Multiscale assessment of the degree of multifractality for physiological time series

Abstract

Recent advancements in detrended fluctuation analysis (DFA) allow evaluating multifractal coefficients scale-by-scale, a promising approach for assessing the complexity of biomedical signals. The multifractality degree is typically quantified by the singularity spectrum width ( W SS ), a method that is critically unstable in multiscale applications. Thus, we aim to propose a robust multiscale index of multifractality, compare it with W SS and illustrate its performance on real biosignals. The proposed index is the cumulative function of squared increments between consecutive DFA coefficients at each scale n : α CF ( n ). We compared it with W SS calculated scale-by-scale considering monofractal/monoscale, monofractal/multiscale, multifractal/monoscale and multifractal/multiscale random processes. The two indices provided qualitatively similar descriptions of multifractality, but α CF ( n ) differentiated better the multifractal components from artefacts due to crossovers or detrending overfitting. Applied on 24 h heart rate recordings of 14 participants, the singularity spectrum failed to always satisfy the concavity requirement for providing meaningful W SS , while α CF ( n ) demonstrated a statistically significant heart rate multifractality at night in the scale ranges 16–100 and 256–680 s. Furthermore, α CF ( n ) did not reject the hypothesis of monofractality at daytime, coherently with previous reports of lower nonlinearity and monoscale multifractality during the day. Thus, α CF ( n ) appears a robust index of multiscale multifractality that is useful for quantifying complexity alterations of physiological series. This article is part of the theme issue ‘Advanced computation in cardiovascular physiology: new challenges and opportunities’.