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21 pages, 918 KiB  
Article
On Mixed Fractional Lifting Oscillation Spaces
by Imtithal Alzughaibi, Mourad Ben Slimane and Obaid Algahtani
Fractal Fract. 2023, 7(11), 819; https://doi.org/10.3390/fractalfract7110819 - 13 Nov 2023
Viewed by 918
Abstract
We introduce hyperbolic oscillation spaces and mixed fractional lifting oscillation spaces expressed in terms of hyperbolic wavelet leaders of multivariate signals on Rd, with d2. Contrary to Besov spaces and fractional Sobolev spaces with dominating mixed smoothness, the [...] Read more.
We introduce hyperbolic oscillation spaces and mixed fractional lifting oscillation spaces expressed in terms of hyperbolic wavelet leaders of multivariate signals on Rd, with d2. Contrary to Besov spaces and fractional Sobolev spaces with dominating mixed smoothness, the new spaces take into account the geometric disposition of the hyperbolic wavelet coefficients at each scale (j1,,jd), and are therefore suitable for a multifractal analysis of rectangular regularity. We prove that hyperbolic oscillation spaces are closely related to hyperbolic variation spaces, and consequently do not almost depend on the chosen hyperbolic wavelet basis. Therefore, the so-called rectangular multifractal analysis, related to hyperbolic oscillation spaces, is somehow ‘robust’, i.e., does not change if the analyzing wavelets were changed. We also study optimal relationships between hyperbolic and mixed fractional lifting oscillation spaces and Besov spaces with dominating mixed smoothness. In particular, we show that, for some indices, hyperbolic and mixed fractional lifting oscillation spaces are not always sharply imbedded between Besov spaces or fractional Sobolev spaces with dominating mixed smoothness, and thus are new spaces of a really different nature. Full article
(This article belongs to the Section General Mathematics, Analysis)
13 pages, 4957 KiB  
Article
Fault Diagnosing of Cycloidal Gear Reducer Using Statistical Features of Vibration Signal and Multifractal Spectra
by Iwona Komorska, Krzysztof Olejarczyk, Andrzej Puchalski, Marcin Wikło and Zbigniew Wołczyński
Sensors 2023, 23(3), 1645; https://doi.org/10.3390/s23031645 - 2 Feb 2023
Cited by 7 | Viewed by 5043
Abstract
The article presents a method for diagnosing cycloidal gear damage on a laboratory stand. The damage was simulated by removing the sliding sleeves from two adjacent external pins of the cycloidal gearbox. Damage to the sliding sleeves may occur under operating conditions and [...] Read more.
The article presents a method for diagnosing cycloidal gear damage on a laboratory stand. The damage was simulated by removing the sliding sleeves from two adjacent external pins of the cycloidal gearbox. Damage to the sliding sleeves may occur under operating conditions and can lead to the destruction of the gear unit. Hence, early detection is essential. Signals from torque sensors, rotational speed sensors and vibration acceleration sensors of input and output shafts for various rotational speeds and transmission loads were recorded. The frequency analysis of these signals was carried out. Due to the fluctuation of the rotational speed, the frequency spectrum gives an approximate picture and is not useful in detecting this type of damage. The statistical characteristics of the signal were determined. However, only statistical moments of higher orders, such as kurtosis, are sensitive to the tested damage. Therefore, the use of multifractal analysis of the vibration signal using the wavelet leader method (WLMF) was considered. Then log-cumulants of the multifractal spectrum were selected as the new signal features. Full article
(This article belongs to the Special Issue Condition Monitoring of Mechanical Transmission Systems)
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Figure 1
<p>Cycloidal gear: 1—input shaft, 2—housing, 3—cycloidal discs, 4—outer pins with sliding sleeves, 5—output shaft with inner pins and sliding sleeves.</p>
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<p>Test bench setup: 1—tested cycloidal gear, 2—driving electric motor, 3—braking electric engine, 4—torque and velocity meter for input, 5—torque and velocity meter for output.</p>
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<p>Placement and direction of installation of accelerometers.</p>
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<p>Cycloidal gear (<b>a</b>) complete (fault-free), (<b>b</b>) with the sliding sleeves removed on the two adjacent outer pins (faulty).</p>
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<p>Vibration acceleration waveform during 1 revolution of the output shaft at a speed of 2000 rpm and a load of 30 Nm: (<b>a</b>) Vertical vibrations, (<b>b</b>) Horizontal vibrations, (<b>c</b>) Tachometers signals.</p>
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<p>Fluctuation of (<b>a</b>) input and (<b>b</b>) output shaft rotational speed.</p>
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<p>Torque waveform during two revolutions of the output shaft at a speed of 2000 rpm and a load of 30 Nm: (<b>a</b>) Fault-free, (<b>b</b>) Faulty, (<b>c</b>) Tachometers signals.</p>
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<p>Frequency spectrum of the torque signal of the output shaft at a speed of 2000 rpm and a load of 30 Nm.</p>
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<p>Frequency spectrum of vibration acceleration signal: (<b>a</b>) Vertical vibrations for fault-free state, (<b>b</b>) Horizontal vibrations for fault-free state, (<b>c</b>) Vertical vibrations for faulty state, (<b>d</b>) Horizontal vibrations for faulty state.</p>
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<p>Statistical features of the vibration signal for fault-free and faulty conditions at rotational speed of 2000 rpm and load of 30 Nm.</p>
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<p>Multifractal spectra for fault-free (blue line) and faulty conditions (red dashed line).</p>
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<p>Fault classification using log-cumulants of the multifractal spectrum using (<b>a</b>) <math display="inline"><semantics> <mrow> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>−</mo> <msub> <mi>c</mi> <mn>2</mn> </msub> </mrow> </semantics></math> plane, (<b>b</b>) <math display="inline"><semantics> <mrow> <msub> <mi>c</mi> <mn>1</mn> </msub> <mo>−</mo> <msub> <mi>c</mi> <mn>3</mn> </msub> </mrow> </semantics></math> plane.</p>
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20 pages, 2893 KiB  
Article
The Diagnosis of Congestive Heart Failure Based on Generalized Multiscale Entropy-Wavelet Leaders
by Juanjuan Yang and Caiping Xi
Entropy 2022, 24(12), 1763; https://doi.org/10.3390/e24121763 - 1 Dec 2022
Viewed by 1717
Abstract
Congestive heart failure (CHF) is a chronic heart condition associated with debilitating symptoms that can lead to mortality. The electrocardiogram (ECG) is a noninvasive and simple diagnostic method that can show detectable changes in CHF. However, manual diagnosis of ECG signals is often [...] Read more.
Congestive heart failure (CHF) is a chronic heart condition associated with debilitating symptoms that can lead to mortality. The electrocardiogram (ECG) is a noninvasive and simple diagnostic method that can show detectable changes in CHF. However, manual diagnosis of ECG signals is often erroneous due to the small amplitude and duration of the ECG signals. This paper presents a CHF diagnosis method based on generalized multiscale entropy (MSE)-wavelet leaders (WL) and extreme learning machine (ELM). Firstly, ECG signals from normal sinus rhythm (NSR) and congestive heart failure (CHF) patients are pre-processed. Then, parameters such as segmentation time and scale factor are chosen, and the multifractal spectrum features and number of ELM hidden layer nodes are determined. Two different data sets (A, B) were used for training and testing. In both sets, the balanced data set (B) had the highest accuracy of 99.72%, precision, sensitivity, specificity, and F1 score of 99.46%, 100%, 99.44%, and 99.73%, respectively. The unbalanced data set (A) attained an accuracy of 99.56%, precision of 99.44%, sensitivity of 99.81%, specificity of 99.17%, and F1 score of 99.62%. Finally, increasing the number of ECG segments and different algorithms validated the probability of detection of the unbalanced data set. The results indicate that our proposed method requires a lower number of ECG segments and does not require the detection of R waves. Moreover, the method can improve the probability of detection of unbalanced data sets and provide diagnostic assistance to cardiologists by providing a more objective and faster interpretation of ECG signals. Full article
(This article belongs to the Section Multidisciplinary Applications)
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<p>Raw ECG signals. (<b>a</b>) Normal ECG signal; (<b>b</b>) CHF ECG signal.</p>
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<p>Block diagram of the ECG signals classification system proposed in this paper.</p>
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<p>ECG signals with attenuated noise. (<b>a</b>) Normal ECG signal; (<b>b</b>) CHF ECG signal. The wavelet basis function is ‘bior2.6’ and the number of wavelet layers is 8.</p>
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<p>The scaling function <math display="inline"><semantics> <mrow> <msup> <mi>ζ</mi> <mi>L</mi> </msup> <mo stretchy="false">(</mo> <mi>q</mi> <mo stretchy="false">)</mo> </mrow> </semantics></math> of the time series based on WL.</p>
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<p>The multifractal spectrum <math display="inline"><semantics> <mrow> <mi>f</mi> <mo stretchy="false">(</mo> <mi>α</mi> <mo stretchy="false">)</mo> </mrow> </semantics></math> of the time series based on WL.</p>
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<p>Structure of basic ELM.</p>
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<p>MSEN1 curve at different segmentation time. (<b>a</b>) NSR ECG signal; (<b>b</b>) CHF ECG signal. The embedding dimension <math display="inline"><semantics> <mrow> <mi>m</mi> <mo>=</mo> <mn>2</mn> </mrow> </semantics></math>, scale <math display="inline"><semantics> <mrow> <mi>s</mi> <mo>=</mo> <mn>1</mn> <mo>:</mo> <mn>1</mn> <mo>:</mo> <mn>50</mn> </mrow> </semantics></math>, and similarity tolerance <math display="inline"><semantics> <mrow> <mi>r</mi> <mo>=</mo> <mn>0.2</mn> <mi>σ</mi> </mrow> </semantics></math> (<math display="inline"><semantics> <mi>σ</mi> </semantics></math> is the standard deviation of the time series after coarse granulation).</p>
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<p>MSEN1 curves for two ECG signals at different scales. The embedding dimension <math display="inline"><semantics> <mrow> <mi>m</mi> <mo>=</mo> <mn>2</mn> </mrow> </semantics></math>, segmentation time <math display="inline"><semantics> <mrow> <mi>t</mi> <mo>=</mo> <mn>64</mn> </mrow> </semantics></math> s, and similarity tolerance <math display="inline"><semantics> <mrow> <mi>r</mi> <mo>=</mo> <mn>0.2</mn> <mi>σ</mi> </mrow> </semantics></math>.</p>
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<p>MSEN1 curve at different similarity tolerance. (<b>a</b>) NSR ECG signal; (<b>b</b>) CHF ECG signal. The embedding dimension <math display="inline"><semantics> <mrow> <mi>m</mi> <mo>=</mo> <mn>2</mn> </mrow> </semantics></math>, segmentation time <math display="inline"><semantics> <mrow> <mi>t</mi> <mo>=</mo> <mn>64</mn> </mrow> </semantics></math> s, and scale <math display="inline"><semantics> <mrow> <mi>s</mi> <mo>=</mo> <mn>1</mn> <mo>:</mo> <mn>1</mn> <mo>:</mo> <mn>20</mn> </mrow> </semantics></math>.</p>
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<p>WL-based multifractal spectrum. (<b>a</b>) Set A; (<b>b</b>) Set b. The ‘db3’ wavelet basis functions <math display="inline"><semantics> <mrow> <msub> <mrow> <mfenced close="|" open="|"> <mi>q</mi> </mfenced> </mrow> <mrow> <mi>max</mi> </mrow> </msub> <mo>=</mo> <mn>5</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mo>Δ</mo> <mi>q</mi> <mo>=</mo> <mn>0.25</mn> </mrow> </semantics></math>.</p>
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<p>Classification accuracy for 5-fold cross-validation.</p>
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<p>Block diagram of accuracy of different algorithms.</p>
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35 pages, 8018 KiB  
Article
A Wavelet PM2.5 Prediction System Using Optimized Kernel Extreme Learning with Boruta-XGBoost Feature Selection
by Ali Asghar Heidari, Mehdi Akhoondzadeh and Huiling Chen
Mathematics 2022, 10(19), 3566; https://doi.org/10.3390/math10193566 - 29 Sep 2022
Cited by 16 | Viewed by 2505
Abstract
The fine particulate matter (PM2.5) concentration has been a vital source of info and an essential indicator for measuring and studying the concentration of other air pollutants. It is crucial to realize more accurate predictions of PM2.5 and establish a high-accuracy PM2.5 prediction [...] Read more.
The fine particulate matter (PM2.5) concentration has been a vital source of info and an essential indicator for measuring and studying the concentration of other air pollutants. It is crucial to realize more accurate predictions of PM2.5 and establish a high-accuracy PM2.5 prediction model due to their social impacts and cross-field applications in geospatial engineering. To further boost the accuracy of PM2.5 prediction results, this paper proposes a new wavelet PM2.5 prediction system (called WD-OSMSSA-KELM model) based on a new, improved variant of the salp swarm algorithm (OSMSSA), kernel extreme learning machine (KELM), wavelet decomposition, and Boruta-XGBoost (B-XGB) feature selection. First, we applied the B-XGB feature selection to realize the best features for predicting hourly PM2.5 concentrations. Then, we applied the wavelet decomposition (WD) algorithm to reach the multi-scale decomposition results and single-branch reconstruction of PM2.5 concentrations to mitigate the prediction error produced by time series data. In the next stage, we optimized the parameters of the KELM model under each reconstructed component. An improved version of the SSA is proposed to reach higher performance for the basic SSA optimizer and avoid local stagnation problems. In this work, we propose new operators based on oppositional-based learning and simplex-based search to mitigate the core problems of the conventional SSA. In addition, we utilized a time-varying parameter instead of the main parameter of the SSA. To further boost the exploration trends of SSA, we propose using the random leaders to guide the swarm towards new regions of the feature space based on a conditional structure. After optimizing the model, the optimized model was utilized to predict the PM2.5 concentrations, and different error metrics were applied to evaluate the model’s performance and accuracy. The proposed model was evaluated based on an hourly database, six air pollutants, and six meteorological features collected from the Beijing Municipal Environmental Monitoring Center. The experimental results show that the proposed WD-OLMSSA-KELM model can predict the PM2.5 concentration with superior performance (R: 0.995, RMSE: 11.906, MdAE: 2.424, MAPE: 9.768, KGE: 0.963, R2: 0.990) compared to the WD-CatBoost, WD-LightGBM, WD-Xgboost, and WD-Ridge methods. Full article
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Graphical abstract

Graphical abstract
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<p>Opposite pair inside <math display="inline"><semantics> <mrow> <mo>[</mo> <mi>l</mi> <mi>b</mi> <mo>,</mo> <mi>u</mi> <mi>b</mi> <mo>]</mo> </mrow> </semantics></math>.</p>
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<p>Diagram of the simplex scheme.</p>
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<p>A salp chain and its opposite salp chain.</p>
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<p>Flowchart of the proposed wavelet PM2.5 prediction system (WD-OSMSSAKELM) with Boruta-XGBoost feature selection.</p>
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<p>Boxplot of median Z-scores attained by the Boruta-XGB algorithm.</p>
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<p>Decomposition of datasets using the DWT.</p>
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<p>Structure of the decomposed input data.</p>
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<p>Decomposition of PM10 hourly data. The X-axis is hours, and the first part in each decomposed feature is <math display="inline"><semantics> <mrow> <mi>a</mi> <mn>4</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mi>d</mi> <mn>4</mn> <mo>,</mo> <mi>d</mi> <mn>3</mn> <mo>,</mo> <mi>d</mi> <mn>2</mn> <mo>,</mo> <mi>d</mi> <mn>1</mn> </mrow> </semantics></math>, from top to bottom, respectively.</p>
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<p>Decomposition of CO hourly data. The X-axis is hours, and the first part in each decomposed feature is <math display="inline"><semantics> <mrow> <mi>a</mi> <mn>4</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mi>d</mi> <mn>4</mn> <mo>,</mo> <mi>d</mi> <mn>3</mn> <mo>,</mo> <mi>d</mi> <mn>2</mn> <mo>,</mo> <mi>d</mi> <mn>1</mn> </mrow> </semantics></math>, from top to bottom, respectively.</p>
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<p>Decomposition of WSPM hourly data. The X-axis is hours, and the first part in each decomposed feature is <math display="inline"><semantics> <mrow> <mi>a</mi> <mn>4</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mi>d</mi> <mn>4</mn> <mo>,</mo> <mi>d</mi> <mn>3</mn> <mo>,</mo> <mi>d</mi> <mn>2</mn> <mo>,</mo> <mi>d</mi> <mn>1</mn> </mrow> </semantics></math>, from top to bottom, respectively.</p>
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<p>The histograms of the <math display="inline"><semantics> <msup> <mi>R</mi> <mn>2</mn> </msup> </semantics></math> index for the testing and training stages.</p>
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<p>Scatter plots of different optimized KELM models.</p>
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<p>Scatter plots of different optimized KELM models.</p>
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<p>Comparison of optimized KELM models for the training phase based on the RMSE, MdAE, KGE, and R metrics.</p>
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<p>Comparison of optimized KELM models for the testing phase based on the RMSE, MdAE, KGE, and R metrics.</p>
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<p>Taylor plot of optimized KELM models for the training phase.</p>
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<p>Taylor plot of optimized KELM models for the testing phase.</p>
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<p>Percent (%) of improvement of the WD-OSMSSAKELM versus the values of other methods for the metrics during the training phase.</p>
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<p>Percent (%) of improvement of the WD-OSMSSAKELM versus the values of other methods for the metrics during the testing phase.</p>
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<p>Scatter plots of different ML models.</p>
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<p>Comparison of the proposed model for the training phase versus other studied models based on the RMSE, MdAE, KGE, and R metrics.</p>
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<p>Comparison of the proposed model for the testing phase versus other studied models based on the RMSE, MdAE, KGE, and R metrics.</p>
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<p>Taylor plot of the proposed model versus other regression methods for the training phase.</p>
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<p>Taylor plot of the proposed model versus other regression methods for the testing phase.</p>
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<p>Comparison of the observed trend with the predicted time series (test results) of all models.</p>
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12 pages, 1613 KiB  
Article
Nonlinear Statistical Analysis of Normal and Pathological Infant Cry Signals in Cepstrum Domain by Multifractal Wavelet Leaders
by Salim Lahmiri, Chakib Tadj and Christian Gargour
Entropy 2022, 24(8), 1166; https://doi.org/10.3390/e24081166 - 22 Aug 2022
Cited by 9 | Viewed by 1644
Abstract
Multifractal behavior in the cepstrum representation of healthy and unhealthy infant cry signals is examined by means of wavelet leaders and compared using the Student t-test. The empirical results show that both expiration and inspiration signals exhibit clear evidence of multifractal properties [...] Read more.
Multifractal behavior in the cepstrum representation of healthy and unhealthy infant cry signals is examined by means of wavelet leaders and compared using the Student t-test. The empirical results show that both expiration and inspiration signals exhibit clear evidence of multifractal properties under healthy and unhealthy conditions. In addition, expiration and inspiration signals exhibit more complexity under healthy conditions than under unhealthy conditions. Furthermore, distributions of multifractal characteristics are different across healthy and unhealthy conditions. Hence, this study improves the understanding of infant crying by providing a complete description of its intrinsic dynamics to better evaluate its health status. Full article
(This article belongs to the Section Entropy and Biology)
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<p>Flowchart of nonlinear analysis of infant cry records.</p>
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<p>Example of healthy and unhealthy cry signals.</p>
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<p>Examples of cepstra from healthy and unhealthy infant cry signals.</p>
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<p>Average multifractal spectra <span class="html-italic">D</span>(<span class="html-italic">h</span>) of cepstra from healthy and unhealthy infant cry signals.</p>
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<p>Average scaling exponent function ζ(<span class="html-italic">q</span>) of cepstra from healthy and unhealthy infant cry signals.</p>
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<p>Boxplots of the average multifractal spectra <span class="html-italic">D</span>(<span class="html-italic">h</span>).</p>
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<p>Multifractal wavelet leaders: first cumulant boxplots. For both expiration and inspiration sets, the Student <span class="html-italic">t</span>-test indicates that the first cumulant is statistically different across healthy and unhealthy infant cry signals at the 5% statistical level.</p>
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<p>Multifractal wavelet leaders: second cumulant boxplot. For both expiration and inspiration sets, the Student <span class="html-italic">t</span>-test indicates that the second cumulant is statistically different across healthy and unhealthy infant cry signals at 5% statistical level.</p>
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<p>Multifractal wavelet leaders: third cumulant boxplot. For both expiration and inspiration sets, the Student <span class="html-italic">t</span>-test indicates that the third cumulant is statistically different across healthy and unhealthy infant cry signals at the 5% statistical level.</p>
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19 pages, 9388 KiB  
Article
Application of a Modified Empirical Wavelet Transform Method in VLF/LF Lightning Electric Field Signals
by Bingzhe Dai, Jie Li, Jiahao Zhou, Yingting Zeng, Wenhao Hou, Junchao Zhang, Yao Wang and Qilin Zhang
Remote Sens. 2022, 14(6), 1308; https://doi.org/10.3390/rs14061308 - 8 Mar 2022
Cited by 5 | Viewed by 1878
Abstract
In this paper, to realize a better adaptive method for the lightning electric field signal denoising, we firstly compared the decomposition results of three methods called the EMD (empirical mode decomposition), the CEEMDAN (complete ensemble empirical mode decomposition with adaptive noise), and the [...] Read more.
In this paper, to realize a better adaptive method for the lightning electric field signal denoising, we firstly compared the decomposition results of three methods called the EMD (empirical mode decomposition), the CEEMDAN (complete ensemble empirical mode decomposition with adaptive noise), and the EWT (empirical wavelet transform) by artificial signals, respectively, and found that the EWT was better than the other two methods. Then, a MEWT (modified empirical wavelet transform) method based on the EWT was presented for processing the natural lightning signals data. By using our MEWT method, we processed three types of electric field signal data with different frequency bands radiated by the lightning step leader, the cloud pulse and the return stroke, respectively, and the VLF (very low frequency) lightning signals propagating different distances from 500 km to 3500 km, by using the data of the fast electric field change sensors from Nanjing Lightning Location Network (NLLN) in 2018 and the data of the fast electric field change sensors and the VLF electric antennas from the NUIST Wide-range Lightning Location System (NWLLS) in 2021. The results showed that our presented MEWT method could adaptively process different lightning signal data with different frequencies from the step leader, the cloud pulse, and the return stroke; for the lightning VLF signal data from 500 km to 3500 km, the MEWT also achieved a better noise reduction effect. After denoising the signal by using our MEWT, the detection ability of the fast electric field change sensor was improved, and more weak lightning signals could be identified. Full article
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<p>The layout of NUIST Wide-range Lightning Location System (NWLLS).</p>
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<p>The top is the time domain of sig 1 ((<b>a</b>–<b>c</b>) is its components and (<b>d</b>) is the total signal), and the bottom is the frequency domain of sig 1 ((<b>a</b>–<b>c</b>) is its components and (<b>d</b>) is the total signal).</p>
Full article ">Figure 2 Cont.
<p>The top is the time domain of sig 1 ((<b>a</b>–<b>c</b>) is its components and (<b>d</b>) is the total signal), and the bottom is the frequency domain of sig 1 ((<b>a</b>–<b>c</b>) is its components and (<b>d</b>) is the total signal).</p>
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<p>Modes of EMD (<b>top</b>) and the spectrum of them (<b>bottom</b>).</p>
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<p>Modes of CEEMDAN (<b>top</b>) (std of adding noise = <math display="inline"><semantics> <mrow> <mn>2</mn> <mo>×</mo> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>5</mn> </mrow> </msup> </mrow> </semantics></math>) and the spectrum of them (<b>bottom</b>).</p>
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<p>Modes of CEEMDAN (<b>top</b>) (std of adding noise = <math display="inline"><semantics> <mrow> <mn>2</mn> <mo>×</mo> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>5</mn> </mrow> </msup> </mrow> </semantics></math>) and the spectrum of them (<b>bottom</b>).</p>
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<p>Modes of CEEMDAN (<b>top</b>) (std of added noise = <math display="inline"><semantics> <mrow> <mn>2</mn> <mo>×</mo> <msup> <mrow> <mn>10</mn> </mrow> <mrow> <mo>−</mo> <mn>4</mn> </mrow> </msup> </mrow> </semantics></math>) and the spectrum of them (<b>bottom</b>).</p>
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<p>Modes of EWT (<b>top</b>) and the spectrum of them (<b>bottom</b>).</p>
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<p>(<b>a</b>)The result computed by FDTD (<b>b</b>)The computed result with white noise for decomposition.</p>
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<p>Modes of CEEMDAN (<b>left</b>) and the spectrum of them (<b>right</b>).</p>
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<p>Modes of EWT (<b>left</b>) and the spectrum of them (<b>right</b>).</p>
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<p>The reconstructed signals by two methods compared with original signal.</p>
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<p>The flow chart of modified-EWT.</p>
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<p>Two example of step leaders.</p>
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<p>(<b>a</b>,<b>b</b>) Two example of cloud pulse.</p>
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<p>(<b>a</b>,<b>b</b>) Two example of CG (cloud-to-ground) lightning (nearby, less than 100 km).</p>
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<p>(<b>a</b>,<b>b</b>) Two example of CG lightning (far away, over 1000 km).</p>
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<p>The comparison result of the MEWT processing signal from the fast electric field change sensor and the VLF antenna receiving signal. The matching ratio means the percentage of correlation coefficient of the VLF antenna and the fast electric field change sensor signal over 0.5. The rising ratio means the percentage of the correlation coefficient between the VLF antenna and the fast electric field change sensor signal increase from below 0.5 to over 0.5.</p>
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<p>The result of a processed signal 500 km away.</p>
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<p>The result of a processed signal 1500 km away.</p>
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<p>The result of a processed signal 2500 km away.</p>
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<p>The result of a processed signal 3500 km away.</p>
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<p>The processed result of a signal with unknown noise compared with the VLF electric antennas data.</p>
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15 pages, 1419 KiB  
Article
A Multifractal Analysis and Machine Learning Based Intrusion Detection System with an Application in a UAS/RADAR System
by Ruohao Zhang, Jean-Philippe Condomines and Emmanuel Lochin
Drones 2022, 6(1), 21; https://doi.org/10.3390/drones6010021 - 12 Jan 2022
Cited by 18 | Viewed by 3779
Abstract
The rapid development of Internet of Things (IoT) technology, together with mobile network technology, has created a never-before-seen world of interconnection, evoking research on how to make it vaster, faster, and safer. To support the ongoing fight against the malicious misuse of networks, [...] Read more.
The rapid development of Internet of Things (IoT) technology, together with mobile network technology, has created a never-before-seen world of interconnection, evoking research on how to make it vaster, faster, and safer. To support the ongoing fight against the malicious misuse of networks, in this paper we propose a novel algorithm called AMDES (unmanned aerial system multifractal analysis intrusion detection system) for spoofing attack detection. This novel algorithm is based on both wavelet leader multifractal analysis (WLM) and machine learning (ML) principles. In earlier research on unmanned aerial systems (UAS), intrusion detection systems (IDS) based on multifractal (MF) spectral analysis have been used to provide accurate MF spectrum estimations of network traffic. Such an estimation is then used to detect and characterize flooding anomalies that can be observed in an unmanned aerial vehicle (UAV) network. However, the previous contributions have lacked the consideration of other types of network intrusions commonly observed in UAS networks, such as the man in the middle attack (MITM). In this work, this promising methodology has been accommodated to detect a spoofing attack within a UAS. This methodology highlights a robust approach in terms of false positive performance in detecting intrusions in a UAS location reporting system. Full article
(This article belongs to the Section Drone Communications)
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<p>General framework of the proposed IDS system.</p>
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<p>A simplified LSTM unit.</p>
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<p>Typical architecture of a Bi-LSTM.</p>
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<p>The process of dataset generation.</p>
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<p>WLM <math display="inline"><semantics> <mrow> <mi>D</mi> <mo>(</mo> <mi>h</mi> <mo>)</mo> </mrow> </semantics></math> signatures of: (<b>left</b>) normal traces, (<b>right</b>) abnormal traces.</p>
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<p>Confusion matrix of the performance verification with LSTM.</p>
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<p>Verification with LSTM at different intensities.</p>
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<p>Confusion matrix of the performance verification with SVM.</p>
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<p>Verification with SVM at different intensities.</p>
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21 pages, 8289 KiB  
Article
Rotating Machinery Diagnosing in Non-Stationary Conditions with Empirical Mode Decomposition-Based Wavelet Leaders Multifractal Spectra
by Iwona Komorska and Andrzej Puchalski
Sensors 2021, 21(22), 7677; https://doi.org/10.3390/s21227677 - 18 Nov 2021
Cited by 11 | Viewed by 2219
Abstract
Diagnosing the condition of rotating machines by non-invasive methods is based on the analysis of dynamic signals from sensors mounted on the machine—such as vibration, velocity, or acceleration sensors; torque meters; force sensors; pressure sensors; etc. The article presents a new method combining [...] Read more.
Diagnosing the condition of rotating machines by non-invasive methods is based on the analysis of dynamic signals from sensors mounted on the machine—such as vibration, velocity, or acceleration sensors; torque meters; force sensors; pressure sensors; etc. The article presents a new method combining the empirical mode decomposition algorithm with wavelet leader multifractal formalism applied to diagnosing damages of rotating machines in non-stationary conditions. The development of damage causes an increase in the level of multifractality of the signal. The multifractal spectrum obtained as a result of the algorithm changes its shape. Diagnosis is based on the classification of the features of this spectrum. The method is effective in relation to faults causing impulse responses in the dynamic signal registered by the sensors. The method has been illustrated with examples of vibration signals of rotating machines recorded on a laboratory stand, as well as on real objects. Full article
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<p>The method scheme.</p>
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<p>Multifractal analysis: (<b>a</b>) time series, (<b>b</b>) multifractal spectra with characteristic points, (<b>c</b>) multifractal spectra for Daubechies mother wavelets of orders 1 to 6.</p>
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<p>Simulated signal and five intristic mode functions (<b>a</b>) and their multifractal spectra (<b>b</b>).</p>
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<p>Simulated signal and five intristic mode functions (<b>a</b>) and their multifractal spectra (<b>b</b>).</p>
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<p>Diagram of the EMD- WLMF method.</p>
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<p>The test stand [<a href="#B48-sensors-21-07677" class="html-bibr">48</a>].</p>
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<p>Time series of the vibration signal in various operating states (<b>a</b>) fault-free state; (<b>b</b>) misalignment 1/3°; (<b>c</b>) increased backlash 0.2 mm; (<b>d</b>) worn teeth second stage; (<b>e</b>) worn teeth second stage, and increased backlash 0.2 mm.</p>
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<p>Multifractal spectra.</p>
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<p>Classification of damage (<b>a</b>) scatter plot of three parameters of the multifractal spectrum, (<b>b</b>) confusion matrix for the test set performed with SVM method.</p>
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<p>Test object (<b>a</b>) view of the gearbox, (<b>b</b>) pair of gear wheels with signs of wear.</p>
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<p>Time series of the first IMF for (<b>a</b>) initial state, (<b>b</b>) initial wear, (<b>c</b>) advanced wear, (<b>d</b>) after repair, (<b>e</b>) examples of rotational speed changes during registration.</p>
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<p>Sample multifractal spectra of (<b>a</b>) EMD-WLMF, (<b>b</b>) WLMF.</p>
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<p>Damage classification based on three features of the multifractal spectrum (<b>a</b>) and confusion matrix (<b>b</b>).</p>
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<p>View of the damage of outlet valve.</p>
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<p>Acceleration time series of the engine head vibrations—the first IMF for (<b>a</b>) base state, (<b>b</b>) defect 1, (<b>c</b>) defect 2.</p>
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<p>Multifractal spectrum of the vibration signal for three states of valves.</p>
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<p>Damage classification based on three features of the multifractal spectrum (<b>a</b>) and confusion matrix (<b>b</b>).</p>
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17 pages, 7824 KiB  
Article
Artificial Negative Polarity Thunderstorm Cell Modeling of Nearby Incomplete Upward Discharges’ Influence on Elements of Monitoring Systems for Air Transmission Lines
by Nikolay Lysov, Alexander Temnikov, Leonid Chernensky, Alexander Orlov, Olga Belova, Tatiana Kivshar, Dmitry Kovalev and Vadim Voevodin
Energies 2021, 14(21), 7100; https://doi.org/10.3390/en14217100 - 31 Oct 2021
Cited by 2 | Viewed by 1749
Abstract
The article represents results of a physical simulation of incomplete upward leader discharges induced on air transmission lines’ elements, using charged artificial thunderstorm cells of negative polarity. The influence of such discharges on closely located model sensors (both of rod and elongated types) [...] Read more.
The article represents results of a physical simulation of incomplete upward leader discharges induced on air transmission lines’ elements, using charged artificial thunderstorm cells of negative polarity. The influence of such discharges on closely located model sensors (both of rod and elongated types) of digital monitoring systems, as well as on the models of receiver-transmission systems of local data collection (antennas), was determined. Effect of heterogeneity of electromagnetic field caused by incomplete upward discharges on frequency specter of signals generated on sensors and antennas was estimated. Wavelet analysis was carried out to determine the basic frequency diapasons of such signals. Based on experimental data obtained, suppositions about the extent of influence of nearby incomplete leader discharges on the functioning of currently used systems of transmission lines’ monitoring were made. Full article
(This article belongs to the Special Issue Simulation and Analysis of High Voltage Engineering in Power Systems)
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<p>First scheme of experimental and measurement setup: 1—charged aerosol generator, 2—grounded electrostatic screens, 3—artificial thunderstorm cell, 4, 5—rod electrodes, 4′, 5′—elongated electrodes, 6—upward discharge phenomena, 7—digital camera Panasonic DMC-50, 8—shunts, 9, 10—digital memory oscilloscopes Tektronix TDS 3054B и Tektronix DPO 7254, A1, A2—flat antennas.</p>
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<p>Characteristic picture of the discharge formation between artificial thunderstorm cell of negative polarity and the ground.</p>
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<p>Characteristic picture of the discharge formation between positively and negatively charged artificial thunderstorm cells, using model hydrometeor groups.</p>
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<p>Characteristic picture of the discharge formation between the system of artificial thunderstorm cells of negative polarity and the ground.</p>
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<p>Variants of formation of discharge phenomena affecting power lines’ digital monitoring systems: (<b>a</b>) streamer corona/upward leader discharge forms on a transmission tower, (<b>b</b>) streamer corona/upward leader discharge forms on a middle segment of a lightning protection wire.</p>
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<p>Upward leader discharges from the grounded rod model elements.</p>
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<p>Upward leader discharges from the grounded cylinder model element.</p>
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<p>Characteristic oscillograph charts for discharge current from grounded electrode (channel 1), and electric induction currents induced on nearby electrode (channel 2) and flat antennas (channels 3 and 4).</p>
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<p>Oscillograms of the upward discharge current (<b>upper</b>) and induced electromagnetic effects (<b>bottom</b>).</p>
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<p>Wavelet spectrum of upward discharge current.</p>
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<p>Wavelet spectrum of the signal induced on the nearby model element by the upward discharge.</p>
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<p>Histogram of diapasons of characteristic maximal frequencies in wavelet specter of the signals induced by close upward discharges on model elements of the rod and elongated types. Group 1—red; Group 2—blue; Group 3—yellow.</p>
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<p>Histogram of f(Cmax) (frequency diapason corresponding to the maximum intensity of Cmax) in the wavelet specter of signals induced by the nearby located upward discharges on model elements of the rod and elongated types. Group 1—red; Group 2—blue; Group 3—yellow.</p>
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<p>Histogram of diapasons of characteristic maximum frequencies in wavelet specter of signals induced on the flat antennas by a nearby discharge: antenna A1 (in blue); antenna A2 (in red).</p>
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<p>Histogram of diapasons of f(Cmax) in wavelet specter of signals induced on the flat antennas by a nearby discharge: antenna A1 (in blue); antenna A2 (in red).</p>
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14 pages, 6304 KiB  
Article
Multifractal Characteristics of Geomagnetic Field Fluctuations for the Northern and Southern Hemispheres at Swarm Altitude
by Benjamín Toledo, Pablo Medina, Sylvain Blunier, José Rogan, Marina Stepanova and Juan Alejandro Valdivia
Entropy 2021, 23(5), 558; https://doi.org/10.3390/e23050558 - 30 Apr 2021
Cited by 8 | Viewed by 2597
Abstract
This paper explores the spatial variations of the statistical scaling features of low to high latitude geomagnetic field fluctuations at Swarm altitude. The data for this study comes from the vector field magnetometer onboard Swarm A satellite, measured at low resolution (1 Hz) [...] Read more.
This paper explores the spatial variations of the statistical scaling features of low to high latitude geomagnetic field fluctuations at Swarm altitude. The data for this study comes from the vector field magnetometer onboard Swarm A satellite, measured at low resolution (1 Hz) for one year (from 9 March 2016, to 9 March 2017). We estimated the structure-function scaling exponents using the p-leaders discrete wavelet multifractal technique, from which we obtained the singularity spectrum related to the magnetic fluctuations in the North-East-Center (NEC) coordinate system. From this estimation, we retain just the maximal fractal subset, associated with the Hurst exponent H. Here we present thresholding for two levels of the Auroral Electrojet index and almost the whole northern and southern hemispheres, the Hurst exponent, the structure-function scaling exponent of order 2, and the multifractal p-exponent width for the geomagnetic fluctuations. The latter quantifies the relevance of the multifractal property. Sometimes, we found negative values of H, suggesting a behavior similar to wave breaking or shocklet-like propagating front. Furthermore, we found some asymmetries in the magnetic field turbulence between the northern and southern hemispheres. These estimations suggest that different turbulent regimes of the geomagnetic field fluctuations exist along the Swarm path. Full article
(This article belongs to the Section Complexity)
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<p>Space-scale plane and the dyadic tree. Discrete wavelet coefficients <math display="inline"> <semantics> <mrow> <mi>d</mi> <mo>(</mo> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>)</mo> </mrow> </semantics> </math> are represented by dots (•), and the dyadic interval <math display="inline"> <semantics> <msub> <mi>λ</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </semantics> </math> by the surrounding rectangle. The shaded area sketches the subset <math display="inline"> <semantics> <mrow> <mn>3</mn> <msub> <mi>λ</mi> <mrow> <mi>j</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </mrow> </semantics> </math> associated with a wavelet <span class="html-italic">p</span>-leader <math display="inline"> <semantics> <mrow> <msubsup> <mi>L</mi> <mi>x</mi> <mrow> <mo>(</mo> <mi>p</mi> <mo>)</mo> </mrow> </msubsup> <mrow> <mo>(</mo> <mi>j</mi> <mo>,</mo> <mi>k</mi> <mo>)</mo> </mrow> </mrow> </semantics> </math>.</p>
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<p><math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> </mrow> </semantics> </math> index time-series during period of Dec 6–Dec 29, 2016. In (<b>A</b>), we show the behavior of the <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> </mrow> </semantics> </math> index with a resolution of one minute for the three first days (Dec 6–Dec 8, 2016). In (<b>B</b>), we summarize the mean (blue solid line), the maximum, and the minimum of the variation of the <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> </mrow> </semantics> </math> index during a day (red area bounded by the maximum and the minimum values depicted by the red upper and lower lines). The black dashed horizontal line in both panels indicates the threshold <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> <mo>=</mo> <mn>200</mn> </mrow> </semantics> </math> nT used in our approach.</p>
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<p>Multifractal 1-leaders evaluation for the center (C) component of the magnetic field in the NEC coordinate system at 2 instances during the satellite trajectory in the years 2016 and 2017. For the first instance (Swarm A satellite on 09/03/2016 at 03:00:48 with coordinate <math display="inline"> <semantics> <mrow> <mo>(</mo> <mn>36.905492</mn><mo>,</mo> <mn>11.517977</mn><mo>)</mo> </mrow> </semantics> </math>), we show (<b>A–I</b>) <math display="inline"> <semantics> <mrow> <mi>ξ</mi> <mo>(</mo> <mi>q</mi> <mo>)</mo> </mrow> </semantics> </math> and (<b>A–2</b>) the derived singularity spectrum <math display="inline"> <semantics> <mrow> <mi>D</mi> <mo>(</mo> <mi>h</mi> <mo>)</mo> </mrow> </semantics> </math>. Similarly, for the second instance (Swarm A satellite on 09/03/2017 at 10:48:13 with coordinate <math display="inline"> <semantics> <mrow> <mo>(</mo> <mn>46.188009</mn><mo>,</mo> <mn>14.305622</mn><mo>)</mo> </mrow> </semantics> </math>), we show (<b>B–I</b>) <math display="inline"> <semantics> <mrow> <mi>ξ</mi> <mo>(</mo> <mi>q</mi> <mo>)</mo> </mrow> </semantics> </math> and (<b>B–2</b>) the derived <math display="inline"> <semantics> <mrow> <mi>D</mi> <mo>(</mo> <mi>h</mi> <mo>)</mo> </mrow> </semantics> </math>. We denote <span class="html-italic">H</span> as the value of <span class="html-italic">h</span> at the maximum of <math display="inline"> <semantics> <mrow> <mi>D</mi> <mo>(</mo> <mi>h</mi> <mo>)</mo> </mrow> </semantics> </math>; and <math display="inline"> <semantics> <mrow> <mo>Δ</mo> <mi>H</mi> <mo>=</mo> <msub> <mi>h</mi> <mrow> <mi>m</mi> <mi>a</mi> <mi>x</mi> </mrow> </msub> <mo>−</mo> <msub> <mi>h</mi> <mrow> <mi>m</mi> <mi>i</mi> <mi>n</mi> </mrow> </msub> </mrow> </semantics> </math>, as the width of the extrapolated spectrum.</p>
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<p>(<b>Top panels</b>) Hurst exponent (<span class="html-italic">H</span>), (<b>middle panels</b>) structure-function scaling exponent for <math display="inline"> <semantics> <mrow> <mi>q</mi> <mo>=</mo> <mn>2</mn> </mrow> </semantics> </math> (<math display="inline"> <semantics> <msub> <mi>ξ</mi> <mn>2</mn> </msub> </semantics> </math>), and (<b>bottom panels</b>) singularity spectrum width (<math display="inline"> <semantics> <mrow> <mo>Δ</mo> <mi>H</mi> </mrow> </semantics> </math>) for the northern hemisphere, calculated for the center (<span class="html-italic">C</span>) coordinate. The left panels correspond to quiet conditions for threshold value <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> <mo>&lt;</mo> <mn>200</mn> </mrow> </semantics> </math>, while the right panels correspond to active conditions for threshold value <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> <mo>&gt;</mo> <mn>200</mn> </mrow> </semantics> </math>.</p>
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<p>(<b>Top panels</b>) Hurst exponent (<span class="html-italic">H</span>), (<b>middle panels</b>) structure-function scaling exponent for <math display="inline"> <semantics> <mrow> <mi>q</mi> <mo>=</mo> <mn>2</mn> </mrow> </semantics> </math> (<math display="inline"> <semantics> <msub> <mi>ξ</mi> <mn>2</mn> </msub> </semantics> </math>), and (<b>bottom panels</b>) singularity spectrum width (<math display="inline"> <semantics> <mrow> <mo>Δ</mo> <mi>H</mi> </mrow> </semantics> </math>) for the southern hemisphere, calculated for the center (<span class="html-italic">C</span>) coordinate. The left panels correspond to quiet conditions for threshold value <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> <mo>&lt;</mo> <mn>200</mn> </mrow> </semantics> </math>, while the right panels correspond to active conditions for threshold value <math display="inline"> <semantics> <mrow> <mi>A</mi> <mi>E</mi> <mo>&gt;</mo> <mn>200</mn> </mrow> </semantics> </math>.</p>
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12 pages, 3884 KiB  
Article
Multifractal Analysis of Movement Behavior in Association Football
by Igor Freitas Cruz and Jaime Sampaio
Symmetry 2020, 12(8), 1287; https://doi.org/10.3390/sym12081287 - 3 Aug 2020
Cited by 7 | Viewed by 3994
Abstract
Research in football has been embracing the complex systems paradigm in order to identify different insights about key determinants of performance. The present study explored the multifractal properties of several football-related scenarios, as a candidate method to describe movement dynamics. The sample consisted [...] Read more.
Research in football has been embracing the complex systems paradigm in order to identify different insights about key determinants of performance. The present study explored the multifractal properties of several football-related scenarios, as a candidate method to describe movement dynamics. The sample consisted of five footballers that were engaged in six different training situations (jogging, high intensity interval protocol, running circuit, 5 vs. 5, 8 vs. 8 and a 10 vs. 10 small-sided game). All kinematic measures were collected using a 100 Hz wireless and wearable inertial measurement unit (WIMUPRO©). Data were processed using a discrete wavelet leader transform in order to obtain a spectrum of singularities that could best describe the movement dynamics. The Holder exponent for each of all six conditions revealed mean values h < 0.5 indicating presence of long memory with anti-correlated behavior. A strong trend was found between the width of the multifractal spectrum and the type of task performed, with jogging showing the weakest multifractality ∆h = 0.215 ± 0.020, whereas, 10 vs. 10 small-sided game revealed the strongest ∆h = 0.992 ± 0.104. The Hausdorff dimension indicates that a maximal fluctuation rate occurs with a higher probability than that of the minimal fluctuation rate for all tasks, with the exception of the high intensity interval protocol. Moreover, the spectrum asymmetry values of jogging, running circuit, 5 vs. 5, 8 vs. 8 and 10 vs. 10 small-sided games reveal their multifractal structures are more sensitive to the local fluctuations with small magnitudes. The multifractal analysis has shown a potential to systematically elucidate the dynamics and variability structure over time for the training situations. Full article
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<p>(<b>a</b>) Experimental conditions: jogging; (<b>b</b>) high intensity interval protocol (HIIP); (<b>c</b>) running circuit; (<b>d</b>) 5 vs. 5 small-sided games (SSG); (<b>e</b>) 8 vs. 8 SSG; (<b>f</b>)10 vs. 10 SSG.</p>
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<p>Raw jogging and circuit running (RC) accelerometry signal (top row). Below, exemplification of the magnification process for scale <span class="html-italic">j</span> = 1 using different moment orders (q-moments from −3 to 3) on the wavelet leader coefficients <span class="html-italic">L</span>_<span class="html-italic">x</span> (<span class="html-italic">j</span>,<span class="html-italic">k</span>) to capture a fuller characterization of the fluctuations. Note how the negative q values amplify small fluctuation (red dashed line) whereas positive q values amplify large fluctuation (black dashed line).</p>
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<p>Schematic singularity spectrum asymmetries for all possibilities (<b>a</b>–<b>e</b>). Source: authors.</p>
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<p>Individual multifractal spectrum corresponding to all tasks.</p>
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<p>Multifractal spectrum for each condition in average values.</p>
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15 pages, 1859 KiB  
Article
Scale-Free Dynamics of the Mouse Wakefulness and Sleep Electroencephalogram Quantified Using Wavelet-Leaders
by Jean-Marc Lina, Emma Kate O’Callaghan and Valérie Mongrain
Clocks & Sleep 2019, 1(1), 50-64; https://doi.org/10.3390/clockssleep1010006 - 20 Oct 2018
Cited by 4 | Viewed by 3275
Abstract
Scale-free analysis of brain activity reveals a complexity of synchronous neuronal firing which is different from that assessed using classic rhythmic quantifications such as spectral analysis of the electroencephalogram (EEG). In humans, scale-free activity of the EEG depends on the behavioral state and [...] Read more.
Scale-free analysis of brain activity reveals a complexity of synchronous neuronal firing which is different from that assessed using classic rhythmic quantifications such as spectral analysis of the electroencephalogram (EEG). In humans, scale-free activity of the EEG depends on the behavioral state and reflects cognitive processes. We aimed to verify if fractal patterns of the mouse EEG also show variations with behavioral states and topography, and to identify molecular determinants of brain scale-free activity using the ‘multifractal formalism’ (Wavelet-Leaders). We found that scale-free activity was more anti-persistent (i.e., more different between time scales) during wakefulness, less anti-persistent (i.e., less different between time scales) during non-rapid eye movement sleep, and generally intermediate during rapid eye movement sleep. The scale-invariance of the frontal/motor cerebral cortex was generally more anti-persistent than that of the posterior cortex, and scale-invariance during wakefulness was strongly modulated by time of day and the absence of the synaptic protein Neuroligin-1. Our results expose that the complexity of the scale-free pattern of organized neuronal firing depends on behavioral state in mice, and that patterns expressed during wakefulness are modulated by one synaptic component. Full article
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<p>Electrode positioning and quantification of scale-free dynamics. (<b>A</b>) Schematic view of the mouse skull indicating the position of the anterior (dark blue dot) and posterior (pale blue dot) EEG electrodes and of the reference EEG electrode (green dot) over the right hemisphere. Black dots indicate the position of anchor screws; (<b>B</b>) Example of a typical wakefulness time series lasting 16 s; (<b>C</b>) Fourier spectrum depicted on a log-log scale for the time series presented in (<b>B</b>). The slope of the linear regression (dashed blue line) is −1.009 (i.e., <span class="html-italic">H</span> = 0.5) whereas the multifractal formalism gives <math display="inline"> <semantics> <mrow> <msub> <mi>H</mi> <mi>m</mi> </msub> <mo>=</mo> <mn>0.134</mn> </mrow> </semantics> </math> (i.e., a slope equal to −1.27; dashed red line); (<b>D</b>) Continuous wavelet-based time-frequency representation of the time-series presented in (<b>B</b>); (<b>E</b>) Lines of local maxima (spectral crests) of the time-frequency plan (<b>D</b>). Along each line, the wavelet coefficients behave as a local -in time- Fourier analysis. The original multifractal formalism consisted in analyzing the scaling property of those maxima along the lines. The recent Wavelet-Leaders formalism revisits the formalism in the discrete wavelet framework and provides a robust estimation of the dominant scaling exponent <span class="html-italic">H<sub>m</sub></span> (i.e., the slope of the dashed red line in (<b>C</b>)).</p>
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<p>Scale-invariance of the mouse cerebral cortex according to behavioral state, electrode position and time of day. (<b>A</b>) Scaling exponent <span class="html-italic">H<sub>m</sub></span> and dispersion index <span class="html-italic">D</span> for anterior and posterior electrodes for one wild-type mouse (all 4-s epochs of all behavioral states during 24-h baseline). Wakefulness epochs are indicated by yellow dots, NREM sleep by blue dots and REM sleep by orange dots; (<b>B</b>) Mean 48-h time course of <span class="html-italic">H<sub>m</sub></span> computed separately for wakefulness, NREM sleep and REM sleep, and for the two electrodes in wild-type mice (<span class="html-italic">n</span> = 6). <span class="html-italic">H<sub>m</sub></span> was averaged across the two days for each interval to compute statistical comparisons between behavioral states. ANOVAs reveal a significant effect of behavioral state for both the anterior (F<sub>2,10</sub> = 49.7, <span class="html-italic">p</span> &lt; 0.001) and posterior (F<sub>2,10</sub> = 64.2, <span class="html-italic">p</span> &lt; 0.001) electrodes; (<b>C</b>) <span class="html-italic">H<sub>m</sub></span> calculated for the two electrodes separately during the 12-h light and 12-h dark periods for the three behavioral states in wild-type mice (<span class="html-italic">n</span> = 6). ANOVAs reveal a significant effect of light/dark for wakefulness (F<sub>1,5</sub> = 31.1, <span class="html-italic">p</span> &lt; 0.01), and a significant effect of electrode for REM sleep (F<sub>1,5</sub> = 15.3, <span class="html-italic">p</span> = 0.01). *: <span class="html-italic">p</span> &lt; 0.05 between indicated points.</p>
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<p>Impact of NLGN1 absence on scale-free patterns of the mouse EEG. 48-h time course of the scaling exponent <span class="html-italic">H<sub>m</sub></span> is represented for wakefulness (first row), NREM sleep (second row) and REM sleep (third row), separately for the anterior electrode (circles) and the posterior electrode (triangles) in wild-type (+/+, <span class="html-italic">n</span> = 6; first column), heterozygous (+/−, <span class="html-italic">n</span> = 8; second column) and <span class="html-italic">Nlgn1</span> KO (−/−, <span class="html-italic">n</span> = 8; last column) mice. For wakefulness, ANOVA reveals a significant effect of time (F<sub>17,323</sub> = 18.6, <span class="html-italic">p</span> &lt; 0.001), and significant interactions between genotype and electrode (F<sub>2,19</sub> = 3.6, <span class="html-italic">p</span> &lt; 0.05) and between electrode and time (F<sub>17,323</sub> = 6.3, <span class="html-italic">p</span> &lt; 0.001). For NREM sleep, a significant time effect (F<sub>17,323</sub> = 18.0, <span class="html-italic">p</span> &lt; 0.001), and a significant interaction between electrode and time (F<sub>17,323</sub> = 5.0, <span class="html-italic">p</span> &lt; 0.001) were found. For REM sleep, ANOVA reveals significant effects of genotype (F<sub>2,19</sub> = 6.2, <span class="html-italic">p</span> &lt; 0.01) and time (F<sub>17,323</sub> = 6.1, <span class="html-italic">p</span> &lt; 0.001), and a significant interaction between electrode and time (F<sub>17,323</sub> = 5.1, <span class="html-italic">p</span> &lt; 0.001).</p>
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<p>Relationship between wake scale-free activity and NREM sleep delta power. <span class="html-italic">H<sub>m</sub></span> was computed for wakefulness epochs occurring during the 7th hour of the dark periods and delta activity (1–4 Hz EEG activity) was averaged for NREM sleep epochs over the 8th hour of the dark period for the two recording days, and these values were correlated separately for wild-type (+/+, left panels), heterozygous (+/−, middle panels) and <span class="html-italic">Nlgn1</span> KO (−/−, right panels) mice. Top and bottom rows show correlations for anterior and posterior electrodes, respectively. The solid line represents the regression line in wild-type mice, and the dotted line the regression line of KO mice. One datapoint missing for heterozygous mice since no NREM sleep was observed on the 8th hour of the first baseline. <span class="html-italic">R</span> and <span class="html-italic">P</span> values of significant correlations are highlighted in bold.</p>
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Article
A Quantitative Analysis of an EEG Epileptic Record Based on MultiresolutionWavelet Coefficients
by Mariel Rosenblatt, Alejandra Figliola, Gustavo Paccosi, Eduardo Serrano and Osvaldo A. Rosso
Entropy 2014, 16(11), 5976-6005; https://doi.org/10.3390/e16115976 - 17 Nov 2014
Cited by 14 | Viewed by 6708
Abstract
The characterization of the dynamics associated with electroencephalogram (EEG) signal combining an orthogonal discrete wavelet transform analysis with quantifiers originated from information theory is reviewed. In addition, an extension of this methodology based on multiresolution quantities, called wavelet leaders, is presented. In particular, [...] Read more.
The characterization of the dynamics associated with electroencephalogram (EEG) signal combining an orthogonal discrete wavelet transform analysis with quantifiers originated from information theory is reviewed. In addition, an extension of this methodology based on multiresolution quantities, called wavelet leaders, is presented. In particular, the temporal evolution of Shannon entropy and the statistical complexity evaluated with different sets of multiresolution wavelet coefficients are considered. Both methodologies are applied to the quantitative EEG time series analysis of a tonic-clonic epileptic seizure, and comparative results are presented. In particular, even when both methods describe the dynamical changes of the EEG time series, the one based on wavelet leaders presents a better time resolution. Full article
(This article belongs to the Special Issue Entropy and Electroencephalography)
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<p>A schematic illustration of the definition of wavelet leaders.</p>
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<p>Scalp EEG signal for a tonic-clonic epileptic seizure (TCES), recorded at the central right location, the C4 channel. The vertical lines mark the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. Notice that the dramatic transition from rigidity (tonic stage) to convulsions (clonic stage) around <b>T2</b> = 125 s is not clearly discernible. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Noise-free signal, reconstructed from wavelet frequency bands B<sub>9</sub> to B<sub>12</sub> of the scalp EEG signal for a TCES, recorded at the central right location, the C4 channel. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Time evolution of the relative wavelet energy (RWE) corresponding to the EEG noise-free signal (<a href="#f3-entropy-16-05976" class="html-fig">Figure 3</a>), for the frequency bands B<sub>9</sub>, B<sub>10</sub>, B<sub>11</sub> and B<sub>12</sub>. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Temporal evolution of the normalized Shannon wavelet entropy (normalized SWS). One line represents the normalized SWS when frequency bands B<sub>9</sub> to B<sub>14</sub> are included, while the other corresponds to results that ignore the contributions coming from high frequency bands, B<sub>13</sub> and B<sub>14</sub>, which mainly contain electromyographic activity. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Temporal evolution of the wavelet statistical complexity (WSC). One line represents the time evolution of the normalized WSC when frequency bands B<sub>9</sub> to B<sub>14</sub> are included, while the other corresponds to results that ignore contributions coming from high frequency bands, B<sub>13</sub> and B<sub>14</sub>, which mainly contain electromyographic activity. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Wavelet leader Shannon entropy temporal evolution of the filtered signal, without the inclusion of frequency bands containing muscle activity. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Wavelet leader statistical complexity temporal evolution of the filtered signal, without the inclusion of frequency bands containing muscle activity. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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<p>Pointwise Hölder exponent time evolution of the filtered signal, without the inclusion of frequency bands containing muscle activity. The vertical lines indicate the following transitions: The seizure starts at <b>TI</b> = 80 s and the clonic phase at <b>T2</b> = 125 s. The seizure ends at <b>TF</b> = 155 s. <b>T1</b> = 90 s and <b>T3</b> = 145 s mark the expected beginning and end of the epileptic recruiting rhythm (ERR).</p>
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Article
Market Efficiency, Roughness and Long Memory in PSI20 Index Returns: Wavelet and Entropy Analysis
by Rui Pascoal and Ana Margarida Monteiro
Entropy 2014, 16(5), 2768-2788; https://doi.org/10.3390/e16052768 - 19 May 2014
Cited by 11 | Viewed by 5827
Abstract
In this study, features of the financial returns of the PSI20index, related to market efficiency, are captured using wavelet- and entropy-based techniques. This characterization includes the following points. First, the detection of long memory, associated with low frequencies, and a global measure of [...] Read more.
In this study, features of the financial returns of the PSI20index, related to market efficiency, are captured using wavelet- and entropy-based techniques. This characterization includes the following points. First, the detection of long memory, associated with low frequencies, and a global measure of the time series: the Hurst exponent estimated by several methods, including wavelets. Second, the degree of roughness, or regularity variation, associated with the H¨older exponent, fractal dimension and estimation based on the multifractal spectrum. Finally, the degree of the unpredictability of the series, estimated by approximate entropy. These aspects may also be studied through the concepts of non-extensive entropy and distribution using, for instance, the Tsallis q-triplet. They allow one to study the existence of efficiency in the financial market. On the other hand, the study of local roughness is performed by considering wavelet leader-based entropy. In fact, the wavelet coefficients are computed from a multiresolution analysis, and the wavelet leaders are defined by the local suprema of these coefficients, near the point that we are considering. The resulting entropy is more accurate in that detection than the H¨older exponent. These procedures enhance the capacity to identify the occurrence of financial crashes. Full article
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<p>PSI20index returns.</p>
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<p>Approximate entropy comparison.</p>
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<p>The multifractal spectrum.</p>
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<p>The wavelet leader entropy.</p>
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