다중혈관 관상동맥 환자에서 y-문합을 이용하여 양쪽 내흉동맥만을 사용한 우회술의 조기 성적

Co-Planar Stereotaxic Atlas of the Human Brain—3-Dimensional Proportional System: An Approach to Cerebral Imaging, J. Talairach, P. Tournoux. Georg Thieme Verlag, New York (1988), 122 pp., 130 figs. DM 268

1980 Preface * 1999 Preface * 1999 Acknowledgements * Introduction * 1 Circular Logic * 2 Phase Singularities (Screwy Results of Circular Logic) * 3 The Rules of the Ring * 4 Ring Populations * 5 Getting Off the Ring * 6 Attracting Cycles and Isochrons * 7 Measuring the Trajectories of a Circadian Clock * 8 Populations of Attractor Cycle Oscillators * 9 Excitable Kinetics and Excitable Media * 10 The Varieties of Phaseless Experience: In Which the Geometrical Orderliness of Rhythmic Organization Breaks Down in Diverse Ways * 11 The Firefly Machine 12 Energy Metabolism in Cells * 13 The Malonic Acid Reagent ('Sodium Geometrate') * 14 Electrical Rhythmicity and Excitability in Cell Membranes * 15 The Aggregation of Slime Mold Amoebae * 16 Numerical Organizing Centers * 17 Electrical Singular Filaments in the Heart Wall * 18 Pattern Formation in the Fungi * 19 Circadian Rhythms in General * 20 The Circadian Clocks of Insect Eclosion * 21 The Flower of Kalanchoe * 22 The Cell Mitotic Cycle * 23 The Female Cycle * References * Index of Names * Index of Subjects

https://www.cambridge.org/core/services/aop-cambridge-core/content/view/596B270197FE27DE5FABB598B6210622/S0025557200150892a.pdf/div-class-title-span-class-italic-the-geometry-of-biological-time-span-by-a-t-winfree-pp-544-dm68-corrected-second-printing-1990-isbn-3-540-52528-9-springer-div.pdf

The geometry of biological time , by A. T. Winfree. Pp 544. DM68. Corrected Second Printing 1990. ISBN 3-540-52528-9 (Springer)

An overview is presented of the medical image processing literature on mutual-information-based registration. The aim of the survey is threefold: an introduction for those new to the field, an overview for those working in the field, and a reference for those searching for literature on a specific application. Methods are classified according to the different aspects of mutual-information-based registration. The main division is in aspects of the methodology and of the application. The part on methodology describes choices made on facets such as preprocessing of images, gray value interpolation, optimization, adaptations to the mutual information measure, and different types of geometrical transformations. The part on applications is a reference of the literature available on different modalities, on interpatient registration and on different anatomical objects. Comparison studies including mutual information are also considered. The paper starts with a description of entropy and mutual information and it closes with a discussion on past achievements and some future challenges.

/pdf/mutual-information-based-registration-of-medical-images-a-4xrv2limmo.pdf

Mutual-information-based registration of medical images: a survey

where A represents the magnetic vector potential, is an integral of the hydromagnetic equations. This -integral made it possible to formulate a variational principle for the force-free magnetic fields. The integral expresses the fact that motions cannot transform a given field in an entirely arbitrary different field, if the conductivity of the medium isconsidered infinite. In this paper we shall show that the full set of hydromagnetic equations admit five more integrals, besides the energy integral, if dissipative processes are absent. These integrals, as we shall presently verify, are I2 =fbHvdV, (2)

Proceedings of the National Academy of Sciences

Physical approach to complex systems

We perform a comparative study of applicability of the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus maxima (WTMM) method in proper detecting of monofractal and multifractal character of data. We quantify the performance of both methods by using different sorts of artificial signals generated according to a few well-known exactly soluble mathematical models: monofractal fractional Brownian motion, bifractal Levy flights, and different sorts of multifractal binomial cascades. Our results show that in the majority of situations in which one does not know a priori the fractal properties of a process, choosing MFDFA should be recommended. In particular, WTMM gives biased outcomes for the fractional Brownian motion with different values of Hurst exponent, indicating spurious multifractality. In some cases WTMM can also give different results if one applies different wavelets. We do not exclude using WTMM in real data analysis, but it occurs that while one may apply MFDFA in a more automatic fashion, WTMM must be applied with care. In the second part of our work, we perform an analogous analysis on empirical data coming from the American and from the German stock market. For this data both methods detect rich multifractality in terms of broad f(alpha), but MFDFA suggests that this multifractality is poorer than in the case of WTMM.

https://arxiv.org/pdf/cond-mat/0504608.pdf

Wavelet versus detrended fluctuation analysis of multifractal structures

We propose an algorithm, multifractal cross-correlation analysis (MFCCA), which constitutes a consistent extension of the detrended cross-correlation analysis and is able to properly identify and quantify subtle characteristics of multifractal cross-correlations between two time series. Our motivation for introducing this algorithm is that the already existing methods, like multifractal extension, have at best serious limitations for most of the signals describing complex natural processes and often indicate multifractal cross-correlations when there are none. The principal component of the present extension is proper incorporation of the sign of fluctuations to their generalized moments. Furthermore, we present a broad analysis of the model fractal stochastic processes as well as of the real-world signals and show that MFCCA is a robust and selective tool at the same time and therefore allows for a reliable quantification of the cross-correlative structure of analyzed processes. In particular, it allows one to identify the boundaries of the multifractal scaling and to analyze a relation between the generalized Hurst exponent and the multifractal scaling parameter ${\ensuremath{\lambda}}_{q}$. This relation provides information about the character of potential multifractality in cross-correlations and thus enables a deeper insight into dynamics of the analyzed processes than allowed by any other related method available so far. By using examples of time series from the stock market, we show that financial fluctuations typically cross-correlate multifractally only for relatively large fluctuations, whereas small fluctuations remain mutually independent even at maximum of such cross-correlations. Finally, we indicate possible utility of MFCCA to study effects of the time-lagged cross-correlations.

Detrended cross-correlation analysis consistently extended to multifractality.

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated series at the border (q=5/3) between the Gaussian and the Levy basins of attraction asymptotically we find a phase-like transition between monofractal and bifractal characteristics. This indicates that these may solely be the specific nonlinear temporal correlations that organize the series into a genuine multifractal hierarchy. For analyzing various features of multifractality due to such correlations, we use the model series generated from the binomial cascade as well as empirical series. Then, within the temporal ranges of well-developed power law correlations we find a fast convergence in all multifractal measures. Besides its practical significance this fact may reflect another manifestation of a conjectured q-generalized Central-Limit Theorem.

https://iopscience.iop.org/article/10.1209/0295-5075/88/60003/pdf

Quantitative features of multifractal subtleties in time series

By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche Borse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic price increments and inter-trade intervals of time. We show that both quantities reveal multiscaling and that this result holds across different stocks. The origin of the multifractal character of the corresponding dynamics is, among others, the long-range correlations in price increments and in inter-trade time intervals as well as the non-Gaussian distributions of the fluctuations. Since the transaction-to-transaction price increments do not strongly depend on or are almost independent of the inter-trade waiting times, both can be sources of the observed multifractal behaviour of the fixed-delay returns and volatility. The results presented also allow one to evaluate the applicability of the Multifractal Model of Asset Returns in the case of tick-by-tick data.

Jaroslaw Kwapien

Papers

Physical approach to complex systems

Wavelet versus detrended fluctuation analysis of multifractal structures

Detrended cross-correlation analysis consistently extended to multifractality.

Quantitative features of multifractal subtleties in time series

Multifractality in the stock market: price increments versus waiting times