Search Results (324)

Nonlinear analysis provides a framework for understanding the complexity and stability of human locomotion by capturing dynamic patterns beyond linear methods. This study examined the effect of data length on seven nonlinear measures: Sample Entropy (SpEn), Approximate Entropy (ApEn), Lyapunov Exponents using Wolf’s (LyE_W) and Rosenstein’s (LyE_R) algorithms, Detrended Fluctuation Analysis (DFA), Correlation Dimension (CD), and the Hurst–Kolmogorov process (HK). A 3500-frame kinematic dataset from a healthy adult performing motor-assisted elliptical training and treadmill walking was segmented from 100 to 3500 frames in 10-frame increments. Data from treadmill and elliptical conditions were analyzed and presented in a combined manner to highlight general stabilization trends across locomotor tasks. Results revealed that increasing data length significantly affected all nonlinear metrics (p ≤ 0.0005). Stabilization occurred at varying minimum lengths: SpEn at ~4.5–8.8 s (540–1060 frames), ApEn at ~5.4–7.7 s (650–920 frames), LyE_W at ~19.1–29.2 s (2290–3500 frames), LyE_R at ~1.3–1.5 s (150–180 frames), DFA at ~29.2 s (3500 frames), CD at ~1.7–15.9 s (200–1910 frames), and HK at ~9.1–9.8 s (1090–1180 frames). Notably, HK achieved stable estimates in approximately one-third of the time required for DFA and substantially less than LyE_W, supporting its suitability for time-constrained or clinical settings. These findings suggest the need to tailor data collection to each nonlinear metric and to report data length explicitly to improve accuracy, reproducibility, and methodological rigor in gait variability research. However, these findings should be interpreted within the limitations of a single-participant, exploratory design. Full article

This study characterizes the multifractal structure of monthly precipitation in the semi-arid state of Guanajuato, Mexico, using Multifractal Detrended Fluctuation Analysis with quadratic detrending (MFDFA-2). We analyze 65 quality-controlled meteorological stations covering the period 1981–2016. All series exhibit multifractality, with generalized Hurst exponents $h\left(2\right)=0.568\pm 0.065$ indicating predominantly persistent dynamics and long-term positive autocorrelation (64.6% of stations). The multifractal spectrum width ($\Delta \alpha$) ranges from 0.15 to 0.72 (mean = 0.2423), revealing substantial spatial variability in scaling complexity. K-means clustering based on multifractal features identifies the following four hydroclimatic groups: one random cluster (29.2% of stations) and three persistence-dominated clusters (70.8%), with coherent spatial organization. These findings provide new insights into the temporal scaling properties of precipitation in semi-arid regions and have important implications for water resource management and regionalized drought-risk assessment. Full article

Accurate tail risk forecasting in emerging markets is frequently compromised by the nonlinear dynamics and time-varying long memory of high-frequency volatility. In this study, we employ multifractal detrended fluctuation analysis (MF-DFA) to decode the complex market behavior, revealing pronounced multifractality and strong persistence that defy the static assumptions of classical linear models. The multifractal analysis is only used for research motivation and model design, not as input features for the model. To bridge the gap between fractal diagnostics and predictive modeling, we propose an attention-based dynamically reweighted SA-HAR-J-Net framework. This architecture uniquely integrates HAR-style multi-horizon inputs with a bidirectional LSTM (BiLSTM) encoder and a temporal self-attention mechanism. Crucially, the attention module functions as a dynamic reweighting system, allowing the model to adaptively emphasize historical patterns that receive higher attention weights under changing market conditions, thereby mimicking the time-varying correlations inherent in multifractal processes. Furthermore, we incorporate jump proxies and realized higher moments to enhance the capture of extreme tail dynamics. Utilizing a strict expanding-window out-of-sample protocol, the proposed method achieves significantly lower quantile loss and superior calibration relative to established econometric and machine learning benchmarks for Value-at-Risk (VaR) forecasting. This work provides a robust framework for tail risk monitoring by effectively aligning deep learning architectures with the stylized facts of multifractal markets. Full article

Postural sway derived from center-of-pressure (CoP) trajectories is widely used to assess balance and fall risk in older adults, but conventional linear metrics mainly quantify sway magnitude and may overlook temporal organization. Guided by the loss-of-complexity hypothesis, we re-examined associations between fall history and linear and non-linear CoP metrics in an open-access dataset. Quiet-standing trials under eyes-open and eyes-closed conditions were analyzed in adults ≥60 years (fallers n = 19; non-fallers n = 57). To reduce confounding, propensity score matching was performed using age, sex, body mass index, activities of daily living level, illness status, number of medications, disability status, and orthosis/prosthesis use. Linear and non-linear indices, including recurrence quantification analysis, detrended fluctuation analysis, fractal dimension, multiscale entropy, stabilogram diffusion analysis, and sway density measures, were examined. After matching, no CoP metric differed significantly between groups. However, SHAP-based exploratory analysis suggested that non-linear features related to temporal structure and multiscale organization contributed more prominently to model output than conventional magnitude-based metrics. Given the limited sample size, these findings should be interpreted as exploratory and hypothesis-generating. Full article

Dew constitutes a component of the near-surface water balance, but its large-scale fractal dynamical properties remain poorly documented across Africa. This study estimates dew amounts and investigates their fractal and multifractal behavior under African climatic conditions using gridded ERA5 datasets from 1993 to 2022. The Rescaled-Range (R/S) method, Multifractal Detrended Fluctuation Analysis (MFDFA), and the Improved Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (ICEEMDAN) algorithm are used. Hurst exponent (Hu) and the multifractal spectrum width (ω) are evaluated at daily and monthly scales over the full period and two sub-periods (1993–2007 and 2008–2022). The results reveal pronounced spatial heterogeneity in dew distribution. Daily mean amounts range between 0 and 0.18 mm, corresponding to annual accumulations reaching up to ~85 mm·yr⁻¹ in humid coastal, equatorial, and sub-equatorial regions, while remaining below 0.5 mm·yr⁻¹ in hyper-arid deserts. The continental mean annual amount is ~35.5 mm·yr⁻¹. The Hurst exponent exhibits values between zero and one, indicating region-dependent persistent and anti-persistent behaviors. This suggests that prediction schemes based on preceding values may be suitable for dew time series prediction in African regions exhibiting persistent characteristics. The multifractal spectrum width (ω), reaching values of up to 10, highlights strong scaling heterogeneity, particularly at the monthly timescale. These findings indicate that African dew dynamics exhibit significant long-range dependence and multifractal variability, providing new insights into the intrinsic temporal structure of dew and into appropriate approaches for its forecasting. Full article

Power system blackouts represent typical manifestations of instability in complex systems, whose evolution often exhibits non-stationarity, long-range correlations, and nonlinear scaling behavior. Most reliability assessment methods widely used in engineering practice are built on the core assumptions of event independence and light-tailed distribution, which will inevitably lead to systematic underestimation of extreme tail risks when blackouts actually present long-range memory and power-law heavy-tailed characteristics. Based on long-cycle historical blackout records of China’s power grid spanning 1981–2025, this paper develops an integrated framework combining Self-Organized Criticality (SOC) theory, Hurst exponent analysis, symbolic time-series methods, and Multifractal Detrended Fluctuation Analysis (MFDFA). This study systematically characterizes the evolution law and inherent dependence structure of blackout events from four dimensions: statistical scaling, temporal correlation, nonlinear structure, and multi-scale fractal spectrum. The results show that both the load-loss magnitudes and inter-event intervals of blackouts follow strict power-law distributions, with the system exhibiting scaling behavior consistent with SOC theory. The blackout event sequence presents significant long-range positive correlation and self-similarity, confirming a persistent long-term memory effect in the system evolution. Symbolic analysis further reveals the nonlinear fluctuation patterns and burst clustering behavior of the blackout process, reflecting the intermittency and complexity of blackout risks. MFDFA results verify that the blackout sequence has a broad-spectrum multifractal structure across different temporal scales, and Monte Carlo shuffle tests demonstrate that this multifractality mainly arises from intrinsic long-range temporal correlations, rather than being driven solely by heavy-tailed distribution. This study confirms that blackouts in China’s power grid are not random independent events, but present fractal statistical characteristics consistent with the self-organized critical mechanism. The findings provide a novel fractal perspective and quantitative framework for the statistical characterization, operational security assessment, and multi-scale early-warning modeling of blackout risks in China’s large-scale power systems. Full article

Aging is a significant risk factor for several neurodegenerative diseases. Understanding brain aging processes is a fundamental step in identifying the early signs of pathological dysfunction. Nonetheless, regional functional changes are still poorly characterized. In this study, we employed Detrended Fluctuation Analysis (DFA) to investigate age-related changes in the scale-free temporal dynamics of blood oxygen level-dependent (BOLD) signal fluctuations derived from resting-state networks. We compared DFA to fractional amplitude of low-frequency fluctuations (fALFF) to assess their ability to discriminate between young and old adults. Significant decreases (p < 0.01) in fALFF in the visuospatial and dorsal default mode networks and in DFA in the salience network, were identified as key predictors of functional brain aging. Using machine learning, we showed that DFA and fALFF provide complementary information for predicting aging, with an accuracy of approximately 80% achieved only through their combined use. Overall, DFA captures alterations in scale-free temporal organization that complement conventional spectral measures, providing additional insight into network-specific functional aging. Full article

Econophysics is an interdisciplinary field that applies physics concepts to economic and financial systems. By utilizing tools such as statistical physics, including fractal analysis and entropy measures, econophysics helps model the complex and non-linear dynamics of equity markets. This paper examines the intrinsic dynamics and regularity in information content in green finance markets (carbon, clean energy, and sustainability markets) by means of range scale analysis (R/S), detrended fluctuation analysis (DFA), fractionally integrated generalized auto-regressive conditionally heteroskedastic (FIGARCH) process, and Shannon entropy (SE). The empirical results can be summarized as follows. First, prices in all markets are persistent; however, returns are likely random as estimated Hurst exponents are close to 0.5. Second, the FIGARCH process shows that volatility series in carbon and sustainability markets are persistent, whilst volatility in clean energy is anti-persistent. Third, in carbon and sustainability markets, entropy is high in prices compared to returns and volatility series. On the contrary, the clean energy market shows lower entropy for prices than for returns and volatility. In sum, it is concluded that price and volatility series are predictable, whilst return series are not. Finally, based on a rolling window framework, it is concluded that the COVID-19 pandemic and the Russia–Ukraine war have altered long memory and randomness in all three green finance markets. Full article

Sleep disorders are prevalent in the world, and they lead to severe health issues such as cardiovascular disease and cognitive disabilities. Conventional polysomnography-based diagnosis is based on manual EEG analysis under the supervision of trained specialists, which is time-consuming and may have inter-rater variability. Although the predictions of deep learning (DL) models on the task of sleep classification of EEG have been promising, they, in many cases, do not explain the multiscale, temporal dynamics that physiological signals are characterized by. In this work, a hybrid model that is a combination of CNN and multifractal detrended fluctuation analysis (MF-DFA) was proposed to detect localized temporal features and long-term fractal-based dynamics of single-channel EEG recordings. The performance of the suggested model was tested using two separate polysomnographic datasets: the CAP Sleep Dataset of five-class sleep disorder classification (Healthy, Insomnia, Narcolepsy, PLM, and RBD) and the ISRUC Sleep Dataset on the three-class subject-independent validation. In the CAP dataset, the framework had an accuracy of 86.38%. Cross-dataset transfer to the ISRUC Sleep Dataset, where only the classification head was fine-tuned on a small labeled subset while all feature-extraction layers remained frozen from CAP training, achieved 87.50% accuracy, demonstrating that the learned representations generalize across differing recording protocols, sampling rates, and diagnostic label spaces. The experiments of ablation proved the paramount importance of the MF-DFA features, and the lack of them led to low classification rates. The findings demonstrate the clinical feasibility of applying fractal analysis in conjunction with DL to detect sleep disorders in an automated, generalizable manner, suitable for use in large-scale monitoring and resource-starved clinical environments. Full article

Timber price dynamics are most often analysed using trends, seasonality, and classical measures of volatility, which describe the magnitude of fluctuations but only to a limited extent capture the temporal structure of the price-generating process. The aim of this study is to identify the structural complexity and long-term memory of quarterly prices of WC0 pine timber in the regional timber market in Poland. The analysis is based on nominal net prices (PLN/m³) from 16 forest districts of the Regional Directorate of State Forests in Kraków over the period 2005–2024, with reference to nationally averaged timber prices. Long-term dependence is assessed using the Hurst exponent estimated by detrended fluctuation analysis (DFA) applied to log returns, while the geometric complexity of price trajectories is characterised by the fractal dimension and additionally validated using the Higuchi estimator. Cross-sectional results reveal substantial spatial heterogeneity in scaling properties, indicating the coexistence of persistent (trend-following) and corrective (anti-persistent) dynamics across forest districts. Rolling-window analysis (40 quarters) demonstrates temporal variability in price dynamics, with particularly pronounced shifts observed in 2019–2021. Cluster analysis based on time-varying Hurst exponent values identifies two groups of forest districts with distinct persistence trajectories, corresponding to more trend-dominated and corrective price dynamics. In contrast, national-level prices generally exhibit higher persistence than local prices, reflecting the effects of price aggregation. Overall, the results show that fractal analysis uncovers persistent spatial and temporal differences in timber price structures that remain invisible when relying solely on variance-based measures, with direct implications for the choice of planning horizons and timber sale strategies in regional markets. Full article

Advanced high-temperature fluid reactors (ARs), such as sodium fast reactors (SFRs) and molten salt cooled reactors (MSCRs) utilize high-temperature fluids at ambient pressure. To melt the fluid during reactor startup and prevent fluid freezing during cooldown, the thermal–hydraulic systems of such ARs include heater zones consisting of specific heaters with controllers, temperature sensors, and thermal insulation. The failure of heater zones due to insulation material degradation or improper installation, resulting in parasitic heat losses, can lead to fluid freezing. The detection of faults using a heat-transfer model is difficult because of a lack of knowledge of the experimental details. Data-driven machine learning of heater zone temperature time series offers a viable alternative. In this study, we benchmarked the performance of recurrent neural networks (RNNs) in an analysis of heat-up transient temperature time series of heater zones installed on a liquid sodium vessel. The RNN models include long short-term memory (LSTM) and gated recurrent unit (GRU) networks, as well as their bi-directional variants, BiLSTM and BiGRU. Anomalous temperature points were designated using a percentile-based threshold applied to residual fluctuations in the detrended temperature time series. Additionally, the impact of the exponentially weighted moving average (EWMA) method on detection accuracy was examined. The RNN models’ performance was assessed using precision, recall, and F₁ score metrics. Results demonstrated that RNN models effectively detect anomalies in temperature time series with the best models for each heater zone achieving F₁ scores of over 93%. To explain the variations in RNN model performance across different heater zones, we used Kullback–Leibler (KL) divergence to quantify the relative entropy between training and testing data, and the Detrended Fluctuation Analysis (DFA) to assess long-range temporal correlations. For datasets with strong long-range correlations and minimal relative entropy between training and testing data, GRU is the best-performing model. When the data exhibits weaker long-term correlations and a significant relative entropy between training and testing distributions, BiGRU shows the best performance. For the data sets with intermediate values of both KL divergence and DFA, the best performance is obtained with LSTM and BiLSTM, respectively. Full article

Gait parameters are commonly reported, but their stability over durations representative of a typical continuous run remains poorly understood. This study investigated the stability and temporal structure of key spatiotemporal and kinetic parameters during a 30 min easy-paced treadmill run (13 km∙h⁻¹) while participants wore familiar and unfamiliar every day running shoes. Step-level data were analysed across the full time series and in sequential 1 min epochs to determine how long each parameter took to reach practical stability and whether this differed between shoe conditions. Approximately 2450 steps were analysed per condition. Within-participant variability was low (CV < 2.5%) for all parameters and conditions except for peak impact force (CV = 6.9–7.0%) and average loading rate (CV = 8.4–8.7%). Detrended fluctuation analysis (DFA-α) indicated persistent temporal structure for stride duration, swing time, and active peak force, whereas loading-phase kinetics showed weak long-range dependence. No significant differences were observed between shoe conditions for variability or temporal structure, although ground contact time was significantly longer when participants wore unfamiliar shoes. Practical windows of stability relative to each participant’s 30 min mean ranged from 11 to 17 min for spatiotemporal variables, 9 to 17 min for active peak force, and within the first minute for impact-related parameters and impulse. These findings indicate that studies examining spatiotemporal and kinetic parameters during easy-paced treadmill running require 11–17 min of continuous data to obtain 1 min epoch estimates that are practically stable relative to 30 min averages, regardless of footwear familiarity. Full article

The sustainable use of freshwater resources includes balancing between human demand for water and the long-term health of river systems. Although dams and reservoirs are essential for water supply, flood control and energy generation, they can induce significant hydrological alterations, affecting water quality, sediment transport, downstream water availability, and aquatic and riparian ecosystems. In this study, we employed multifractal analysis to investigate hydrological changes in the São Francisco River basin, Brazil, resulting from the construction of a cascade of dams and reservoirs. We applied multifractal detrended fluctuation analysis (MFDFA) to daily streamflow time-series spanning the period from 1929 to 2016, at locations both upstream and downstream of cascade dams, and for periods before and after dam construction. We calculated multifractal spectra f(α) and analyzed key complexity parameters: the position of the spectrum maximum α_0, representing the overall Hurst exponent H; the spectrum width W indicating the degree of multifractality; and the asymmetry parameter r, which reflects the dominance of small (r > 1) and large (r < 1) fluctuations. We found that after the construction of Sobradinho dam, located in the Sub-Middle São Francisco region, streamflow dynamics shifted towards a regime characterized by uncorrelated increments (H~0.5) and stronger multifractality (larger W), with the dominance of small fluctuations (r > 1). In contrast, the cumulative effect of all cascade dams downstream, in the Lower São Francisco region, led to streamflow regime with similarly uncorrelated increments (H~0.5), but with weaker multifractality (smaller W) and a dominance of large fluctuations (r < 1). The novelty of this work is the use of a sliding-window MFDFA approach to explore the temporal evolution of streamflow multifractality. This method uncovered otherwise hidden aspects of hydrological alterations, such as increasing tendency in spectrum width, indicating stronger multifractality and higher complexity of streamflow dynamics after the dam construction. These results demonstrate that multifractal analysis is a powerful tool for assessing the complexity of hydrological changes induced by human activities. Full article

Accurate prediction of Blood Glucose (BG) levels is essential for effective diabetes management and the prevention of adverse glycemic events. This study introduces a novel designed hybrid Gated Recurrent Unit-Transformer (GRU-Transformer) model tailored to forecast BG levels at 15, 30, 45, and 60 min horizons using only Continuous Glucose Monitoring (CGM) data as input. The proposed approach integrates advanced CGM feature extraction step. The extracted features are statistically the mean, the median, the maximum, the entropy, the autocorrelation and the Detrended Fluctuation Analysis (DFA). In addition, in order to define more enhanced and specific features, the custom 3-points monotonicity score, the sinusoidal time encoding, and the workday/weekend binary features are proposed in this work. This approach enables the model to capture physiological dynamics and contextual temporal patterns of Type 1 Diabetes (T1D) with great accuracy. To thoroughly assess the performance of the proposed method, we relied on several well-established metrics, including Root Mean Squared Error (RMSE), Coefficient of Determination (R²), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and Root Mean Squared Percentage Error (RMSPE). Experimental results demonstrate that the proposed method achieves superior predictive accuracy for both short-term (15–30 min) and long-term (45–60 min) forecasting. Specifically, the model attained the lowest average RMSE values, with 4.00 mg/dL, 6.65 mg/dL, 7.96 mg/dL, and 8.91 mg/dL and yielding consistently high R² scores for the respective prediction horizons. This new method distinguishes itself by continuously exceeding current prediction models, reinforcing its potential for real-time CGM and clinical decision support. Its high accuracy and adaptability make it a favorable tool for improving diabetes management and personalized glycemic control. Full article

This work presents a lightweight and interpretable framework for the early warning of voltage stability degradation in distribution networks, based on fractal and spectral features from flow measurements. We propose a Fast Voltage Stability Index (FVSI), which combines four independent indicators: the Detrended Fluctuation Analysis (DFA) exponent α (a proxy for long-term correlation), the width of the multifractal spectrum Δα, the slope of the spectral density β in the low-frequency range, and the $c_2$ curvature of multiscale structure functions. The indicators are calculated in sliding windows on per-node series of voltage in per unit Vpu and reactive power Q, standardized against an adaptive rolling/first-N baseline, and anomalies over time are accumulated using the Exponentially Weighted Moving Average (EWMA) and Cumulative SUM (CUSUM). A full online pipeline is implemented with robust preprocessing, automatic scaling, thresholding, and visualizations at the system level with an overview and heat maps and at the node level and panel graphs. Based on the standard IEEE 13-node scheme, we demonstrate that the Fractal Voltage Stability Index (FVSI_Fr) responds sensitively before reaching limit states by increasing α, widening Δα, a more negative $c_2$, and increasing β, locating the most vulnerable nodes and intervals. The approach is of low computational complexity, robust to noise and gaps, and compatible with real-time Phasor Measurement Unit (PMU)/Supervisory Control and Data Acquisition (SCADA) streams. The results suggest that FVSI_Fr is a useful operational signal for preventive actions (Q-support, load management/Photovoltaic System (PV)). Future work includes the calibration of weights and thresholds based on data and validation based on long field series. Full article