bad-group in hy- poxia and normal air are calculated and compared. The result shows a is different in different situation, the α in hypoxia is much higher than α of breath in normal air. And α of fit-good-group is higher than fit-bad-group. It shows that DFA could be a good criterion to analyze hypoxia adaptability, which is useful in the analysis of hypoxia phys- iology signal.
