Effect of nonlinear filters on detrended fluctuation analysis

We investigate how various linear and nonlinear transformations affect the scaling properties of a signal, using the detrended fluctuation analysis (DFA). Specifically, we study the effect of three types of transforms: linear, nonlinear polynomial and logarithmic filters. We compare the scaling properties of signals before and after the transform. We find that linear filters do not change the correlation properties, while the effect of nonlinear polynomial and logarithmic filters strongly depends on (a) the strength of correlations in the original signal, (b) the power of the polynomial filter and (c) the offset in the logarithmic filter. We further investigate the correlation properties of three analytic functions: exponential, logarithmic, and power-law. While these three functions have in general different correlation properties, we find that there is a broad range of variable values, common for all three functions, where they exhibit identical scaling behavior. We further note that the scaling behavior of a class of other functions can be reduced to these three typical cases. We systematically test the performance of the DFA method in accurately estimating long-range power-law correlations in the output signals for different parameter values in the three types of filters, and the three analytic functions we consider.Comment: 12 pages, 7 figure

Simulation of Jahn-Teller-Dicke Magnetic Structural Phase Transition with Trapped Ions

We study theoretically the collective E$\otimes$e Jahn-Teller-Dicke distortion in a system of trapped ions. We focus in the limit of infinite range interactions in which an ensemble of effective spins interacts with two collective vibrational modes with U(1) symmetric couplings. Our model is exactly solvable in the thermodynamical limit and it is amenable to be solved by exact numerical diagonalization for a moderate number of ions. We show that trapped ions are ideally suited to study the emergence of spontaneous symmetry breaking of a continuous symmetry and magnetic structural phase transition in a mesoscopic system.Comment: 19 pages, 7 figure

Effect of nonstationarities on detrended fluctuation analysis

Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of nonstationarities, which can affect the correlation properties of these signals. We systematically study the effects of three types of nonstationarities often encountered in real data. Specifically, we consider nonstationary sequences formed in three ways: (i) stitching together segments of data obtained from discontinuous experimental recordings, or removing some noisy and unreliable parts from continuous recordings and stitching together the remaining parts -- a ``cutting'' procedure commonly used in preparing data prior to signal analysis; (ii) adding to a signal with known correlations a tunable concentration of random outliers or spikes with different amplitude, and (iii) generating a signal comprised of segments with different properties -- e.g. different standard deviations or different correlation exponents. We compare the difference between the scaling results obtained for stationary correlated signals and correlated signals with these three types of nonstationarities.Comment: 17 pages, 10 figures, corrected some typos, added one referenc

Characterization of Sleep Stages by Correlations of Heartbeat Increments

We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep using the detrended fluctuation analysis method. We find short-range anticorrelations in the sign time series, which are strong during deep sleep, weaker during light sleep and even weaker during REM sleep. In contrast, we find long-range positive correlations in the magnitude time series, which are strong during REM sleep and weaker during light sleep. We observe uncorrelated behavior for the magnitude during deep sleep. Since the magnitude series relates to the nonlinear properties of the original time series, while the signs series relates to the linear properties, our findings suggest that the nonlinear properties of the heartbeat dynamics are more pronounced during REM sleep. Thus, the sign and the magnitude series provide information which is useful in distinguishing between the sleep stages.Comment: 7 pages, 4 figures, revte

Scale Invariance in the Nonstationarity of Physiological Signals

We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law distribution. This scale-invariant structure is not a simple consequence of the long-range correlations present in the data. We also find that the differences in mean heart rates between consecutive segments display a common functional form, but with different parameters for healthy individuals and for patients with heart failure. This finding may provide information into the way heart rate variability is reduced in cardiac disease.Comment: 13 pages, 5 figures, corrected typo

Magnitude and Sign Correlations in Heartbeat Fluctuations

We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.Comment: 4 pages,late

Memory beyond memory in heart beating: an efficient way to detect pathological conditions

We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the distribution of times of sojourn in states with a given heartbeat frequency. The strength of the memory responsible for this discrepancy is given by a parameter $\epsilon^{2}$, which is derived from real data. The distribution of patients in the ($\delta$, $\epsilon^{2}$)-plane yields a neat separation of the healthy from the congestive heart failure subjects.Comment: submitted to Physical Review Letters, 5 figure

Influence of corruption on economic growth rate and foreign investments

In order to investigate whether government regulations against corruption can affect the economic growth of a country, we analyze the dependence between Gross Domestic Product (GDP) per capita growth rates and changes in the Corruption Perceptions Index (CPI). For the period 1999-2004 on average for all countries in the world, we find that an increase of CPI by one unit leads to an increase of the annual GDP per capita by 1.7 %. By regressing only European transition countries, we find that $\Delta$CPI = 1 generates increase of the annual GDP per capita by 2.4 %. We also analyze the relation between foreign direct investments received by different countries and CPI, and we find a statistically significant power-law functional dependence between foreign direct investment per capita and the country corruption level measured by the CPI. We introduce a new measure to quantify the relative corruption between countries based on their respective wealth as measured by GDP per capita.Comment: 8 pages, 3 figures, elsart styl

Observation of Magnetic Moments in the Superconducting State of YBa2_2Cu3_3O6.6_{6.6}

Neutron Scattering measurements for YBa$_2$Cu$_3$O$_{6.6}$ have identified small magnetic moments that increase in strength as the temperature is reduced below $T^\ast$ and further increase below $T_c$. An analysis of the data shows the moments are antiferromagnetic between the Cu-O planes with a correlation length of longer than 195 \AA in the $a$-$b$ plane and about 35 \AA along the c-axis. The origin of the moments is unknown, and their properties are discusssed both in terms of Cu spin magnetism and orbital bond currents.Comment: 9 pages, and 4 figure