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Clustering of time-evolving scaling dynamics in a complex signal
Hamidreza Saghir1, Tom Chau1, Azadeh Kushki1
1Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario, M5S 3G9, Canada and Bloorview Research Institute, Holland Bloorview Kids Rehabilitation Hospital, Toronto, Ontario, M4G 1R8, Canada.
This study introduces scaling maps to analyze how time series dynamics evolve over time, improving upon traditional multifractal analysis. The new method enables real-time detection of changing scaling dynamics in complex systems.
Area of Science:
- Physics
- Physiology
- Complex Systems Analysis
Background:
- Complex time series are prevalent in physics and physiology.
- Traditional multifractal analysis tools like the multifractal spectrum overlook the temporal evolution of scaling dynamics.
Purpose of the Study:
- To introduce scaling maps for analyzing the time evolution of scaling dynamics in complex time series.
- To develop a methodology for automatic clustering of scaling regimes within signals.
- To enable real-time detection of changing dynamics in complex systems.
Main Methods:
- Development of scaling maps to incorporate the time dimension into multifractal analysis.
- Methodology for automatic clustering of identified scaling regimes.
- Application to time-evolving correlated and uncorrelated noise signals.
- Demonstration on cardiac interbeat interval data from healthy and pathological states.
Main Results:
- Scaling maps successfully capture the temporal evolution of scaling dynamics.
- The clustering methodology effectively identifies and groups distinct scaling regimes.
- The approach is validated on both synthetic and real-world physiological data.
Conclusions:
- Scaling maps offer a significant advancement over traditional multifractal analysis by including temporal dynamics.
- The developed methodology provides a robust tool for analyzing and classifying dynamic regimes in complex time series.
- This approach has potential applications in real-time monitoring and understanding of dynamic processes.
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