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DOI 10.1007/s11517-012-0913-9
ORIGINAL ARTICLE
Received: 27 December 2011 / Accepted: 26 April 2012 / Published online: 17 May 2012
International Federation for Medical and Biological Engineering 2012
A. Kalauzi (&)
Department for Life Sciences, Institute for Multidisciplinary
Research, University of Belgrade, KnezaViseslava1,
11000 Belgrade, Serbia
e-mail: kalauzi@imsi.rs
T. Bojic
Laboratory for Radiobiology and Molecular Genetics,
Laboratory 080, Vinca Institute of Nuclear Sciences,
University of Belgrade, p.fah 522, 11001 Belgrade, Serbia
e-mail: tijanabojic@vinca.rs
A. Vuckovic
Biomedical Engineering Division, School of Engineering,
University of Glasgow, Glasgow, UK
e-mail: aleksandra.vuckovic@glasgow.ac.uk
1 Introduction
Physiological, especially EEG signals have been analyzed
for decades through linear and nonlinear methods. Among
the first group of methods, Fast Fourier Transform is by far
the most frequently used approach, transferring the signal
from time to frequency domain and yielding amplitude and
phase spectra. More recently, nonlinear methods, originating from the chaos theory, provided a separate and
(partly) independent set of information about the signal,
consequently about the system generating it [1, 2, 14, 22].
One of the most frequently used quantities was the fractal
dimension (FD), serving as a measure of signal complexity
[7, 12, 13, 17]. The term fractal dimension refers to a
non-integer or fractional dimension of a geometric object.
Applications of FD within this framework include those in
time domain and the ones in the phase space. In case of the
former, FD of the original waveform is directly estimated
in the time domain, where the original signal itself is
considered a geometric figure. Phase space approaches
estimate the FD of an attractor in statespace domain. The
phase space representation of a nonlinear, autonomous, and
dissipative system can contain one or more attractors with
generally fractional dimension. Geometric objects with
fractal dimension 1 \ FD \ 2, such as the famous Koch
curve, are characterized by the property of self-similarity.
Their points neither lie on a one-dimensional curve, nor
123
690
0 Nm
1
k
1@X
N 1
absxm ik xm i 1kA Nm
Lm k
k i1
k k
1
where (N - 1)/([(N - m)/k]k) represents a normalization
factor. All signal lengths, Lm(k), are further averaged
forming the mean value of the signal length, L(k), for each
k = 2, , kmax:
Lk
k
1X
Lm k:
k m1
1.8
1.6
FD
1.4
123
1.2
fb
1
0
10
15
20
25
30
fs (Hz)
691
NpoX
fsamp
1
FDh fi ; fsamp
Npo fsamp i1
2
ub fi ; fsamp
err2 =point
Exponential model
FD ufs; fsamp
min ae fsamp expke fsamp fs 1; 2
Power model
n
o
FD ufs ; fsamp min ap fsamp fskp fsamp 1; 2 ;
3
x 10
-3
0.1
ap
ae
0.05
4
2
0
200
400
200
400
600
200
400
600
3.1
0.5
ke
3
2.9
2.8
0
200
2.7
400
0.001
err2/point
0.001
err2/point
200
fsamp (Hz)
400
200
400
fsamp (Hz)
123
692
1.4
1.35
1.3 FD(19Hz)=1.2871
FD (Higuchi)
1.25
1.2
1.15
FD(13Hz)=1.1256
1.1
FD(8Hz)=1.0462
1.05
FD(2Hz)=1.0029
0.95
0.9
0.2
0.4
0.6
0.8
4
1.2
yt y1 t y2 t A1 A2 ka sin2pf1 t u1
1 ka sin2pf2 t u2 :
A1 FDy1 A2 FDy2
:
A1 A 2
1.1
1.05
1
123
0.5
a1
k a2
0
0.5
1.15
FD
FDy FD
n
X
i1
!
yi
n
P
i1
Ai ufi ; fsamp
n
P
i1
:
Ai
693
FDy1 y2
FDy1 y2
ka
1 ka
1.12
1.08
kex = 2.25
2
err /N = 1.20x10
-4
R2 = 0.88027
1.06
adj
0.2
0.4
0.6
0.8
0.6
0.8
ka kex1 1 ka kex2
1.1
10
kex
1.14
1.04
FD (Higuchi)
1.14
:
1.12
nd 1
;
nd par 1
FD (Higuchi)
11
1.1
1.08
kex1 = 4.07
kex = 2.27
2
2
-6
err /N = 1.63x10
1.06
Radj = 0.99837
1.04
0
0.2
0.4
FDy2
1
A1 A2
A1 A2
FDy1 y2
kex1
kex2
A1
2
A1AA
A1 A2
2
kex1
A2
kex2
:
12
kex1
FDy FD
kex2
A2
n
P
!
yi
i1
n
P
:
Ai kexfi
14
i1
i1
;
n
X
i1
n
P
ka
i1
Ai kexfi min ae expke fsamp fi 1; 2
n
P
:
Ai kexfi
i1
13
15
123
694
123
squerr=Nsig
16
17
By using (17), the corresponding scatter plot for the 560
EEG signals, with parameter values contained in Table 1,
695
Power model
af
-0.620
6.11
0.0180
2.6
0.118
1.8
1.6
cf
2.43
squerr/Nsig
3.55 9 10-4
8.34 9 10-4
7.89 9 10-4
1.3
0.99613
0.99267
0.99307
1.2
6.10
0.124
0.119
cf
squerr/Nsig
2.23
5.20 9 10-4
0.99612
100
1.4
1.1
0.0192
-4.94
8.24 9 10-4
0.99398
13.86
0.828
8.10 9 10-4
0.99401
Results were obtained for 280 analyzed EEG signals, their 280
derivatives and the set of Weierstrass functions, at sampling frequency fsamp = 256 Hz, and calculated with at least three significant
digits
and for fsamp = 256 Hz, is presented in Fig. 5a. Each dot
corresponds to one signal, with Higuchis FD on the abscissa
and spectral FD on the ordinate. All FFT spectra were
calculated using one 60 s epoch per signal, frequencies of
Fourier components being fi = i/60 Hz, i = 1, 2, , 3,000,
in the frequency range 0.016750 Hz. However, according to
Eq. (17), for actual calculations only Fourier components
below fb = 30 Hz were used.
2.4 Application of the spectral method on Weierstrass
functions
We also used Weierstrass functions (Wf), as another set of
data suitable for this analysis. They spread evenly across
the whole FD range and their FD values could be set as a
parameter during their generation [5, 9, 10, 12]. Analytically, they can be written as:
X
WHc t
ciH cos2pci t;
i
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
FD Higuchi
2
1.9
1.8
1.7
FD spectral
kf
50
frequency (Hz)
1.38
Weierstrass functions
-0.870
1.5
0.0860
af
2.2
2
1.7
kf
-4.39
17.65
2.4
1.8
Logarithmic
model
EEG signals
2
1.9
FD spectral
Exponential
model
kex
1.6
1.5
1.4
1.3
1.2
1.1
1
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
FD Higuchi
123
696
Table 2 Mean standard deviation of 20 optimized parameter values (af, kf and cf); 20 minimized square errors per signal (squerr/Nsig) and 20
Pearsons coefficients of linear correlation (r), obtained for each model on each half from 10 random splits of the initial EEG signal set into two
Exponential model
af
-0.620 0.009
kf
0.0860 0.0019
cf
2.43 0.01
squerr/Nsig
r
Cross-validated squerr/Nsig
Cross-validated r
Power model
Logarithmic model
6.22 0.13
0.118 0.003
0.0178 0.0003
17.52 0.49
-4.50 0.12
1.38 0.01
0.99615 0.00034
0.99273 0.00070
0.99312 0.00067
0.99610 0.00036
0.99267 0.00092
0.99305 0.00089
Bolded Mean standard deviation of the 20 square errors and 20 Pearsons coefficients after cross-validations performed between each of the
two corresponding halves of EEG signals
123
2
r = 0.99637
squerr/N = 0.000335
1.9
sig
FD spectral
1.8
1.7
1.6
1.5
1.4
1.3
1.2
1.1
1
1
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.7
1.8
1.9
FD Higuchi
2
r = 0.99376
1.9
squerr/N
sig
= 0.00315
1.8
FD spectral
1.7
1.6
1.5
1.4
1.3
1.2
1.1
1
1.1
1.2
1.3
1.4
1.5
1.6
FD Higuchi
3 Discussion
A number of attempts were previously made to find a
relationship between signal spectral properties and its
fractal dimension. Fox [6] and Higuchi [8] established a
widely used connection between fractal FD and the exponent a, FD = (5 - a)/2, but valid for signals with powerlaw of the power spectral density, Pf / f a , and only in
the middle range of exponent a values (1 \ a \ 3). A
positive complexityfrequency correlation was noticed in
some earlier works. Ziller et al. [26] obtained a high statistical correlation between an index of mean frequency of
EEG and FD, performing a comparative study between
nonlinear indices and Hjorth methods by means of factor
analysis.
It was already noticed that in complex spectral profiles,
amplitude variations in different frequency regions could
have opposite effects on signal FD, indicating that it might
be the result of some kind of averaging. Our experiments
with unilateral cerebral injury in rat [11] revealed that a
direct and significant correlation (r = 0.8115) existed
between FD and signal power in the EEG gamma frequency range (32128 Hz), both quantities being increased
after the injury. As well, in our very recent work [21] we
found that an increase in signal FD could be obtained by
simultaneous increase in amplitudes in the higher frequency range ([8 Hz) of surrogate-filtered white noise.
The process was modeled mathematically and well correlated with the corresponding measurements of EEG in
anesthetized rats. However, in a somewhat lower frequency
range (alpha), an opposite phenomenon was observed in
humans. Using the same set of signals as in the present
study, we found an inverse relationship between signal
alpha amplitude and its FD and applied a four-parameter
logistic function to model the relationship [3]. Again, this
was a partial result, since the proposed model is valid only
for signals where one physiological oscillation is
697
123
698
Appendix
where
4N 1a2
k
A Nm 2 sin2 xDt ;
2
k
k Nm
sin
1 kxDt
k
C
:
2 sinkxDt
Nm
B
20
where
L1
AB AC
A
L1 L2
k
k
k
N
k kxDt u sink 1xDt
sinxDt
N
cos
1 kxDt u ;
k
cos
L2
k 1 sink 1xDt cos2u
k
cos2 xDt u :
2
2 sinxDt
2
where
k
1X
L k
L2 k:
k m1 m
2
19
123
References
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(2005) Non-linear analysis of EEG signals at various sleep stages.
Comput Method Program Biomed 80:3745
2. Bhattacharya J (2000) Complexity analysis of spontaneous EEG.
Acta Neurobiol Exp 60:495501
3. Bojic T, Vuckovic A, Kalauzi A (2010) Modeling EEG fractal
dimension changes in wake and drowsy states in humansa
preliminary study. J Theor Biol 262(2):214222
4. Eke A, Hermann P, Bassingthwaighte JB, Raymond GM, Percival DB, Cannon M, Balla I, Ikrenyi C (2000) Physiological time
series: distinguishing fractal noises from motions. Pflug Arch
439:403415
5. Esteller R, Vachtsevanos G, Echauz J, Litt B (2001) A comparison of waveform fractal dimension algorithms. IEEE Trans Circ
Syst I Fundam Theory Appl 48:177183
6. Fox CG (1989) Empirically derived relationships between fractal
dimension and power law from frequency spectra. Pure Appl
Geophys 131(12):211239
699
18.
19.
20.
21.
22.
23.
24.
25.
26.
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