Lyapunov exponents

Lyapunov 指数
  • 文章类型: Journal Article
    在有意识的状态,据报道,皮层的电动力学在混沌动力学的临界点或相变附近工作,被称为混沌边缘,代表稳定和混乱之间的界限。从这个边界的过渡会破坏皮质信息处理并导致意识丧失。已知脑电图(EEG)的熵随着麻醉水平的加深而降低。然而,在麻醉诱导的意识丧失过程中,脑电图活动的混沌动力学是否从该边界转移到稳定的一侧或混沌增强的一侧仍然知之甚少.我们使用最大Lyapunov指数研究了两种不同临床麻醉深度下EEG的混沌特性,在数学上被认为是混沌性质的正式度量,使用罗森斯坦算法。在14名成年患者中,在两种深度的临床麻醉中选择12s的脑电图信号(七氟醚浓度2%作为相对深度的麻醉,七氟醚浓度0.6%作为相对浅的麻醉)。Lyapunov指数,从这些脑电图信号计算相关维数和近似熵。因此,七氟醚麻醉期间最大Lyapunov指数一般为阳性,尽管近似熵降低,但深度麻醉期间的最大Lyapunov指数和相关维数均显着大于浅麻醉期间。在临床更深的吸入麻醉中,脑电图的混沌性质可能会增加,尽管熵的降低反映了随机性的降低,表明在麻醉下向混沌增强的一侧转移。
    In conscious states, the electrodynamics of the cortex are reported to work near a critical point or phase transition of chaotic dynamics, known as the edge-of-chaos, representing a boundary between stability and chaos. Transitions away from this boundary disrupt cortical information processing and induce a loss of consciousness. The entropy of the electroencephalogram (EEG) is known to decrease as the level of anesthesia deepens. However, whether the chaotic dynamics of electroencephalographic activity shift from this boundary to the side of stability or the side of chaotic enhancement during anesthesia-induced loss of consciousness remains poorly understood. We investigated the chaotic properties of EEGs at two different depths of clinical anesthesia using the maximum Lyapunov exponent, which is mathematically regarded as a formal measure of chaotic nature, using the Rosenstein algorithm. In 14 adult patients, 12 s of electroencephalographic signals were selected during two depths of clinical anesthesia (sevoflurane concentration 2% as relatively deep anesthesia, sevoflurane concentration 0.6% as relatively shallow anesthesia). Lyapunov exponents, correlation dimensions and approximate entropy were calculated from these electroencephalographic signals. As a result, maximum Lyapunov exponent was generally positive during sevoflurane anesthesia, and both maximum Lyapunov exponents and correlation dimensions were significantly greater during deep anesthesia than during shallow anesthesia despite reductions in approximate entropy. The chaotic nature of the EEG might be increased at clinically deeper inhalational anesthesia, despite the decrease in randomness as reflected in the decreased entropy, suggesting a shift to the side of chaotic enhancement under anesthesia.
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  • 文章类型: Journal Article
    与整数阶系统相比,分数阶(FO)混沌系统表现出明显更复杂的随机序列。此功能使FO混沌系统更加安全,可以抵抗图像密码系统中的各种攻击。在这项研究中,通过相平面深入研究了FOSprottK混沌系统的动力学特性,分岔图,和Lyapunov指数谱将用于生物特征虹膜图像加密。数值研究证明,当系统阶数选择为0.9时,SprottK系统表现出混沌行为。之后,研究中引入了基于FOSprottK混沌系统的生物特征虹膜图像加密设计。根据加密设计的统计和攻击分析结果,使用所提出的加密设计,生物特征虹膜图像的安全传输是成功的。因此,FOSprottK混沌系统可以有效地应用于基于混沌的加密应用中。
    Fractional-order (FO) chaotic systems exhibit random sequences of significantly greater complexity when compared to integer-order systems. This feature makes FO chaotic systems more secure against various attacks in image cryptosystems. In this study, the dynamical characteristics of the FO Sprott K chaotic system are thoroughly investigated by phase planes, bifurcation diagrams, and Lyapunov exponential spectrums to be utilized in biometric iris image encryption. It is proven with the numerical studies the Sprott K system demonstrates chaotic behaviour when the order of the system is selected as 0.9. Afterward, the introduced FO Sprott K chaotic system-based biometric iris image encryption design is carried out in the study. According to the results of the statistical and attack analyses of the encryption design, the secure transmission of biometric iris images is successful using the proposed encryption design. Thus, the FO Sprott K chaotic system can be employed effectively in chaos-based encryption applications.
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  • 文章类型: Journal Article
    这项研究调查了在使用和不使用三次样条插值的情况下,人体运动学数据中的数据序列长度和间隙如何影响Lyapunov指数(LyE)计算的准确性。操纵运动学时间序列以创建各种数据序列长度(原始数据的28%和100%)和间隙持续时间(0.05-0.20s)。较长的间隙通常会导致非内插数据中每个平面中的LyE%误差值明显更高。在三次样条插值过程中,只有正面数据的0.20秒间隙导致了显著更高的LyE%误差.数据序列长度对非插值数据中的LyE%误差没有显著影响。在三次样条插值过程中,矢状平面LyE%误差在较短与较长的数据系列长度下显著较高。这些发现表明,不对数据中的间隙进行插值可能会导致错误的高LyE值和运动变异性的错误表征。应用三次样条时,额叶平面中的长间隙长度(0.20s)或短矢状平面数据序列长度(1000个数据点)也可能导致LyE值的错误升高和运动变异性的错误表征。这些见解强调了详细报告缺口持续时间的必要性,数据序列长度,以及使用LyE值表征人体运动变异性时的插值技术。
    This study investigated how data series length and gaps in human kinematic data impact the accuracy of Lyapunov exponents (LyE) calculations with and without cubic spline interpolation. Kinematic time series were manipulated to create various data series lengths (28% and 100% of original) and gap durations (0.05-0.20 s). Longer gaps generally resulted in significantly higher LyE% error values in each plane in noninterpolated data. During cubic spline interpolation, only the 0.20-second gap in frontal plane data resulted in a significantly higher LyE% error. Data series length did not significantly affect LyE% error in noninterpolated data. During cubic spline interpolation, sagittal plane LyE% errors were significantly higher at shorter versus longer data series lengths. These findings suggest that not interpolating gaps in data could lead to erroneously high LyE values and mischaracterization of movement variability. When applying cubic spline, a long gap length (0.20 s) in the frontal plane or a short sagittal plane data series length (1000 data points) could also lead to erroneously high LyE values and mischaracterization of movement variability. These insights emphasize the necessity of detailed reporting on gap durations, data series lengths, and interpolation techniques when characterizing human movement variability using LyE values.
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  • 文章类型: Journal Article
    癫痫手术对耐药癫痫患者有效,然而,其中20-40%的患者在手术后没有癫痫发作。这项研究的目的是评估线性和非线性EEG特征在预测手术后结果中的作用。我们纳入了123名在BambinoGesú儿童医院(2009年1月至2020年4月)接受癫痫手术的儿科患者。所有患者均进行了长期视频脑电图监测。我们分析了1分钟头皮发作间EEG(觉醒和睡眠),并提取了13个线性和非线性EEG特征(功率谱密度(PSD),Hjorth,近似熵,排列熵,Lyapunov和Hurst值)。我们使用逻辑回归(LR)作为特征选择过程。为了量化EEG特征与手术结果之间的相关性,我们使用了具有18个体系结构的人工神经网络(ANN)模型。LR显示α带(睡眠)的PSD之间存在显著相关性,活动指数(睡眠)和Hurst值(睡眠和清醒)与结果。54个ANN模型在预测结果方面提供了一定范围的准确性(46-65%)。在54个ANN模型中,我们发现癫痫发作结局预测的准确度更高(64.8%±7.6%),使用LR选择的功能。Alpha波段的PSD组合,活动度和Hurst值与良好的手术效果呈正相关。
    Epilepsy surgery is effective for patients with medication-resistant seizures, however 20-40% of them are not seizure free after surgery. Aim of this study is to evaluate the role of linear and non-linear EEG features to predict post-surgical outcome. We included 123 paediatric patients who underwent epilepsy surgery at Bambino Gesù Children Hospital (January 2009-April 2020). All patients had long term video-EEG monitoring. We analysed 1-min scalp interictal EEG (wakefulness and sleep) and extracted 13 linear and non-linear EEG features (power spectral density (PSD), Hjorth, approximate entropy, permutation entropy, Lyapunov and Hurst value). We used a logistic regression (LR) as feature selection process. To quantify the correlation between EEG features and surgical outcome we used an artificial neural network (ANN) model with 18 architectures. LR revealed a significant correlation between PSD of alpha band (sleep), Mobility index (sleep) and the Hurst value (sleep and awake) with outcome. The fifty-four ANN models gave a range of accuracy (46-65%) in predicting outcome. Within the fifty-four ANN models, we found a higher accuracy (64.8% ± 7.6%) in seizure outcome prediction, using features selected by LR. The combination of PSD of alpha band, mobility and the Hurst value positively correlate with good surgical outcome.
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  • 文章类型: Journal Article
    由于无穷小的扰动呈指数增长,因此对混沌系统的时间动力学的预测具有挑战性。无穷小扰动的动力学分析是稳定性分析的主题。在稳定性分析中,我们将围绕参考点的动力学系统的方程线性化,并计算切线空间(即Jacobian)的属性。本文的主要目标是提出一种推断雅可比行列式的方法,因此,稳定性能,来自可观测值(数据)。首先,我们提出了带有循环验证的回声状态网络(ESN),作为从数据中准确推断混沌动力学的工具。第二,我们从数学上推导出回声状态网络的雅可比行列式,它提供了无穷小扰动的演化。第三,我们分析了从ESN推断的雅可比行列式的稳定性,并将它们与通过线性化方程获得的基准结果进行比较。ESN正确推断非线性解及其切线空间,数值误差可忽略不计。详细来说,我们仅从数据计算(i)混沌状态的长期统计量;(ii)协变Lyapunov向量;(iii)Lyapunov谱;(iv)有限时间Lyapunov指数;(v)中性,和切线空间的不稳定分裂(吸引子的双曲程度)。这项工作为从数据中计算非线性系统的稳定性提供了新的机会,而不是方程式。
    在线版本包含补充材料,可在10.1007/s11071-023-08285-1获得。
    The prediction of the temporal dynamics of chaotic systems is challenging because infinitesimal perturbations grow exponentially. The analysis of the dynamics of infinitesimal perturbations is the subject of stability analysis. In stability analysis, we linearize the equations of the dynamical system around a reference point and compute the properties of the tangent space (i.e. the Jacobian). The main goal of this paper is to propose a method that infers the Jacobian, thus, the stability properties, from observables (data). First, we propose the echo state network (ESN) with the Recycle validation as a tool to accurately infer the chaotic dynamics from data. Second, we mathematically derive the Jacobian of the echo state network, which provides the evolution of infinitesimal perturbations. Third, we analyse the stability properties of the Jacobian inferred from the ESN and compare them with the benchmark results obtained by linearizing the equations. The ESN correctly infers the nonlinear solution and its tangent space with negligible numerical errors. In detail, we compute from data only (i) the long-term statistics of the chaotic state; (ii) the covariant Lyapunov vectors; (iii) the Lyapunov spectrum; (iv) the finite-time Lyapunov exponents; (v) and the angles between the stable, neutral, and unstable splittings of the tangent space (the degree of hyperbolicity of the attractor). This work opens up new opportunities for the computation of stability properties of nonlinear systems from data, instead of equations.
    UNASSIGNED: The online version contains supplementary material available at 10.1007/s11071-023-08285-1.
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  • 文章类型: Journal Article
    为了了解物种共存的潜在机制,生态学家经常研究理论和数据驱动模型的入侵增长率。相对于支持其他物种的遍历措施,这些增长率对应于一个物种的平均人均增长率。在生态文学中,共存通常等同于入侵增长率为正。直觉上,积极的入侵增长率确保物种从稀有中恢复过来。为了为这种方法提供数学上严格的框架,我们证明了回答两个问题的定理:(i)入侵增长率的迹象何时确定共存?(ii)当迹象足够时,哪些入侵增长率需要为正?我们专注于确定性模型,将共存等同于持久性,即,远离灭绝的全球吸引子。对于满足某些技术假设的模型,我们引入了入侵图,其中顶点对应于支持遍历度量的物种(群落)的适当子集,而有向边缘对应于由于缺少物种的入侵而导致的群落之间的潜在过渡。这些定向边缘由入侵生长速率的迹象决定。当入侵图是非循环的(即没有在同一社区开始和结束的入侵序列)时,我们表明,持久性是由入侵增长率的迹象决定的。在这种情况下,持久性的特征是所有[公式:见文本]社区的可入侵性,即,没有物种i的群落,所有其他缺失的物种都有负的入侵增长率。为了说明结果的适用性,我们证明耗散Lotka-Volterra模型通常满足我们的技术假设,并且计算其入侵图简化为求解线性方程组。我们还将我们的结果应用于具有脉冲资源的竞争物种或共享表现出切换行为的捕食者的模型。讨论了确定性和随机模型的开放问题。我们的结果强调了使用有关社区集会的概念来研究共存的重要性。
    To understand the mechanisms underlying species coexistence, ecologists often study invasion growth rates of theoretical and data-driven models. These growth rates correspond to average per-capita growth rates of one species with respect to an ergodic measure supporting other species. In the ecological literature, coexistence often is equated with the invasion growth rates being positive. Intuitively, positive invasion growth rates ensure that species recover from being rare. To provide a mathematically rigorous framework for this approach, we prove theorems that answer two questions: (i) When do the signs of the invasion growth rates determine coexistence? (ii) When signs are sufficient, which invasion growth rates need to be positive? We focus on deterministic models and equate coexistence with permanence, i.e., a global attractor bounded away from extinction. For models satisfying certain technical assumptions, we introduce invasion graphs where vertices correspond to proper subsets of species (communities) supporting an ergodic measure and directed edges correspond to potential transitions between communities due to invasions by missing species. These directed edges are determined by the signs of invasion growth rates. When the invasion graph is acyclic (i.e. there is no sequence of invasions starting and ending at the same community), we show that permanence is determined by the signs of the invasion growth rates. In this case, permanence is characterized by the invasibility of all [Formula: see text] communities, i.e., communities without species i where all other missing species have negative invasion growth rates. To illustrate the applicability of the results, we show that dissipative Lotka-Volterra models generically satisfy our technical assumptions and computing their invasion graphs reduces to solving systems of linear equations. We also apply our results to models of competing species with pulsed resources or sharing a predator that exhibits switching behavior. Open problems for both deterministic and stochastic models are discussed. Our results highlight the importance of using concepts about community assembly to study coexistence.
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  • 文章类型: Journal Article
    目的:无创筛查低钾血症和高钾血症可以预防终末期肾病(ESRD)患者的致命性心律失常,但是目前监测血清钾(K+)的方法有重要的局限性。我们调查了血液透析(HD)期间ESRD患者心电图(ECG)中T波的非线性动力学和形态的变化,评估它们与K+的关系,并设计K+估计器。
    方法:对29例接受HD的ESRD患者的心电图记录进行处理。在HD会话期间的每个小时以及HD开始后的48小时,在2分钟窗口中提取T波。T波非线性动力学的特征在于与最大Lyapunov指数相关的两个指数(λt,λwt)和发散相关指数(η)。通过三个基于时间翘曲的指数(dw,反映时域中的形态变异性,还有da和daNL,在振幅域中)。从HD期间和之后提取的血液样品测量K+。基于量化指数建立阶段特异性和患者特异性K+估计器,并对每个估计器分别进行留一法交叉验证。
    结果:分析的指标在与K+的关系中显示出高度的个体间变异性。然而,所有这些在HD开始和48小时后都有更高的值,对应于最高的K+。指数η和dw与K的相关性最强(中位皮尔逊相关系数分别为0.78和0.83),并用于单变量和多变量线性K估计。确认了实际K+和估计K+之间的协议,对于阶段特异性和患者特异性多变量K+估计器,患者和时间点的平均误差为0.000±0.875mM和0.046±0.690mM,分别。
    结论:T波非线性动力学和形态学变异性的ECG描述符允许对ESRD患者的K+进行无创监测。
    结论:心电图标志物有可能用于ESRD患者的低钾血症和高钾血症筛查。
    OBJECTIVE: Noninvasive screening of hypo- and hyperkalemia can prevent fatal arrhythmia in end-stage renal disease (ESRD) patients, but current methods for monitoring of serum potassium (K+) have important limitations. We investigated changes in nonlinear dynamics and morphology of the T wave in the electrocardiogram (ECG) of ESRD patients during hemodialysis (HD), assessing their relationship with K+ and designing a K+ estimator.
    METHODS: ECG recordings from twenty-nine ESRD patients undergoing HD were processed. T waves in 2-min windows were extracted at each hour during an HD session as well as at 48 h after HD start. T wave nonlinear dynamics were characterized by two indices related to the maximum Lyapunov exponent (λt, λwt) and a divergence-related index (η). Morphological variability in the T wave was evaluated by three time warping-based indices (dw, reflecting morphological variability in the time domain, and da and daNL, in the amplitude domain). K+was measured from blood samples extracted during and after HD. Stage-specific and patient-specific K+ estimators were built based on the quantified indices and leave-one-out cross-validation was performed separately for each of the estimators.
    RESULTS: The analyzed indices showed high inter-individual variability in their relationship with K+. Nevertheless, all of them had higher values at the HD start and 48 h after it, corresponding to the highest K+. The indices η and dw were the most strongly correlated with K+ (median Pearson correlation coefficient of 0.78 and 0.83, respectively) and were used in univariable and multivariable linear K+ estimators. Agreement between actual and estimated K+ was confirmed, with averaged errors over patients and time points being 0.000 ± 0.875 mM and 0.046 ± 0.690 mM for stage-specific and patient-specific multivariable K+ estimators, respectively.
    CONCLUSIONS: ECG descriptors of T wave nonlinear dynamics and morphological variability allow noninvasive monitoring of K+ in ESRD patients.
    CONCLUSIONS: ECG markers have the potential to be used for hypo- and hyperkalemia screening in ESRD patients.
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  • 文章类型: Journal Article
    信号复杂性的度量,比如赫斯特指数,分形维数,和Lyapunov指数的谱,在时间序列分析中用于估计持久性,反坚持,研究数据的波动和可预测性。在使用机器和深度学习进行时间序列预测时,它们已被证明是有益的,并告诉哪些特征可能与预测时间序列和建立复杂性特征相关。Further,机器学习方法的性能可以提高,考虑到所研究数据的复杂性,例如,使所采用的算法适应数据固有的长期记忆。在这篇文章中,我们结合机器学习方法对复杂性和熵度量进行了回顾。我们全面检讨有关刊物,建议使用分形或复杂性度量概念来改进现有的机器或深度学习方法。此外,我们评估这些概念的应用,并检查它们是否有助于使用机器和深度学习预测和分析时间序列。最后,我们列出了结合机器学习和文献中信号复杂性度量的总共六种方法。
    Measures of signal complexity, such as the Hurst exponent, the fractal dimension, and the Spectrum of Lyapunov exponents, are used in time series analysis to give estimates on persistency, anti-persistency, fluctuations and predictability of the data under study. They have proven beneficial when doing time series prediction using machine and deep learning and tell what features may be relevant for predicting time-series and establishing complexity features. Further, the performance of machine learning approaches can be improved, taking into account the complexity of the data under study, e.g., adapting the employed algorithm to the inherent long-term memory of the data. In this article, we provide a review of complexity and entropy measures in combination with machine learning approaches. We give a comprehensive review of relevant publications, suggesting the use of fractal or complexity-measure concepts to improve existing machine or deep learning approaches. Additionally, we evaluate applications of these concepts and examine if they can be helpful in predicting and analyzing time series using machine and deep learning. Finally, we give a list of a total of six ways to combine machine learning and measures of signal complexity as found in the literature.
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  • 文章类型: Journal Article
    Controlling stability of dynamical systems is one of the most important challenges in science and engineering. Hence, there appears to be continuous need to study and develop numerical algorithms of control methods. One of the most frequently applied invariants characterizing systems\' stability are Lyapunov exponents (LE). When information about the stability of a system is demanded, it can be determined based on the value of the largest Lyapunov exponent (LLE). Recently, we have shown that LLE can be estimated from the vector field properties by means of the most basic mathematical operations. The present article introduces new methods of LLE estimation for continuous systems and maps. We have shown that application of our approaches will introduce significant improvement of the efficiency. We have also proved that our approach is simpler and more efficient than commonly applied algorithms. Moreover, as our approach works in the case of dynamical maps, it also enables an easy application of this method in noncontinuous systems. We show comparisons of efficiencies of algorithms based our approach. In the last paragraph, we discuss a possibility of the estimation of LLE from maps and for noncontinuous systems and present results of our initial investigations.
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  • 文章类型: Journal Article
    Machine learning methods, such as Long Short-Term Memory (LSTM) neural networks can predict real-life time series data. Here, we present a new approach to predict time series data combining interpolation techniques, randomly parameterized LSTM neural networks and measures of signal complexity, which we will refer to as complexity measures throughout this research. First, we interpolate the time series data under study. Next, we predict the time series data using an ensemble of randomly parameterized LSTM neural networks. Finally, we filter the ensemble prediction based on the original data complexity to improve the predictability, i.e., we keep only predictions with a complexity close to that of the training data. We test the proposed approach on five different univariate time series data. We use linear and fractal interpolation to increase the amount of data. We tested five different complexity measures for the ensemble filters for time series data, i.e., the Hurst exponent, Shannon\'s entropy, Fisher\'s information, SVD entropy, and the spectrum of Lyapunov exponents. Our results show that the interpolated predictions consistently outperformed the non-interpolated ones. The best ensemble predictions always beat a baseline prediction based on a neural network with only a single hidden LSTM, gated recurrent unit (GRU) or simple recurrent neural network (RNN) layer. The complexity filters can reduce the error of a random ensemble prediction by a factor of 10. Further, because we use randomly parameterized neural networks, no hyperparameter tuning is required. We prove this method useful for real-time time series prediction because the optimization of hyperparameters, which is usually very costly and time-intensive, can be circumvented with the presented approach.
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