Chap5 PDF
Chap5 PDF
Introduction to Fractals
Larry S. Liebovitch
Center for Complex Systems and Brain Sciences, Center for Molecular
Biology and Biotechnology, & Departments of Psychology and
Biomedical Sciences
Florida Atlantic University
777 Glades Road
Boca Raton, FL 33431
U. S. A.
E-mail: [email protected]
http://walt.ccs.fau.edu/~liebovitch/larry.html
Lina A. Shehadeh
Center for Complex Systems and Brain Sciences
Florida Atlantic University
777 Glades Road
Boca Raton, FL 33431
U. S. A.
Liebovitch & Shehadeh
INTRODUCTION
This chapter is a Word version of the PowerPoint presentation
given by Dr. Larry S. Liebovitch at the NSF Nonlinear Methods in
Psychology Workshop, October 24-25, 2003 at George Mason
University, Fairfax, VA. The PowerPoint presentation itself is also
available as a part of this web book. Here the notes which can be seen
on the PowerPoint presentation by using Normal View are presented
as text around their respective PowerPoint slides. The concept here is
to try to reproduce the look and feel of the presentation at the
workshop. Therefore, this is not, and is not meant to be, your usual
print article. The form of the language here is more typical of
spoken, rather than written, English. The form of the graphics is
sparser, larger pictures captioned with larger fonts, that is more typical
of PowerPoint presentations than printed illustrations. We hope that
this experimental format may provide a simpler introduction to fractals
than that of a more formal presentation. We also hope that the
availability of the PowerPoint file will be of use in teaching these
materials and may also serve as a starting point for others to customize
these slides for their own applications.
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Introduction to Fractals
Most data are characterized by the mean and standard deviation, like
45.3 0.3. Youll learn here that if the data are fractal, those means and
standard deviations are meaningless! A pretty basic change in the
simplest way we handle data.
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Well start with objects. Lets first see the difference between the non-
fractal and fractal objects.
Properties of Objects
in Space
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Non-Fractal
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Fractal
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Introduction to Fractals
A non-fractal object has most pieces that are about the same size.
Non - Fractal
Size of Features
1 cm
1 characteristic
scale
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A fractal object has pieces of all different sizes. The variation in the size
of the pieces of fractal objects is much larger than the variation in the
size of the pieces of non-fractal objects. Typically, there are a few big
pieces, some medium-sized pieces, and very many tiny pieces.
Fractal
Size of Features
2 cm
1 cm
1/2 cm
1/4 cm
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Introduction to Fractals
Self-Similarity.
The little pieces are smaller copies of the larger pieces.
Scaling.
The values measured depend on the resolution used to
make the measurement.
Statistics.
The average size depends on the resolution used to
make the measurement.
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Example of a Fractal
A tree is fractal
from http://www.feebleminds-gifs.com/trees23.jpg
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Introduction to Fractals
Example of a Fractal
Lightning is fractal
from http://bobqat.com/Mazama/Sky/013.html
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The pattern of clouds in the sky is fractal. They are made up of a few
big clouds, some medium-sized clouds, and very many small clouds.
The cloud pattern is self-similar: The little clouds are smaller copies of
the larger clouds. There is a scaling: The size of each cloud depends
on which cloud we measure. There is no average size of a cloud: The
greater the number of smaller clouds we include, the smaller is the
average size of a cloud.
Example of a Fractal
Clouds are fractal
From http://www.feebleminds-gifs.com/cloud-13.jpg
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Example of a Fractal
A Pollock Painting is Fractal
From R. P. Taylor. 2002. Order in Pollocks Chaos, Sci. Amer. Dec. 2002
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Fractals
Self-Similarity
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Introduction to Fractals
The coastline, the fractal border between the land and the sea, has
many bays and peninsulas. As you magnify the coastline you see ever
smaller bays and peninsulas. The structure at a large scale is similar to
the structure at a small scale. It is similar to itself at different scales.
This is called self-similarity.
Self-Similarity
Pieces resemble the
whole.
Land Land
Land
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Sierpinski Triangle
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The blood vessels in the retina are self-similar. The branching of the
larger vessels is like the branching of the smaller vessels. The airways
in the lung are self-similar. The branching of the larger airways is like
the branching of the smaller airways. In real biological objects like
these, each little piece is not an exact copy of the whole object. It is
kind of like the whole object which is known as statistical self-similarity.
Branching Patterns
blood vessels air ways
in the retina in the lungs
Family, Masters, and Platt 1989 West and Goldberger 1987
Physica D38:98-103 Am. Sci. 75:354-365
Mainster 1990 Eye 4:235-241
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We can plot how many vessels there are of each size. This is called the
Probability Density Function (PDF). A power law distribution is
evidenced in a straight line on a plot of log (number) vs. log (size).
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The PDF of the large vessels is a straight line on a plot of log (number)
vs. log(size). There are a few big-big vessels, many medium-big
vessels, and a huge number of small-big vessels.
The PDF of the big vessels has the same shape (i.e., is similar to) the
PDF of the small vessels. The PDF is a measure of the statistics of the
vessels. So, the PDF (the statistics) of the large vessels is similar to the
PDF (the statistics) of the small vessels. This is statistical self-similarity.
The small pieces are not exact copies of the large pieces, but the
statistics of the small pieces are similar to the statistics of the large
pieces.
Statistical Self-Similarity
The statistics of the big pieces is the same
as the statistics of the small pieces.
1000 1000
Number SMALL Number BIG
blood blood
100 100
vessels vessels
10 10
1 1
1 10 100 1000 1 10 100 1000
size in m size in mm
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Introduction to Fractals
Fractals are not only objects in space, but can also be processes in
time. There are proteins, called ion channels, in the fatty membranes
of living cells that let ions, like sodium and potassium, enter or exit the
cell.
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A small pipette can suck up a small piece of cell membrane with only
one ion channel in it, and even it tear it off and away from the cell. The
movement of sodium or potassium through the ion channel produces an
electrical current that can be measured. Its a pretty small current, a
picoAmp, which is about one billionth (1/1,000,000,000) of the current
from a D battery. This is called the Patch Clamp. Whats really
interesting is that these ion channel proteins act like little electrical
switches. Either they are either fully open or fully closed to the
movement of sodium or potassium. They switch, all the time, between
these fully open and fully closed states. Its impressive to watch this
technology measure the changes in a single molecule at a time.
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These open and closed times are fractal! If you record them and play
them back slowly you see a sequences of open and closed times. But if
you take one segment of time, and play it back at higher resolution, you
see that it actually consists of many briefer open and closed times. It is
self-similar in time.
5 sec
FC = 1k Hz 5 pA
5 msec
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Here is a histogram of the times (in ms) that one channel was closed.
The recording was made at the fastest time resolution, allowing the
briefest closed times to be recorded. The PDF is mostly a straight line
on this log (number) versus time (t) plot, but with an occasional longer
closed time. Data with fractal properties often have unusual events that
occur more often than expected from the usual Bell Curve. Those
occasional longer closed times are a hint that these data might be
fractal.
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Here is another histogram of the closed times (in ms) of that same ion
channel. This recording was made at a little slower time resolution and
so longer closed times were recorded. The PDF is mostly a straight line
on this log (number) versus time (t) plot, but with an occasional longer
closed time.
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Here is another histogram of the closed times (in ms) of that same ion
channel. This recording was made at an even slower time resolution
and so even longer closed times were recorded. The PDF is mostly a
straight line on this log (number) versus time (t) plot, but with an
occasional longer closed time.
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Here is another histogram of the closed times (in ms) of that same ion
channel. This recording was made at a much lower time resolution and
so only the longest closed times were recorded. The PDF is mostly a
straight line on this log (number) versus time (t) plot, but with an
occasional longer closed time. The PDF looks similar at different time
resolutions. The PDF is a measure of the statistics. So, the statistics is
similar to itself at different time resolutions. This is statistical self-
similarity in time.
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Each of those histograms of the closed times is measured at its own time
resolution, the time width of each bin. Wouldnt it be nice to see all
those different time scales at once? We cant do that with a histogram,
but we can covert each histogram into its PDF and then combine those
PDFs. Here is the PDF of all those histograms combined. Now we can
see that there is a simple relationship (red line) between all the
different closed times. Thus, there is a relationship between the closed
times as short as a millisecond and those as long as a second. This
relationship is called a scaling relationship.
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Fractals
Scaling
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If we measure the length of the west coast of Britain with a large ruler,
we get a certain value for the length of the coastline. If we now
measure it again with a smaller ruler, we catch more of the smaller bays
and peninsulas that we missed before, and so the coastline
measurement is longer. The value we measure for the coastline
depends on the size of the ruler that we use to measure it.
Scaling
The value measured depends
on the resolution used to do
the measurement.
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Here is a plot of how the length of the west coast of Britain depends
upon the resolution that we use to measure it. There is no one value
that best describes the length of the west coast of Britain. It depends
upon the scale (resolution) at which we measure it. As we measure it at
a finer scale, we include the segments of the smaller bays and
peninsulas, and the coastline is longer. This is one of the surprising
way in which fractals change the most basic way that we analyze and
understand our data. There is no one number that best describes the
length of the west coast of Britain. Instead, what is important is how the
length depends upon the resolution that we use to measure it. The
more smaller bays and peninsulas, the more the length of the coast
increases when it is measured at a finer resolution, and the steeper the
slope on this plot. This plot therefore shows that the coast of Britain is
rougher than that of Australia, which is rougher than that of South
Africa, which is rougher than that of a plain circle.
AUSTRIA
LIAN CO
AST
4.0
CIRCLE
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There is no one area that best describes the size of these islands. The
area measured depends on the resolution used. This scaling
relationship is a straight line on a plot of log (area) versus log
(resolution).
There is no one perimeter that best describes the size of these islands.
The perimeter measured depends on the resolution used. This scaling
relationship is also a straight line on a plot of log (perimeter) versus log
(resolution).
This is one of the surprising way in which fractals change the most basic
way that we analyze and understand our data. There is no one number
that best describes the area or perimeter of these islands. Instead,
what is important is how the area or perimeter depends upon the
resolution that we use to measure it.
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So far, weve seen fractal scaling in space. There are also fractal
scaling in time. The usual way to measure the switching of an ion
channel is the kinetic rate constant. That tells us the probability that
the ion channel switches between open and closed states. But the ion
channel must be closed (or open) long enough for us to see it as closed
(or open). A more appropriate measure is the probability that the ion
channel switches between open and closed states, given that it has
already remained in a state for a certain amount of time. That certain
amount of time defines the time resolution at which we measure the
switching probability. We called that probability the effective kinetic
rate constant (keff),
which is the probability (Pr) for the ion channel to open (or close)
during the time interval T = (t, t+t), given that it has already remained
closed (or open) for a time T teff. In the branch of statistics called
renewal theory, keff is called the age specific failure rate, for
example, the probability that a light bulb fails in the next second given
it has already burned for teff hours. In the branch of statistics used in
epidemiology and insurance, keff is called the survival rate, for
example, the probability that a patient dies of cancer this year, if they
have already had cancer for teff years.
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Fractal Kinetics
Liebovitch et al. 1987 Math. Biosci. 84:37-68.
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We measured the open and closed times for an ion channel in the cells
in the cornea, the clear part in the front of the eye that you look through
to see these words. The effective kinetic rate constant is a straight line
on a plot of log (effective kinetic rate constant) versus log (effective
time used to measure it). This is a fractal scaling relationship in time.
The faster we could look, the briefer open and closed times we would
see.
70 pS K+ Channel
Corneal Endothelium
Liebovitch et al. 1987 Math. Biosci. 84:37-68.
1000
effective 1-D
kinetic keff = A t eff
rate 100
constant
keff in Hz
10
1
1 10 100 1000
effective time scale
teff in msec
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Introduction to Fractals
Fractals have given us a new way to analyze data from the patch clamp
measurements of the open and closed times of ion channels. Instead of
measuring a property (the kinetic rate constant) at one time scale, we
measure how a property (the effective kinetic rate constant) changes
when we measure it at different time scales. We have been using the
information in this fractal scaling relationship to give us clues about the
structure and motions in ion channel protein. Specifically, we have
been using the scaling relationship to calculate the energy difference
between the open and closed states of the ion channel protein and how
that energy difference varies in time. The picture of ion channels
before fractals analysis was that they are firm, sharp, uptight things that
go click, click, click, between a few, very different static states. The
picture of ion channels after fractal analysis is that they are complex
dynamic things, with many pieces of different size that move over
different time scales, whose new shapes and movements determine
what its going to do next.
Fractal Approach
Liebovitch 1989 Math. Biosci. 93:97-115.
Liebovitch and Tth 1991 Bull. Math. Biol. 53:443-455.
Liebovitch et al. 2001 Methods 24:359-375.
New viewpoint:
Analyze how a property, the effective kinetic
rate constant, keff, depends on the effective
time scale, teff, at which it is measured.
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Introduction to Fractals
Correlations
H > 1/2
persistent
H = 1/2
no correlation
log (dispersion)
H < 1/2
dispersion 3
dispersion 2
dispersion 1
anti-persistent
window 1
window 2
window 3
Measures of disperson:
Hurst Rescaled Range Analysis: R/S
Detrended Fluctuation Analysis: DFA
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On the left, the Hurst rescaled range analysis was used to measure the
correlations in the open and closed times of an ion channel protein
(open circles). At short times, H = 0.6, and at along times H = 0.9.
These are very persistent correlations. The correlations disappear
(black circles) when the order of the open and closed times was
randomly shuffled. This means that there is a long term memory,
which gets stronger with time, in how the shape of the ion channel
protein changes in time. Previous models of ion channels, as shown on
the right, assumed that the channel switched between a few, discrete
shapes, without any memory. This fractal analysis tells us that ion
channels do not behave that way. Instead, the fractal analysis has
enabled us to see that there are important, continuous dynamical
processes, with memory, going on inside the ion channel protein.
Fractal Kinetics
Kochetkov, et al. 1999. J. Biol. Phys. 25:211-222.
Data H = 0.9
8-state Markovian Model
Ca++ Ca++ Ca++ Ca++
C8 C7 C6 C5 C4
Ca++ Ca++
H = 0.6 C3 C2 C1
H = 0.5
a process with memory memoryless
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Fractal Walking
Hausdorff et al. 1997. J. Appl. Physiol. 82:262-269.
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This is the take-home lesson: We are used to thinking that there is one
measurement that best describes a property of an object. For a fractal
object that extends over many scales, in space or time, a property
depends on the scale at which it is measured. There is no one
measurement that best describes the object. The object is best
described by how the property measured depends upon the resolution
at which it is measured. This relationship is characterized by a
parameter called the fractal dimension. The fractal dimension can be
calculated from the slope of this logarithmic-logarithmic graph.
Scaling
one measurement: scaling relationship:
not so interesting much more
interesting
the measuremnt
the measuremnt
Logarithm of
Logarithm of
one slope
value
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Fractals
Statistics
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Here is a set of numbers; maybe they are the values measured from an
experiment. I have drawn a circle to represent each number. The
diameter of the circle is proportional to the magnitude of the number.
Here is a non-fractal set of numbers. Most of them are about the size of
an average number. A few are a bit smaller than the average. A few
are bit larger than the average.
Not Fractal
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Here is the PDF of theoe non-fractal numbers. The PDF is how many
numbers there are of each size. The PDF here is called a Bell Curve,
a Gaussian Distribution, or a Normal Distribution. Its strange that
someone chose to call this a normal distribution. We are about to see
that much of the world is definitely not like this kind of normal.
Not Fractal
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Gaussian
Bell Curve
Normal Distribution
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Fractal
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Here is the PDF of these fractal numbers. The PDF is how many
numbers there are of each size. There are a few big numbers, many
medium sized numbers, and a huge amount of tiny numbers. The PDF
is a straight line on a plot of log(How Many Numbers; the PDF) versus
log(value of the numbers).
Fractal
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Non - Fractal
Mean
pop
More Data
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Here is why that happens. Again, here is a set of fractal numbers. The
diameter of the circles are proportional to the size of the numbers. As
you include ever more numbers one of two things will happen:
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Here is the PDF of that non-fractal game of chance. It shows how often
(the PDF on the vertical axis) you will win how much money (the x value
on the horizontal axis) if you play 100 times. Its a Bell Curvea
Gaussian, Normal distributionjust the kind of distribution they taught
you about in Statistics 101.
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Heres what happens when I played that non-fractal game, over and
over again. A computer (actually a Macintosh Plus running Microsoft
BASIC!) picked a random number to simulate flipping the coin. Here,
the average winnings per game is shown after n games. For a while I
(the Mac) was lucky. I was winning more than an average 50 in each
game. But, as you might suspect (this is called the Law of Large
Numbers), after a while my luck ran out. In the long run, I was winning
exactly an average of 50 in each game.
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Introduction to Fractals
Now, lets play a fractal game of chance. This game was invented by
Niklaus Bernoulli who lived in St. Petersburg, Russia, and was
published by his uncle Daniel Bernoulli who lived in Germany, about
350 years ago. Here, we toss a coin UNTIL it comes up heads. If it
comes up heads on the first toss, we win $2. If it comes up tails first,
and then heads on the second toss, we win $4. If it comes up tails twice,
and then heads on the third toss, we win $8. And so on.
The average winnings are the probability of each outcome times how
much we win on that outcome. The average winnings are (1/2) ($2) +
(1/4) ($4) + (1/8) ($8) + (1/16) ($16) + . = 1 + 1 + 1 + 1 = .
We say to the casino, Half the time well win $2; the median winnings
of this game is $2 because half the time the coin comes up heads on
the first toss and we win $2. So, we think it is very fair to put up twice
the median winnings, $4, to play each game. To our surprise, the now
angry casino owner says, No! He adds, The average winnings of this
game are infinite, you must put up more than all the money in the
universe to play this game, even once!
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fabric of statistics that became popular in the natural sciences and that
is taught in Statistics 101. Now, with the popularity of fractals, it is being
rediscovered and its importance in analyzing and understanding real
data increasingly appreciated.
1 + 1 + 1 + ... = Fractal
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Here is the PDF of that fractal game of chance. It shows how often (the
PDF on the vertical axis) you will win how much money (the x value on
the horizontal axis). Its NOT a Bell Curve, Gaussian, or Normal
distribution. Most often you win only a small amount, more often you
win a bigger amount, very rarely you win a huge amount. It is just like
the fractal PDF of the blood vessels in the retina, or any fractal object! It
is a straight line on a plot of log (How Often) versus log(How Much).
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Heres what happens when I played that fractal game over and over
again. Here, the average winnings per game is shown after n games.
The more I played, the more often there was sometimes a lot of tails
before that first head. When there are a lot of those tails, I won a huge
jackpot. As more and more of those jackpots happened, the average
winnings per game kept increasing. There is no average (population
mean) for this game. The more I played, the more the average kept
changing. They told you in Statistics 101 that the more data you have,
the closer the sample means are to the population mean. Not here!
There is no population mean. The more data we have (the more games
I played) the more the sample means keep changing. The few
exponentially large wins keep pushing the sample mean up, which is
very different than what you learned in Statistics 101. Welcome to
fractals.
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Introduction to Fractals
Non-Fractal
Log avg
density within
radius r
Log radius r
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Fractal
Meakin 1986 In On Growthand Form: Fractal and Non-Fractal Patterns in
Physics Ed. Stanley & Ostrowsky, Martinus Nijoff Pub., pp. 111-135
Log avg
density within radius r
0
.5
-1.0
-1.5
-2.0
-2.5
0 .5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5 6.0
Log radius r
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time
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Introduction to Fractals
They divided the time record into windows and counted the number of
action potentials in each window. Here, two in the first window, six in
the second, and so on. The firing rate is the number of action
potentials in each window, divided by the time duration of that window.
2 6 3 1 5 1
Firing Rate = 2, 6, 3, 1, 5,1
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Here they made the windows twice as long in time, and counted the
number of action potentials in each window. Again, the firing rate is
the number of action potentials in each window, divided by the time
duration of that window.
8 4 6
Firing Rate = 8, 4, 6
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Introduction to Fractals
In Statistics 101 they taught you that as you collect more data, the
fluctuations average out. You were taught to expect that the fluctuations
in the firing rate should be less as the time windows get longer. But
look herethe variations dont change much as the time windows go
from 0.5 s to 5.0 s to 50.0 s! [Actually, the real deal here is that the
variance of the fluctuations falls much slower than 1/sqrt(n)]. You
include more data, but you dont get any closer to the real firing rate.
There is no one single value, like a population mean, that best
describes the firing rate. The increase in variation at longer time
windows is real. It represents correlations in the action potentials
which may tell how information is encoded in the timing of the action
potentials.
150
140 The
130
T = 50.0 sec T = 5.0 sec variation
in the
FIRING RATE
120
110
firing rate
100
does not
90
decrease
at longer
80
time
70 T = 0.5 sec
windows.
60
0 4 8 12 16 20 24 28
SAMPLE NUMBER (each of duration T sec)
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Fractals
Power Law PDFs
PDFs: Fractal data have a characteristic PDF form called a Power Law.
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These are electrocardiograms (EKGs) that record the voltage from the
heart. The first chart strip shows a normal heart. The second chart strip
shows a heart that is beating dangerously fast (ventricular tachycardia).
This is dangerous because it can lead to ventricular fibrillation, where
the heart no longer contracts in a regular way and can result in death in
3 minutes.
Heart Rhythms
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Inter-event Times
Liebovitch et al. 1999 Phys. Rev. E59:3312-3319.
Cardioverter Defibrillator
Episodes of Ventricular
Tachycardia (v-tach)
t1 t2 t3 t4 t5
time ->
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Introduction to Fractals
Patient #33
6
10
5
Relative Frequency =
10
(9.8581) Interval-1.0988
4
10
Relative
Frequency 10
3
2
10
1
10
0
10
-1
10
-2
10
-3
10
-4
10
-5
10
-4 -3 -2 -1 0 1 2 3
10 10 10 10 10 10 10 10
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Here again, from another patient, is the relative frequency. The PDF is
proportional to the relative frequency. The plot is also a straight line on
a log (how often) versus log(time between events) scale. This is also
fractal scaling. The events of rapid heart rate for this patient also
happen with a fractal timing.
Patient #53
6
10
5
Relative Frequency =
10
(3.2545) Interval-1.3664
4
10
Relative
Frequency 10
3
2
10
1
10
0
10
-1
10
-2
10
-3
10
-4
10
-5
10
-4 -3 -2 -1 0 1 2 3
10 10 10 10 10 10 10 10
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Introduction to Fractals
6 Patients
Liebovitch et al. 1999 Phys. Rev. E59:3312-3319.
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We are also analyzing the times at which different e-mail viruses arrive
at the gateway into an internet service provider. On the picture on the
following page are the eventsthe arrival times of e-mail viruses. We
are looking at the duration of times between the arrival of each virus.
We have studied 4 viruses:
Much is known about the structure of the Internet. Less is known about
the dynamics of the Internet. The arrival times of these viruses depend
on both the structure and dynamics of the Internet. We are hoping that
our study of these arrival times will tell us how the structure interacts
with the dynamics if the Internet.
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Introduction to Fractals
t1 t2 t3 t4 t5
time ->
AnnaKournikova
"Hi: Check This! AnnaKournikova.jpg vbs.
Magistr
Subject, body, attachment from other files: erase disk, cmos/bios.
Klez
E-mail from its own phrases: infect by just viewing in Outlook Express.
Sircam
I send you this file in order to have your advice.
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Liebovitch & Shehadeh
We have data, unfortunately, from many, many virus events. Here are
the PDFs from AnnaKournikova and Magistr, how often the different
times between the arrivals occurred. These plots are straight lines on a
log (how often) versus log(time between arrivals) scale. These are
fractal scalings. The arrival of these viruses happens with a fractal
timing.
E-mail Viruses
Liebovitch and Schwartz 2003 Phys. Rev. E68:017101.
10 2 10 2
AnnaKournikova Magistr.b
PDF
10
1 PDF
10
1
d=1.51 d=3.19
0 0
10 10
-1 -1
10 10
-2 -2
10 10
-3 -3
10 10
-4 -4
10 10
-5 -5
10 10
10 -3 10 -2 10 -1 10 0 10 1 10 -3 10 -2 10 -1 10 0 10 1
Interval Interval
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Introduction to Fractals
Here are the PDFs from Klez and Sircam, how often the different times
between the arrivals occurred. These plots are also straight lines on a
log (How Often) versus log(time between arrivals) scale. These are
also fractal scalings. The arrival of these viruses also happens with a
fractal timing.
E-mail Viruses
Liebovitch and Schwartz 2003 Phys. Rev. E68:017101.
2 2
10 10
Klez.e Sircam.a
PDF
10
1 PDF
10
1
d=2.40 d=2.96
0 0
10 10
-1 -1
10 10
-2 -2
10 10
-3 -3
10 10
-4 -4
10 10
-5 -5
10 10
10 -3 10 -2 10 -1 10 0 10 1 10 -3 10 -2 10 -1 10 0 10 1
Interval Interval
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Liebovitch & Shehadeh
We made a simple model to study how the structure and the dynamics
of the Internet are interrelated.
Structure
K n(k) = k-a units of size k
Dynamics
In one burst:
e(k) = kb viruses
time
t(k) = k-c apart
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Introduction to Fractals
There were some interesting results from these models. First, the
model predicts a power law distribution in the PDF of the times
between the arrival of the viruses. Second, the exponent of that power
law tells us whether relatively more viruses are sent from the small
number of larger networks or the larger number of small networks.
Model: Results
PDF(t) = t-d
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Liebovitch & Shehadeh
Fractals
Methods for Determining
the PDFs
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Introduction to Fractals
Its not so easy to make a good PDF from the histogram of How Many
events there are in each time bin. If we choose the bins narrow, we get
good resolution for the small events. But, at long times, because the
bins are so narrow, we may see only 1 or 2 events, or even 0 events, in
some of those bins. If we try to fix this by making the bins wider, we do
get more events in the bins at longer times. But, at short times, we now
have poor resolution.
Bins dt Small
PDF
Good at small t.
BAD at large t.
Bins dt Large
BAD at small t.
PDF
Good at large t.
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Liebovitch & Shehadeh
We figured out a nice algorithm to get a better PDF. Narrow bins are
good at short times. Wide bins are good at long times. So, we make
histograms of different bin sizes. But, we cannot combine histograms of
different bin sizes. However, we can compute the PDF from each
histogram and then combine the PDFs. For each histogram, the PDF(t)
is N(t), the number of values in the bin that covers (t, t+dt), divided by
Nt, the total number of values in that histogram, divided by dt, the width
of the bins in that histogram. The histograms with narrow bins give us
good resolution in the PDF at short times. The histograms with wide
bins give us good values in the PDF at long times. Weve found that this
method yields accurate and reliable PDFs for tails of many different
kinds of distributions. See Liebovitch et al. 1999 for details.
Solution:
Make ONE PDF
From SEVERAL Histograms of DIFFERENT Bin Size
Choose dt = 1, 2, 4, 8, 16 seconds
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Introduction to Fractals
Here, PDFs were measured from a set of fractal data. The red boxes
indicate the PDF made in the usual way from one histogram. You can
see where there are only 1 or 2 events in the largest bins. The black
boxes indicate the PDF generated from the same data using the new
multi-histogram method to make the PDF. Pretty impressive difference.
10 1
PDF
0
10
10 -1
New multi-histogram
10 -2
Standard fixed dt 10 -3
10 -4
10 -5
10 -6
10 -2 10 -1 10 0 10 1 10 2 10 3 10 4
Values
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Fractals
Summary
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Introduction to Fractals
SELF-SIMILARITY
Definition: Pieces of an object in space, or parts of a process in time, are
smaller versions of the whole object or process.
Examples: The Sierpinski Triangle in space and the times between the
arrival of e-mail viruses.
Summary
Summary of
of Fractal
Fractal Properties
Properties
Self-Similarity
Pieces resemble the
whole.
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Liebovitch & Shehadeh
SCALING
Definition: The value measured for a property depends on the scale, in
space or time, over which it is measured.
Examples: The length of the west coast of Britain and the closed times of
ion channel proteins in the cell membrane.
Summary
Summary of
of Fractal
Fractal Properties
Properties
Scaling
The value measured
depends on the
resolution.
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Introduction to Fractals
STATISTICS
Definition: The PDF is a power law. The population mean and
population standard deviation dont exist.
Examples: The winnings in the St. Petersburg game and the variation in
the times between action potentials recorded from auditory nerve cells
in the ear.
Importance for data analysis: When the mean depends on the spatial
scale, the temporal scale, or how much data we analyze, then the mean
is meaningless. What is meaningful is how the sample means, or
another scaling property, depend on the spatial scale, the temporal
scale, or how much data we analyze, which is described by the fractal
dimension.
Summary
Summary of
of Fractal
Fractal Properties
Properties
Statistical Properties
Moments may be zero
or infinite.
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Liebovitch & Shehadeh
Now:
Still changing
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Introduction to Fractals
The take-home lesson here is not that fractals some arcane super-
sophisticated mathematical tool that only needs to be used in some
strange circumstance. Fractals change the most basic way we look at
experimental data. They allow us to analyze and make sense out of the
huge amount of real data that just aint a bell curve. The most
common use of mathematics and statistics in all science is means
s.e.m. Fractals tell us that if the data are fractal, those means are
meaningless! Thats a pretty basic change in the simplest way we
handle data. Thats what revolutions in science are aboutnot about
changing the complex stuff, but about changing the simplest stuff. The
stuff that we were taught so firmly that we never thought it would
change.
No Bell Curves
Fractals No Moments
No mean s.e.m.
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Liebovitch & Shehadeh
1. A book called Fractals and Chaos Simplified for the Life Sciences
(Liebovitch, 1998). This book consists of facing pages, where the left
page is text and the right page is a picture. It leads you, one concept at
a time, through the material.
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Introduction to Fractals
Technical Details
ACKNOWLEDGEMENTS
The development of some of these materials was supported, in part, by
NSF grants DUE-9752226 and DUE-9980715.
266