Decomposing Multifractal Crossovers

Zoltan Nagy, Peter Mukli, Peter Herman, Andras Eke

Physiological processes-such as, the brain's resting-state electrical activity or hemodynamic fluctuations-exhibit scale-free temporal structuring. However, impacts common in biological systems such as, noise, multiple signal generators, or filtering by transport function, result in multimodal scaling that cannot be reliably assessed by standard analytical tools that assume unimodal scaling. Here, we present two methods to identify breakpoints or crossovers in multimodal multifractal scaling functions. These methods incorporate the robust iterative fitting approach of the focus-based multifractal formalism (FMF). The first approach (moment-wise scaling range adaptivity) allows for a breakpoint-based adaptive treatment that analyzes segregated scale-invariant ranges. The second method (scaling function decomposition method, SFD) is a crossover-based design aimed at decomposing signal constituents from multimodal scaling functions resulting from signal addition or co-sampling, such as, contamination by uncorrelated fractals. We demonstrated that these methods could handle multimodal, mono- or multifractal, and exact or empirical signals alike. Their precision was numerically characterized on ideal signals, and a robust performance was demonstrated on exemplary empirical signals capturing resting-state brain dynamics by near infrared spectroscopy (NIRS), electroencephalography (EEG), and blood oxygen level-dependent functional magnetic resonance imaging (fMRI-BOLD). The NIRS and fMRI-BOLD low-frequency fluctuations were dominated by a multifractal component over an underlying biologically relevant random noise, thus forming a bimodal signal. The crossover between the EEG signal components was found at the boundary between the δ and θ bands, suggesting an independent generator for the multifractal δ rhythm. The robust implementation of the SFD method should be regarded as essential in the seamless processing of large volumes of bimodal fMRI-BOLD imaging data for the topology of multifractal metrics free of the masking effect of the underlying random noise.