Chaos, Solitons and Fractals 172 (2023) 113605

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Chaos, Solitons and Fractals

journal homepage: www.elsevier.com/locate/chaos

Surrogate multivariate Hurst exponent analysis of gait dynamics

A. Marin-Lopez a, J.A. Martínez-Cadena b, *, F. Martinez-Martinez c, J. Alvarez-Ramirez a
a
Departamento de Ingeniería de Procesos e Hidráulica, Universidad Autónoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Iztapalapa, CDMX 09340, Mexico
b
Departamento de Matemáticas, Universidad Autónoma Metropolitana-Iztapalapa, Apartado Postal 55-534, Iztapalapa, CDMX, 09340, Mexico
c
Facultad de Ciencias Químicas, Universidad Veracruzana-Región Xalapa, Circuito Gonzalo Aguirre Beltrán S/N, Xalapa, Ver 91000, Mexico

A R T I C L E I N F O A B S T R A C T

Keywords: The analysis of complex patterns in human gait dynamics typically relies on measuring stride intervals. Several
Gait dynamics studies have revealed that the dynamics of stride intervals exhibit fractal characteristics that depend on health,
Multivariate analysis age, and task conditions. However, with current measurement devices, other gait parameters such as the swing
Neurodegenerative conditions
and stance intervals can also be measured. This prompts the question of whether multivariate analysis provides a
more detailed view of gait dynamics. This work aims to use multivariate rescaled range (MR/S) analysis to
characterize the fractality of the combined behavior of the stride, stance, and swing intervals in terms of the
Hurst exponent, which is an index of the fractality of a time series. The MR/S method was equipped with a
surrogate data analysis, to refer to a corrected Hurst exponent, which is defined as a distance to randomness.
Datasets of neurodegenerative conditions (amyotrophic lateral sclerosis, Huntington's disease and Parkinson's
disease) from Physionet were used to evaluate the ability of MR/S analysis to characterize different phases of gait
dynamics. An index of distance to randomness relative to a 95 % confidence interval obtained from surrogate
data was introduced to alleviate biased estimation of the Hurst exponent for relatively small samples. The results
showed that the distance to randomness of stance and stride intervals was higher (p < 0.05) than that of swing
intervals. On the other hand, the stride interval discriminated (p < 0.05) the control conditions from the
neurodegenerative conditions. In contrast, the swing interval discriminated (p < 0.05) the Parkinson's disease
from ALS and Huntington's disease. Overall, the results indicate that multivariate analysis is a suitable approach
for a detailed characterization of the impact of different gait phases on gait dynamics.

1. Introduction
Walking is a complex biomechanical function requiring the coordi­
nated action of diverse mechanisms, including biomotor and neuro­
muscular control systems. The final task of the walking mechanisms is to
provide a regular trend with small variability, such that displacement is
stable despite disturbances and terrain irregularities. The acceptance
that walking dynamics reflect the action of an intricate neurofeedback
system, important research efforts have been devoted to characterizing
the variability of the gait parameters. Measurements devices are avail­
able, which can be easily used at a relatively low cost to measure the gait
parameters. The stride interval has been the most considered parameter
over others like swing and stance intervals. For instance, RunScribe™
(https://runscribe.com) offers devices for monitoring gait dynamics at
prices ranging 600.0–800.0 US dollars. Tekscan™ (https://www.te
kscan.com) supplies devices with prices ranging as above.
Commonly, the analysis of stride interval fluctuations is addressed
with standard statistical analysis, including indices like mean velocity,
mean stride interval and standard deviation. However, it has been
recognized that the stride fluctuations are complex, exhibiting self-
similarity and long-range correlations [1]. The acceptance that gait
dynamics is a complex stochastic process prompted the use of methods
borrowed from statistical physics. Entropy is a measure of the diversity
of patterns in a time series, and as such it has been considered for
assessing the complexity of gait dynamics. Costa et al. [2] considered
multiscale entropy to show that normal spontaneous walking has the
highest complexity when compared to slow and fast walking and also to
walking paced by a metronome. Bisi and Stagni [3] used multiscale
entropy to show that complexity is a relevant parameter of gait devel­
opment during life, decreasing from immature to mature gait and then
increasing again during old age. In this way, the complexity of gait
quantified in terms of entropy is an important parameter in assessing the
maturation of gait control. Ahmadi et al. [4] used entropy indices to
analyze the gait complexity under normal walking and while performing

* Corresponding author.
E-mail address: martinezcadenajuan@gmail.com (J.A. Martínez-Cadena).

https://doi.org/10.1016/j.chaos.2023.113605
Received 20 February 2023; Received in revised form 18 May 2023; Accepted 19 May 2023
Available online 28 May 2023
0960-0779/© 2023 Elsevier Ltd. All rights reserved.
A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605
Fig. 1. Estimated Hurst exponent as function of the sample length for four
different values of the Hurst exponent for synthetic time series.
Fig. 2. (a) Original and filtered stride interval signal (subject Control 15 from
the Physionet dataset). The signal was filtered with a 3-median filter with a
threshold of three standard deviations. (b) Rescaled range data for the original
and the filtered signals. The lines denote the least-squares fittings, giving the
estimates 0.798(0.018) and 0.808(0.012) respectively.
secondary tasks, findings that human gait signals become more complex
as people age and while they are cognitively loaded. Wu et al. [5]
showed that the approximate and symbolic entropies of Parkinson's
disease patients are significantly larger than those of healthy control
subjects. Yentes and Raffalt [6] provided a critical review of the usage of
2
entropy analysis in gait research and highlighted that the complexity of
the gait dynamics cannot be captured by a single entropy index, but
rather by a battery of entropy measures for different time scales. On the
other hand, methods focusing on long-range correlations have also
provided relevant insights into gait dynamics. The Hurst exponent is a
measure of long-term memory that is widely used to characterize the
complexity of gait dynamics. The Hurst exponent reflects the serial auto-
dependence, and geometrically it reflects the roughness of a time series.
Given its link to long-range memory effects, the Hurst exponent can be
considered as an index reflecting the action of the mechanisms that
stabilize the gait motion. Jian-Jun et al. [7] used rescaled range (R/S)
analysis to show that the Hurst exponent decreases with neurodegen­
erative diseases, such that the disruption of long-range correlations was
interpreted as the deterioration of the neurocentral mechanisms un­
derlying the gait dynamics. Dingwell and Cusumano [8] departed from
DFA to postulate that walking control is a two-dimensional correlated
stochastic process that sought to minimize the stride interval variations.
The fractal analysis suggested that auto-regressive moving-average
(ARMA) models can capture the basic characteristics of the stride in­
terval behavior, which can be linked to the control processes involved
and the inherent biomechanical and neuro-motor redundancies. Warlop
et al. [9] revealed a correlation between the fractal scaling exponent
computed with DFA and Parkinson's disease severity. More specifically,
it was found that the degradation of the temporal organization of gait
variability was more random for patients with greater motor impair­
ments, and the long-range decrease was relatively independent of age,
and gait speed. Damouras et al. [10] proposed a standardization of the
detrended fluctuation analysis (DFA) for application in gait dynamics. It
was found that a proper selection of the DFA parameters can provide an
accurate characterization of the long-range correlations in healthy and
neurogenerative gait conditions. Several authors have postulated that a
single scaling exponent is not sufficient to characterize the gait dy­
namics, and that the use of several scaling exponents (via multifractal
analysis) is a suitable way to achieve such a task [11–13].
The aforementioned reports based the analysis on the one-leg stride
interval. However, current technologies allow us to measure not only the
stride interval, but also the intervals of the different gait phases,
including the swing, single and double stance intervals. In this way, the
analysis of the gait dynamics can be seen as a multichannel system
where each measurement exhibits certain variability. The analysis of
gait dynamics as a multivariate system has scarcely been considered.
Echeverria et al. [14] used DFA to study the multichannel gait intervals
in the context of limb dominance. Khajuria et al. [15] used multivariate
analysis of variance (MANOVA) to highlight the gait variables (stride,
stance and swing intervals) that are significantly distinguishable in
various neurodegenerative disorders (Parkinson's disease, and Hun­
tington's disease and amyotrophic lateral sclerosis). It was found that all
gait parameters have a positive relationship with the first variate,
whereas only swing and stride have a positive relationship with the
second variate. Keloth et al. [16] showed that the variance of the gait
parameters (stride, swing, stance and double-support intervals) and the
fraction of double-stance interval are associated with the severity of
Parkinson's disease. The results showed that there was a significant in­
crease in the variance of the four gait intervals with the severity of
Parkinson's disease, although there was no significant difference in the
mean values with the control group.
Studies on the fractal complexity of the gait parameters in the
context of multivariate signals are still lacking. An interesting question is
to what extent the joint dynamics of the stride, stance, swing and double
stance for the left and right legs provide further insights into the char­
acteristics of healthy and neurodegenerative conditions. In this regard,
the present work aims to characterize the individual and joint fractal
scaling behavior of the different gait parameters. The approach uses a
multivariate version of the R/S analysis to estimate the Hurst exponent.
The relatively low size of the time series (225–250 points) may lead to
inaccurate results of long-range correlations [9]. To confront this
A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605

Fig. 3. Illustrative display of the rescaled range data for the first five subjects of the Physionet database for neurodegenerative diseases. The red lines denote the
least-squares linear fitting from which the estimated Hurst exponent is obtained: (a) Control, (b) ALS, (c) HD, and (d) PD. (For interpretation of the references to
colour in this figure legend, the reader is referred to the web version of this article.)

situation, a randomized surrogate data analysis was included to test the

null hypothesis of randomness and in this way to decide whether the gait
dynamics are congruent with a random uncorrelated process. be the subseries for the i-th time series.

2. Multivariate rescaled range analysis Step 2. Compute the integrated time subseries

The multivariate rescaled range analysis (MR/S) is an extension of j

∑
Zk,ij = SY k,ij , j = 1, …, s (3)
the R/S analysis for a single variable [17]. For univariate time series, the
l=1
R/S analysis relies on estimating the maximum distance covered by the
trajectory for a given scale. In contrast, the MR/S should estimate the The subseries Zk,ij represents the trajectory realized by the subseries
maximum distance covered by the joint trajectories of the multivariate SY k,ij .
time series. For the sake of completeness in the presentation, the pro­
cedure is described as follows. Consider m time series of length n packed Step 3. Compute the range covered by the join trajectory of the m
in a matrix arrangement as follows: subseries:
( )1/2
Xij , i = 1, …, m, j = 1, …, n (1) ∑m
[ ]2
Rk (s) = max j = 1, …, s Zk,ij − Zk,il (4)
Let Xi and σ i be the mean and standard deviation for the i-th time i=1
l = 1, …, s
series. To avoid comparing quantities of very different magnitude,
obtain the normalized time series Rk (s) is the maximum distance covered by the m trajectories via the
time series (1).
Xij − X i
Yij = (2)
σi Step 4. Compute the rescaled range by normalizing with the standard
The MR/S is based on these time series by following the next steps: deviation of the subseries. If the process is stationary and recalling
the normalization given by Eq. (2), the standard deviation of the
Step 1. Select a scale 10 ≤ s ≤ n/5. Divide the time series Yij , i = 1,…, subseries SY k,ij is equal to one, and the range Rk (s) is the rescaled
[]
m, in Ns = ns non-overlapping subseries of length s. Let range. If the process is not stationary, the standard deviation of the
subseries may exhibit some deviations from the unity. In this way,
SY k,ij , i = 1, …, m, j = 1, …, s, k = 1, …, Ns one should rescale the range Rk (s) using the standard deviation of the

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A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605

Fig. 4. Estimated Hurst exponent black symbols, (left vertical axis) and distance to random (red symbols, right vertical axis) for the join dynamics of the left and right
strides. The computations are illustrated for the first five subjects in the Physionet dataset. (a) Control, (b) ALS, (c) HD, and (d) PD. The vertical lines denote the 95 %
confidence interval for randomness obtained by shuffling of the gait sequences. (For interpretation of the references to colour in this figure legend, the reader is
referred to the web version of this article.)

subseries. If σ i,k is the standard deviation of the k-th subseries for the 2.1. Surrogate data analysis
i-th time series, compute the geometric average
( )1/m In many instances, one would like to test whether a time series was
∏ generated by a random process. In principle, one has the Hurst exponent
m
σk = σ i,k (5)
i=1
(Eq. (8)) H→0.5 for s→∞ (i.e., very long time series) for random se­
quences. Commonly in practice, one should test randomness for time
Then, the rescaled range is given by series of relatively small size, in the range of those used in the present
Rk (s) study, for which the limit H→0.5 is not necessarily attained [18]. Fig. 1
RRk (s) = (6) exhibits the estimated Hurst exponent as a function of the sample length
σk
N for synthetic noise with different values of the Hurst exponent. The
synthetic data of total length 106 points was obtained with MATLAB
Step 5. Average the rescaled range over the Ns subsamples: software, and the mean value and standard deviation of the estimated
∑
Ns Hurst exponent and exhibited in Fig. 1 were estimated by a rolling
RRav (s) = RRk (s) (7) window of length N. It can be observed that the estimated Hurst expo­
k=1 nent converges slowly to the theoretical value, which corroborates the
If the joint trajectories of the m time series exhibit a scaling behavior, reports that samples of finite length give biased estimates of the Hurst
the average rescaled range satisfies the power-law expression: exponent. In particular, the standard deviation bars overlap for different
theoretical Hurst exponent values, meaning that in practice one may be
RRav (s) = KsH (8) unable to guarantee, with certain accuracy, the true value of the Hurst
exponent. This discrimination problem is particularly visible for samples
where K is a positive constant and H is the Hurst scaling exponent.
of relatively small size. This suggests that the estimated Hurst exponent
Values H < 0.5 indicate anti-persistent patterns where a positive (resp.,
is not a suitable index to study scaling differences between different
negative) move is likely followed by a negative (resp., positive) move. In
cases. An approach to alleviating such a drawback is to focus on the
contrast, values H > 0.5 reflect anti-persistent patterns where a positive
randomness of the gait signals rather than on their intrinsic scaling
(resp., positive) move is likely followed by a negative (resp., negative)
behavior (i.e., Hurst exponent). In this regard, an appropriate statistical
move. The value H = 0.5 denotes patterns with no long-range correla­
procedure should be undertaken to test the hypothesis of randomness of
tions, meaning that actual moves do not depend on past moves. The
a time series of finite sizes. Couillard and Davison [19] propose to test
Hurst exponent was computed by least-square linear fitting of log
the estimated Hurst exponent against the Hurst exponent distribution for
[RRav (s) ] versus log(s) using Matlab software. The estimated Hurst
time series with values drawn from a normal distribution with zero
exponent is reported as the mean and the 95 % confidence interval of the
mean and standard deviation one. However, a test based on a normal
slope of log[RRav (s) ] versus log(s).
distribution might lead to inaccurate results since the values of the

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A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605

Fig. 5. Box charts of the distance to randomness averaged over the subjects for each condition. (a) Stride intervals, (b) swing intervals, and (c) stance intervals. (d)
Box chart of the distance to randomness averaged over the subjects for each condition by considering the TGC intervals: left-right stride, swing and stance intervals,
as well as double-stance interval. Capital letters above the plots for each panel denote statistical differences (ANOVA test, p < 0.05) between the means.

scrutinized time series do not necessarily belong to a normal distribution
or the underlying times series has a relatively small length [20]. In
principle, one should use values drawn from the distribution of the time
series. However, in general, such distribution is not available. Instead,
we have followed the isodistributional surrogate data approach pro­
posed by Theiler et al. [21]. Given a multivariate time series of length n,
we generated Nsh shuffled time series of the same length n for which the
Hurst exponent was estimated. Shuffling destroys the serial correlations
while retaining the empirical distribution of the time series values. Carry
out the statistical analysis of the Nsh Hurst exponent values to obtain the
corresponding confidence intervals for randomness. If the Hurst expo­
nent of the original time series is into a given confidence interval, then
randomness cannot be discarded. It should be noted that the confidence
interval depends on the length (n) of the time series. In the sequel, Nsh =
5000 randomized sequences will be considered to obtain the confidence
intervals. In this way, rather than taking the estimated Hurst exponent
for assessing the randomness of the gait signal, one can consider an
index reflecting the distance to randomness contrasted against a confi­
dence interval. This will allow us to test whether the estimated Hurst
exponent reflects or not to long-range correlations. In this way, it is
convenient to consider a distance to randomness (dran ) as follows:
dran = dist(Hest , CI H ) (9)
where Hest is the estimated Hurst exponent (i.e., the slope resulting by
linear fitting of log[RRav (s) ] versus log(s)), CIH is the 95 % confidence
interval of Hest and dist(Hest , CIH ) is the distance from Hest to the interval

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A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605

Table 1 double stance interval.

Mean values and standard deviations for distance to randomness for the different The analysis of gait dynamics is commonly based on one-leg stride
cases shown in Fig. 2. intervals. However, the gait dynamics involve both the left and right
Case Group Mean ± SD F value p value stride intervals. In this way, a more accurate characterization of the gait
Stride Control 0.210 ± 0.049A 6.432 7.669 × 10− 4 dynamics should involve the joint behavior of both stride intervals. The
ALS 0.102 ± 0.100B MR/S described above was used to estimate the fractality of the joint
HD 0.084 ± 0.102B left-right stride, swing and stance intervals. Besides, the results were
PD 0.113 ± 0.099B contrasted with those obtained with the joint analysis of the seven gait
Swing Control 0.079 ± 0.060A 5.109 3.280 × 10− 3
intervals (stride, stance and swing intervals for left and right legs, as well
ALS 0.009 ± 0.021B
HD 0.023 ± 0.053B as the double stance interval) reported for the different groups. For
PD 0.072 ± 0.087A convenience, these case will be referred to as total gait cycle (TGC)
Stance Control 0.202 ± 0.049A 8.573 8.202 × 10− 5
intervals.
ALS 0.086 ± 0.081C
HD 0.076 ± 0.093C
PD 0.124 ± 0.081A,B
4. Results
TGC Control 0.203 ± 0.051A 9.124 4.729 × 10− 5

ALS 0.075 ± 0.087C
HD 0.074 ± 0.093C
PD 0.126 ± 0.084B
A,B,C
For a given case, columns with different capital-case letters in columns
indicate significant differences (p < 0.05). TGC: Total gait cycle, ALS: amyo­
trophic lateral sclerosis, HD: Huntington's disease, PD: Parkinson's disease.
CIH . That is, one compares the estimated value of the Hurst exponent
corrected by its confidence interval to the 95 % confidence interval
obtained from 5000 shuffled time series obtained from the original one.
In this way, dran > 0 means that the stride interval dynamics contain
long-range correlations at 95 % statistical confidence. In contrast, dran =
0 indicates that the estimated Hurst exponent Hest is located in the
confidence interval, such that the hypothesis of randomness of the un­
derlying time series cannot be rejected.
2.2. Statistical analysis
A box plot of experimental data was used to show the summary of the
Hurst scaling exponent, including the minimum, first quartile, median,
third quartile, and maximum. The mean and standard deviation were
also reported. For statistical differences between multiple groups, the
ANOVA test was used. The Wilcoxon rank sum test was used to compare
two groups at a time (posthoc comparisons). Group differences were
considered statistically different if p ≤ 0.05. Further, associations be­
tween fractal variables were evaluated by using Pearson's correlation
coefficient.
3. Data sets
The Physionet gait in the neurodegenerative disease database was
considered for analysis (physionet.org). The records in this database are
from patients with Parkinson's disease (PD, 15 cases), Huntington's
disease (HD, 20 cases), and amyotrophic lateral sclerosis (ALS, 13 cases).
Besides, records from control subjects (16 cases) are also included. The
gait records were collected according to the methodology described in
Hausdorff et al. [22]. Briefly, subjects were instructed to walk at a
normal pace along a 77-m-long hallway for 5 min. Force-sensitive in­
soles were placed in the shoes of the subjects, producing a measure of the
force applied to the ground during ambulation. The recorded data
consisted of twelve values per measurement time and left and right legs:
stride interval (sec), swing interval (sec and % of stride), stance interval
(sec and % of stride) and double support interval (sec and % of stride).
Following Phinyomark et al. [11], a median filter was applied to remove
outliers (during the walking turns) which were considered to be three
standard deviations from the median value. In the sequel, as done in
many fractal analyses of gait dynamics (Jian-Jun et al., 2008; Dingwell
and Cusumano, 2010; Warlop et al., 2016; Wu et al., 2018), we shall
consider measurements in seconds and discard the values given as % of
stride. In this way, we retained seven variables corresponding to stride,
stance and swing intervals for the left and right legs, as well as the
Commonly, gait dynamics measurements are affected by large fluc­
tuations induced by transitions in course curves, U-turns and even sensor
failures. Fig. 2.a shows an instance of a stride interval signal with three
large peaks linked to walking turns. The use of a 3-neighbor median
filter with a threshold of three standard deviations reduced the peak
amplitudes. Fig. 1.b shows the rescaled range data for the original and
the filtered signals. The lines denote the least-squares fittings, giving the
estimates 0.798(0.018) and 0.808(0.012) respectively. The difference
between the estimated Hurst exponent was about 1.25 %. This means
that the signal filtering did not induce a large bias in the estimation of
the Hurst exponent.
Fig. 3 illustrates the rescaled range data log[RRav (s) ] versus log(s) for
the joint left and right stride intervals corresponding to the first five
subjects of the neurodegenerative disease Physionet datasets. In general,
the data can be accurately (R2 > 0.96, p < 0.01) described with a
straight line, meaning that the long-range correlations of the stride in­
tervals can be characterized by a unique scaling exponent. That is, the
rescaled range data did not exhibit crossovers linked to a transition in
the scaling behavior of the gait dynamics. Although only five subjects
were illustrated, the results in Fig. 2 were verified also for all intervals
(stride, swing, stance and TGC) and the four cases (control, ALS, HD and
PD). Fig. 4 illustrates the estimated Hurst exponent (black symbols, left
vertical axis) and the corresponding 95 % confidence interval for the
cases shown in Fig. 3. For all cases, the Hurst exponent is well above 0.5,
which in principle would indicate the presence of long-range correla­
tions. However, the estimated value of the Hurst exponent was con­
trasted against the surrogate data analysis obtained by shuffling the gait
sequences. Shuffling destroys the long-range correlations and provides
the 95 % confidence interval (vertical line intervals in Fig. 4) for the
hypothesis of randomness. The confidence interval is above the 0.5
value, meaning that the estimated Hurst exponent with values higher
than 0.5 does not necessarily reflect long-range correlations. Finite-size
and fat-tail distribution effects may be affecting the estimation of the
Hurst exponent. Fig. 4 also displays (red symbols, right vertical axis) the
distance to randomness (see Eq. (2)) for the illustrative cases shown in
Fig. 2. Recall that the distance to randomness is obtained by comparing
the estimated value of the Hurst exponent for a given subject's time
series to the 95 % confidence interval obtained from 5000 shuffled time
series obtained from the original one. In this way, the parameter dran can
be used as a proxy of the long-range correlations contained in the gait
dynamics by correcting the effect of finite-size samples.
Now, we considered all subjects for the control and the three dis­
eases. For each condition, we have averaged the estimated distance to
randomness over the sample. Fig. 5.a presents the results for the joint
left and right dynamics of the stride intervals. The distance dran is pos­
itive for the 16 subjects of the control case, meaning that the stride
dynamics contain long-range correlations. In contrast, 4 of 13 ALS
subjects, 7 of 19 HD subjects and 3 of 15 PD subjects exhibited dran = 0,
which means that the corresponding stride interval dynamics are
consistent with a random behavior. This feature is reflected by the mean

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A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605

Fig. 6. Comparison of the Hurst exponent for the stride interval and the TGC intervals. (a) control, (b) ALS, (c) HD and (d) PD. TGC: Total gait cycle, ALS:
amyotrophic lateral sclerosis, HD: Huntington's disease, PD: Parkinson's disease.

values of the averaged dran . The ANOVA test (p < 0.05) showed that the
control case is significantly different from the ALS, HD and PD cases
(Table 1). That is, the joint left-right stride interval dynamics of the
control subjects are more regular than that exhibited by the subjects
with ALS, HD and PD subjects. The dynamics of the swing intervals
showed a different pattern (Fig. 5.b). First, the average distance dran is
smaller than that shown by the stride interval. For instance, the average
distance is 0.210 for the stride interval dynamics of the control case,
while the average distance is 0.079 for the swing intervals of the same
case. Similar differences were displayed in the ALS, HD and PD cases.
This suggests that regardless of the health condition, the dynamics of the
swing intervals are more random than the dynamics of the stride in­
tervals. The one-side ANOVA test analysis revealed that the mean value
of the ALS and HD is significantly different (p < 0.05) than the mean
values of the control and PD cases (Table 1), and that the mean values of
the two latter cases are not significantly different. The mean value of the

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A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605
Table 2
Pearson's correlation coefficient between the distance to randomness (dran ) and
the severity of the disease. The figure in parenthesis denotes the p-value. Sta­
tistical significance was considered for p < 0.05.
Case Stride Swing Stance TGC
ALS − 0.018(0.952) − 0.157 − 0.072(0.8137) 0.054(0.859)
(0.958)
HD 0.697(8.962 £ 0.339 0.672(1.612 £ 0.659(2.123 £
10¡4) (0.131) 10¡3) 10¡3)
PD − 0.445
¡0.572(0.023) ¡0.602(0.015) ¡0.526(0.046)
(0.096)
The bolded values in the table denote cases when statistical significance (p <
0.05) of the correlation was found. TGC: Total gait cycle, ALS: amyotrophic
lateral sclerosis, HD: Huntington's disease, PD: Parkinson's disease.
HD is about 0.023, indicating that on average the swing interval
dynamical behavior of the swing interval of the HD cases is practically
random. In contrast, the swing interval dynamics of the PD case
exhibited some long-range correlations similar to that displayed by the
control case. The swing interval dynamics can be considered to
discriminate between the ALS and HD and PD conditions. The stance
interval dynamics (Fig. 5.c) showed a behavior similar to that of the
stride interval dynamics. For instance, the mean value of the distance for
the control case was 0.210 and 0.202 for the stride and the stance in­
terval dynamics. Also, the statistically significant differences between
the mean distances were similar for the stride and the stance interval
dynamics. In turn, the above result indicates that the scaling behavior of
the stride dynamics is determined by the dynamics of the stance in­
tervals. Overall, the results discussed above indicated that the stride and
stance interval dynamics give similar information in terms of the scaling
pattern and that the swing dynamics is a minor contributor to such
behavior although offering a different view of the gait pattern.
The computations described above considered only two gait vari­
ables, corresponding to the left-right intervals of either stride, swing, or
stance phases. Next, we consider the joint dynamics of the TGC,
including the double stance interval. Fig. 5.d presents the average dis­
tance to randomness for the control, neurodegenerative cases. Four of
thirteen and nine of nineteen HD subjects exhibited gait dynamics that
were consistent with a random pattern. For PD, only one case of fifteen
showed a random pattern. The ANOVA test revealed that the mean value
of the control case is statistically different (p < 0.05) than the mean
values of the neurodegenerative diseases (Table 1). Fig. 4.d shows that
the mean value of the control is higher than that for ALS and HD,
indicating that the gait dynamics of a subject affected by neurodegen­
erative diseases are in general less regular than the gait dynamics of a
control subject. This is an expected result since neurodegenerative dis­
eases impair the neurocontrol mechanisms of human movement. The
mean value of dran for the ALS and HD subjects was slightly smaller than
that for the PD subjects, suggesting that the HD has a stronger negative
effect on the regularity of the gait dynamics.
The stride intervals are the most common variables to characterize
gait dynamics. A question is to what extent the Hurst exponent of the
stride intervals reflects the complexity of the whole gait dynamics,
including stride, swing and stance intervals. Fig. 6 compares the esti­
mated Hurst exponent for the stride interval and the TGC intervals.
Pearson's correlation coefficient was 0.8214, 0.8608, 0.9560 and 0.8097
(p < 0.01) for control, ALS, HD and PD, respectively. This shows that the
stride interval dynamics are a good proxy of the gait dynamics, partic­
ularly for ALS and HD. The weakest correlations were exhibited by the
control case as a consequence may be of a richer diversity of walking
patterns by subjects that are not affected by neurodegenerative diseases.
The ANOVA test showed that the mean values between the Hurst
exponent for the stride interval and the TGC intervals are not statisti­
cally different at the p = 0.05 level.
The degree of NDD pathology is quantified in terms of a severity
index that is specific to each disease. The Hoehn-Yahr index is the index
8
for PD with a value of 0 for the absence of signs and a value of 5 for the
highest severity indicating confinement to a bed or wheelchair unless
aided. The time since diagnosis is commonly used to assess the severity
of ALS. On the other hand, functional capacity is the standard index to
quantify the severity of HD, with a value of 0 for the worst and a value of
40 for the best conditions. The correlation between the distance to
randomness and disease severity was explored using Pearson's correla­
tion coefficient and the results are presented in Table 2. The severity of
the ALS did not present a correlation with dran for any of the gait phases.
In contrast, the severity of the HD and the PD exhibited a statistically
significant correlation (p < 0.05) with the stride, stance and total gait
cycle (TGC) phases, but not with the swing phase. The correlation was
positive between the functional capacity for the HD and the distance to
randomness, meaning that the severity is linked to the randomness of
the gait dynamics. On the other hand, the correlation was negative be­
tween the Hoehn-Yahr index for the PD and the distance to randomness,
which indicates that the highly severe PD condition is linked to random
(i.e., zero distance to randomness) gait dynamics. This result is in line
with Warlop et al. (2016), reporting that the Hurst exponent of the stride
interval dynamics is correlated with the Hoehn-Yahr index.
5. Discussion
The MR/S analysis of gait dynamics showed that the different gait
phases contain long-range correlations. Bollens et al. [23] reported that
the long-range correlations may be significant with values of the Hurst
exponent of about 0.8. We used surrogate analysis to correct the com­
putations of the long-range correlations by effects of short-size samples
and fat-tailed distributions. Our results showed that the long-range
correlations may not be so strong, with some cases showing a
behavior that is consistent with a random pattern. In this way, in line
with the results reported by Kozlowska et al. [24], it is apparent that the
gait dynamics are mostly determined by the long-rage trend rather than
by the stride fluctuations.
The MR/S results showed that the scaling behavior of the gait dy­
namics is mostly influenced by the stance interval. That is, the stance
interval is the main factor that determines the long-range correlations of
the stride intervals. Although the swing interval is a minor factor, this
interval provides valuable insights for discriminating between neuro­
degenerative conditions. For instance, the results showed that on
average the swing interval of ALS and HD is practically random while
the swing interval of PD exhibits some long-range correlations. This
means that the gait instability of the ALS and HD is reflected in the swing
dynamics. On the other hand, the swing interval of control subjects was
less random than the swing interval of the PD, indicating that the gait
dynamics neurodegenerative is in general more random than control
cases. Swing instabilities increase the probability of falling [25], such
that according to the fractal analysis carried out in this work, the
probability is higher for ALS and HD cases.
Jian-Jun et al. [7] used stride dynamics to report that the long-range
correlations of neurodegenerative subjects are weaker than those from
healthy subjects. This result is in line with the findings reported in the
present work. The differences depended on the gait phase since the
swing interval exhibited long-range correlations for the healthy and PD
cases but not for the ALS and HD cases. Some results have suggested that
long-range correlations may not involve the central nervous system
control mechanisms but may be due instead to inherent variations of the
biomechanical structure [26]. However, the marked differences in the
distance to randomness between the control and the neurodegenerative
cases, particularly ALS and HD, suggest that the reduced long-range
correlations for the latter cases may be ascribed to disruptions of the
mechanism underlying the de neurocontrol of the gait system. In
particular, PD and HD are characterized by damage to the basal ganglia.
However, HD surges from a selective loss of striatal neurons, leading to
reduced basal ganglia output and hyperkinetic movement. In contrast,
PD affects the dopamine-producing neurons in the substantia nigra
A. Marin-Lopez et al. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena 172 (2023) 113605
region, yielding excessive basal ganglia output reflected as hypokinetic
movement [27]. Such difference is likely reflected in the long-range
correlation results obtained in this study where the HD displayed dy­
namics with a high content of random behavior, mainly for the swing
phase.
By recognizing the complex nature of gait dynamics, one should
accept that its characterization can be hardly obtained with a single
method. Complex systems exhibit a huge diversity of patterns and be­
haviors so the use of a limited number of indices for quantification is not
a viable way for an accurate understanding. This feature was recognized
by researchers on financial systems, who have developed a battery of
methods in the time and spectral domains (e.g., fractal analysis, entropy,
modal decomposition, etc.) to gain valuable insights into the dynamics
of diverse signals (e.g., stocks, interest rates, etc.). In this line, the
multivariate rescaled range analysis proposed in our work should not be
seen as superior to existing methods (e.g., Lyapunov exponent and en­
tropies), but rather a complementary approach to obtain information on
other facets of the gait dynamics. For instance, while the Lyapunov
exponent provides information on the trend of a complex signal to
diverge, the fractal analysis based on Hurst exponent computations re­
flects the long-range memory effects hidden in a complex time series. By
referring to a confidence interval for random processes, the distance to
randomness is an index indicating the possibility of forecasting a time
series. Hence, the multivariate Hurst exponent and the distance to
randomness should be considered as part of a battery of methods and
indices to characterize the complexity of gait dynamics.
6. Conclusions
Gait dynamics display complex patterns which presumably reflect
the control structures and the biomechanisms involved in human
walking. An issue of particular interest is whether long-range correla­
tions are contained in the gait dynamics. Reported results using fractal
scaling analysis have indicated that indeed the dynamics of the stride
interval exhibit long-range persistence, regardless of the healthy or
neurodegenerative conditions. This work used MR/S analysis coupled
with surrogate analysis to assess the long-range correlations of gait dy­
namics involving stride, swing and stance intervals. The estimation of
the Hurst exponent is hampered by finite-size effects, which are
particularly important in gait dynamics where the sample size is
commonly small (of the order of 200–400 points). Most studies
addressed this issue by carrying out extensive numerical simulations to
provide tight recommendations on the use of the parameters involved in
the Hurst exponent computation. Although this approach may lead to
guidelines that are operationally efficient for some situations, it can be
hardly extended to general cases. By recognizing the high uncertainty in
the estimation of the true Hurst exponent for finite-size samples, we
have taken a different route by contrasting the results with surrogate
data obtained from the data itself. An index measuring the distance to
surrogate random patterns was intended to quantify the degree of
randomness of a given time series, thus avoiding comparing the inac­
curate estimated Hurst exponent to some patterns or norms. This
approach could be more robust on a clinical level than trying to follow
ad hoc guidelines.
The results showed that the randomness content is more pronounced
for ALS and HD cases than for PD cases. Overall, our analysis showed
that a multivariate approach provides more useful insights than the
univariate approach (e.g., using only stride intervals) to discern the
mechanisms involved in human walking. Besides, the use of surrogate
data analysis allows correcting the estimated Hurst exponent to correct
for masking effects, such as short-size time series.
CRediT authorship contribution statement
Abigail Marin-Lopez: Conceptualization, Reviewing and Editing. J.
Alberto Martinez-Cadena: Investigation, Writing-Reviewing and
9
Editing. Filiberto Martinez-Martinez: Visualization, Investigation.
Jose Alvarez-Ramirez: Writing Original draft preparation.
Declaration of competing interest
The authors declare that they have no known competing financial
interests or personal relationships that could have appeared to influence
the work reported in this paper.
Data availability
The manuscript uses the neurodegenerative datasets from Physionet
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