Published April 15, 2024 | Version v1
Journal article

Multifractal spectral features enhance classification of anomalous diffusion

  • 1. Institute for Physics & Astronomy, University of Potsdam, 14476 Potsdam-Golm, Germany
  • 2. Asia Pacific Center for Theoretical Physics, Pohang 37673, Republic of Korea
  • 3. Department of Psychology, State University of New York at New Paltz, New Paltz, New York 12561, USA
  • 4. Department of Biomechanics and Center for Research in Human Movement Variability, University of Nebraska at Omaha, Omaha, Nebraska 68182, USA

Description

Anomalous diffusion processes, characterized by their nonstandard scaling of the mean-squared displacement, pose a unique challenge in classification and characterization. In a previous study [Mangalam et al., Phys. Rev. Res. 5, 023144 (2023)], we established a comprehensive framework for understanding anomalous diffusion using multifractal formalism. The present study delves into the potential of multifractal spectral features for effectively distinguishing anomalous diffusion trajectories from five widely used models: fractional Brownian motion, scaled Brownian motion, continuous-time random walk, annealed transient time motion, and Lévy walk. We generate extensive datasets comprising 106 trajectories from these five anomalous diffusion models and extract multiple multifractal spectra from each trajectory to accomplish this. Our investigation entails a thorough analysis of neural network performance, encompassing features derived from varying numbers of spectra. We also explore the integration of multifractal spectra into traditional feature datasets, enabling us to assess their impact comprehensively. To ensure a statistically meaningful comparison, we categorize features into concept groups and train neural networks using features from each designated group. Notably, several feature groups demonstrate similar levels of accuracy, with the highest performance observed in groups utilizing moving-window characteristics and p varation features. Multifractal spectral features, particularly those derived from three spectra involving different timescales and cutoffs, closely follow, highlighting their robust discriminatory potential. Remarkably, a neural network exclusively trained on features from a single multifractal spectrum exhibits commendable performance, surpassing other feature groups. In summary, our findings underscore the diverse and potent efficacy of multifractal spectral features in enhancing the predictive capacity of machine learning to classify anomalous diffusion processes.

Additional details

Identifiers

DOI
10.1103/PhysRevE.109.044133;
arXiv
arXiv:2401.07646;
Crossref Funder ID
10.13039/100000001; 10.13039/501100001659; 10.13039/100009499; 10.13039/100000057;

Publishing Information

Journal Title
Physical Review E
Journal Volume
109
Journal Issue
4
Journal Page Range
21 pgs.
ISSN
1089-3787

Optional Information

Copyright
©2024 American Physical Society
Contract/Grant/Project number
ME 1535/12-1; P20GM109090
Notes
Contact Email: rmetzler@uni-potsdam.de; Contact Email: mmangalam@unomaha.edu; Record automatically processed
Funding organization
National Science Foundation; Deutsche Forschungsgemeinschaft; University of Nebraska Omaha; National Institute of General Medical Sciences