2001 fractal modeling a biomedical engineering perspective

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    INEB Instituto de Engenharia Biomdica, Porto, Portugal

    Fractals in Physiology

    A Biomedical Engineering Perspective

    J.P. Marques de S [email protected]

    INEB Instituto de Engenharia Biomdica

    Faculdade de Engenharia da Universidade do Porto

    1999-2001 J.P. Marques de S; all rights reserved (*)

    (*) Permission to make digital or hard copies of all or part of this work for personal or

    classroom use is granted provided that: Copies are not made or distributed for profit or commercial advantage. Copies bear this notice and full citation on the first page.

    To copy otherwise, to republish, to post on services, or to redistribute to lists, require specificpermission and/or fee.

    1. Motivation

    2. Fractals in Physiology

    3. Self-Similarity and Fractal Dimension

    4. Statistical Self-Similarity

    5. Self-Affinity and the Fractional

    Brownian Model

    6. Chaotic Systems and Fractals

    7. Why Nature uses Fractals?

    8. Fractals in BME

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    1 - MOTIVATION

    Many physiological signals exhibit almost random

    behaviour

    Foetal Heart Rate

    C. Felgueiras, J.P. Marques de S (1998)

    but with statistical self-similarity

    Model: Temporal Fractal

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    Many physiological structures exhibit a high degree of spatial

    complexity

    Human Retina Image

    Retina angiogram. A.M. Mendona, A. Campilho (1997)

    But some repeating law

    may be present

    Diffusion Limited Aggregation Process: a particle falls randomly in a circle of radiusR and diffuses

    until anchoring to another particle or getting out of the circle. Nr of points available for growth in a

    circle of radius r:DrrN )(

    Model: Spatial Fractal

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    INEB Instituto de Engenharia Biomdica, Porto, Portugal

    Hydroxyapatite Growth on Bioactive Surfaces

    Substrate: hydroxyapatite Substrate: composite

    C.Felgueiras, J.P. Marques de S, 1998

    Fractal modelling may help

    to assess the growth conditions

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    2 - FRACTALS IN PHYSIOLOGY

    (Some Examples)

    Temporal Fractals

    Heart beat sequences

    Electroencephalograms Time intervals between actionpotentials

    Respiratory tidal volumes Ion channel kinetics in cell

    membranes

    Glycolysis metabolism DNA sequences mapping

    Spatial Fractals

    Intestine and placenta linings Airways in lungs Arterial system in kidneys Ducts in lever His-Purkinje fibres in the heart Blood vessels in circulatory system Neuronal growth patterns Retinal vasculature

    Reference: Bassingthwaighte JB, Liebovitch, L. S., West B. J. (1994) FractalPhysiology. Oxford University Press.

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    3 - SELF-SIMILARITY

    AND

    FRACTAL DIMENSION

    Koch curve

    Scale: r a.r 0 < a < 1

    Self-similarity dimension:How many parts in an object are similar to the whole ?

    Simple Objects

    Dimension = D = 1

    N = 1 N = 3 = (1/3) 1

    r = 1 r = 1/3

    Dimension = D = 2

    N = 9 = (1/3) 2N = 1

    Number of exact replicas N(r) when the resolution is r :

    DD

    rr

    rN =

    =

    1)(

    )/1log(

    ))(log(

    r

    rND =

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    Fractal Objects(with exact self-similarity)

    Fractal:

    Any object with D having a fraction part?

    Not always

    Any object with D > topological dimension?

    Not always

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    INEB Instituto de Engenharia Biomdica, Porto, Portugal

    Length of the object :

    r

    N(r)

    D

    rrNrrL

    ==

    1

    )(.)( ln(L(r)) = (D-1) . ln(1/r)

    ln(1)=0 ln(3)=0.47

    ln(4/3)

    =0.12

    slope = D - 1 = 0.26

    ln(1/r)

    ln(L(r))

    Any object with a property L(r) satisfying a Power Law

    Scaling:

    rrL )( ,

    is said to have a fractal property L(r).

    = 1-D for lengths

    = 2-D for areas = 3-D for volumes

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    The scaling property can be written as:

    L(ar) = k L(r) ,

    with a < 1, k=a

    and

    k, iteration factor, independent of r

    For the Koch curve:

    r = 1 L(1) = 1

    r = 1/3 L(1/3) = 4/3 = 4/3 . L(1)

    r = 1/9 L(1/9) = 16/9 = 4/3 . L(1/3)

    L(r/3) = 4/3 . L(r)

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    Cardiac Pacing Electrode

    Zr Interface impedance with roughness effect

    Zi Interface impedance per unit of true interface area

    Zr = a (Zi)

    = 1/(D-1)

    Roughening the surface D 3 0.5

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    Estimating the Fractal Dimension

    Length: DrrrNrL = 1)()(

    Number of covering boxes or spheres: DrrN )(

    Box-counting: number of squares containing a piece of the

    object

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    Statistical Self-Similarity

    Generalisation:

    )/1ln(/))(ln(lim0

    rrNDr

    cap

    = , capacity dimension

    (Grassberg and Procaccia)

    Result of box-counting methodapplied to retina angiogram

    0

    2

    4

    6

    8

    10

    12

    14

    -10 -8 -6 -4 -2 0

    log2(1/r)

    log2

    (N(r))

    C.Felgueiras, J.P. Marques de S, A.M. Mendona (1999)

    D = 1.82

    Number of branching sites (cluster diameter)D

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    Generalised Fractal Dimensions

    (In a coverage of N(r) boxes of size r)

    Information dimension:

    )ln(/lnlim)ln(/)(lim)(

    100inf rpprrSD

    rN

    iii

    rr=

    ==

    S(r) Entropy; pi - probability for a point to lie in box i

    Correlation dimension:

    )ln(/lnlim)ln(/))(ln(lim)(

    1

    2

    00rprrCD

    rN

    ii

    rrcorr

    ===

    C(r) : Number of pairs of points in box i

    Generalised dimensions:

    )/1ln(

    )(lim

    )/1ln(

    ln

    1

    1lim

    0

    )(

    1

    0 r

    rF

    r

    p

    qD

    q

    r

    rN

    i

    qi

    rq

    =

    =

    =

    D0 = Dcap ; D1 = Dinf; D2 = Dcorr

    Dq decreases with q, e.g.: corrcap DDD inf

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    Hydroxyapatite Growth on Bioactive Surfaces

    0

    2

    4

    6

    8

    10

    12

    14

    16

    -8 -7 -6 -5 -4 -3 -2 -1 0

    log2(1/ )

    Fq(

    )

    0

    1

    2

    3

    4

    5

    6

    1,55

    1,6

    1,65

    1,7

    1,75

    1,8

    0 1 2 3 4 5 6

    q

    Dq

    comp3c

    comp14

    ha3a

    ha14b

    ha hydroxiapatite substrate

    comp composite glass substrate

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    Ha Hydroxiapatite

    comp 2 composite 2 glass

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    5 - SELF-AFFINITY

    AND THE

    FRACTIONAL BROWNIAN MODEL

    The symmetric random walk

    2

    1)1()1(;)(

    1

    ======

    ii

    n

    ii xPxPxnx

    n

    x(n)

    nnnnkkn

    n

    knxPn

    ,2,...,2,2

    1

    2

    ))(( +=

    +==

    [ ] [ ] nnxVnxE == )(0)(

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    Probability of the random walk for n=16.

    0

    0.05

    0.1

    0.15

    0.2

    0.25

    -1

    6

    -1

    2 -8 -4 0 4 8

    1

    2

    1

    6

    k

    P

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    Taking: r points per unit time

    jumps

    With: 22;0, rr

    Symmetric Random Walk Brownian Motion Function

    txe

    txtB

    222/

    2

    1),(

    =

    Properties:

    B(t+t)-B(t): Gaussian increments

    E[B(t+t)-B(t)] = 0

    V[B(t+t)-B(t)] = 2

    . t [B(t+t)-B(t)] t

    scaling

    [B(t+t)-B(t)] t

    [B(t+rt)-B(t)] tr = r 21

    . [B(t+t)-B(t)]

    Self-Affinity

    t r.t ; (B) r 21

    . (B)

    Iteration factor dependent on r (compare with page 9)

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    -50

    0

    50

    100

    150

    1

    501

    1001

    1501

    2001

    2501

    3001

    3501

    4001

    4501

    0

    1 0

    2 0

    3 0

    4 0

    5 0

    1 2 0 1 4 0 1 6 0 1 8 0 1

    0

    5

    1 0

    1 5

    2 0

    151

    101

    151

    201

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    Two processes:

    Self-similar: )(2

    1

    2rL

    rL =

    Self-affine: )(22

    rLrr

    L =

    0

    0.1

    0.2

    0.3

    0.4

    0.5

    0.60.7

    0.8

    0.9

    1

    1 2 4 8 16 32

    Self-similar

    Self-affine

    1/r

    L(r)

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    Fractional Brownian Motion

    Def.: Moving average of B(t,x) with increments weighted by2/1)( Hst

    - random walk with memory

    ( )

    t

    HH xsdBstxtB ),()(,

    2/1 ] [1,0H

    Hurst coefficient

    Self-affine process with :H

    H tB )(

    H = Brownian motion

    0 < H < fBm with anti-correlated

    samples

    < H < 1 fBm with correlated samples

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    BH(t)

    H

    H tB )( Kernel

    H=0.2, D=1.8

    0

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    149

    97

    145

    193

    241

    289

    337

    385

    433

    481

    -2000

    -1000

    0

    1000

    2000

    1 101 201 301 401

    H=0.5, D=1.5

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    149

    97

    145

    193

    241

    289

    337

    385

    433

    481

    -30

    -25

    -20

    -15

    -10

    -5

    0

    5

    1

    H=0.8, D=1.2

    0

    1

    2

    3

    4

    5

    6

    7

    152

    1

    03

    1

    54

    2

    05

    2

    56

    3

    07

    3

    58

    4

    09

    4

    60

    -30000

    -20000

    -10000

    0

    10000

    20000

    30000

    1 101 201 301

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    Computing the fractal dimension of the fBm :

    t = 1

    x = 1

    t = 1/N

    x

    o

    o

    ForH

    H

    Ntx

    Nt

    ===

    11

    The region tx is covered by:

    HN

    Nsquares of size

    NL

    1=

    The whole segment is covered by:

    H

    H

    H LN

    N

    NNLN

    ==

    =

    2

    2 1.)(

    Therefore: D = 2 H

    Higushi method: L(k)=sk1-D

    =skH-1

    1 100

    L(k)

    k

    S o

    oo

    oo o o

    o

    o

    0 10

    ln(L(k))

    ln(k)

    slope=1-D

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    6 - Chaotic Systems and Fractality

    Chaotic system:

    Deterministic dynamic system with high

    sensitivity to initial conditions.

    Example:

    Hnon process:

    x(n+1) = y(n) + 1 - 1.4x(n)2;

    y(n+1) = 0.3x(n).

    0 10 20 30 40 50 60 70 80 90 100-1.5

    -1

    -0.5

    0

    0.5

    1

    1.5

    n

    x[n]

    a) b) c)

    Figure 9. a) Hnon process signals with initial values differing in 10-12;

    b) Hnon attractor; c) A detail of the attractor.

    Some properties: High sensitivity to initial conditions. Values not predictable in the long run. System state describes intricate trajectories (attractor) in the

    phase space.

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    Analysis tool: Attractors in the phase-space

    Takens Theorem:

    The set {x[i],x[i+k],,x[i+dk]} is topologically equivalent to the attractor in an

    embedding space of dimension d+1.

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    7 Fractal Modelling of Foetal Heart Rate

    0 5 10 15 20

    133

    148

    154

    Time (min)

    FHR

    (bpm

    )

    Class B

    Class FS

    Class A

    Class A NEM sleep

    31 cases

    Class B REM sleep

    50 cases

    Class FS - Neuro-cardiac

    depression

    43 cases

    FHR modelling by a bi-scale fBm fractal

    0 20 40 60 80 1000

    500

    1000

    1500

    2000

    k

    L(k)

    Class AClass BClass FS

    Results of Higushi method ( 1)( = HSkkL )

    showing two scaling regions

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    FHR bi-scale behaviour

    10

    ln(L(k))

    ln(k)

    H1-1

    H2-1

    0

    ln(S1)

    ln(S2)

    STV LTV

    H1, H2

    0

    0,2

    0,4

    0,6

    0,8

    H1-A H1-B H1-FS H2-A H2-B H2-FS

    S1, S2

    5

    6

    7

    8

    9

    10

    S1-A S1-B S1-FS S2-A S2-B S2-FS

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    Foetal Heart Attractor

    (Stage A; Delay= 8 samples 20 s)

    C. Felgueiras, J.P. Marques de S (1998)

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    FHR Classification Results

    7 Features (3 temporal; 4 attractor)

    Actual No. of Predicted Class

    Class Cases A B FS

    A 31 26

    (84%)

    5

    (16%)

    0

    (0%)B 50 2

    (4%)

    48

    (96%)

    0

    (0%)

    FS 43 2

    (5%)

    0

    (0%)

    41

    (95%)

    Training set error: 7.3% - Test set error: 15.4%

    Comparison with traditional clinical method:

    FHR No. of Pe %

    Class Cases Fractal STV p

    A 31 16.1 67.7 < 0.001

    B 50 4.0 26.0 < 0.001

    FS 43 4.7 18.6 0.021

    Total 124 7.3 33.9 < 0.001

    C. Felgueiras, J.P. Marques de S, J. Bernardes, S. Gama (1998) Classification of Foetal Heart RateSequences Based on Fractal Features, Medical & Biological Eng. & Comp., 36(2): 197-201.

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    8 - FINAL COMMENT

    Interest of Fractal Modelling in BME

    Reveal the mechanisms that producephysiologic signals and structures.

    Clarify the meaning of measurements. Clarify the existence of deterministic

    causes in apparent random behaviour.

    Derive model parameters to classifydata.