An exact-likelihood test of the cascade hypothesis in heartbeat dynamics

For twenty-five years the multifractality of the human heartbeat has been read as the signature of a multiplicative cascade — a hierarchy of regime timescales whose products modulate the R–R interval, by analogy to the energy cascade of fluid turbulence (Lin & Hughson 2001; Kiyono et al. 2004, 2005). The reading has never been closed, because its own authors found the increment distribution fit equally well by a tempered-Lévy (linear) alternative (Kiyono et al. 2006) and could not confirm the multiplicative mechanism (Kiyono & Bekki 2011). The descriptive tools of the field — multifractal detrended fluctuation analysis (MFDFA) widths, increment probability densities — are structurally unable to separate a cascade from a well-tuned linear process. Exact-likelihood model comparison can, and this paper runs it. We treat the R–R stream as a renewal-type point process observed through its inter-event durations, with the durations conditionally inverse-Gaussian and their conditional mean modulated by a discrete Markov-switching multifractal (MSM) cascade of depth k; the 2^k-state regime chain admits an exact forward-filter likelihood. On the two canonical PhysioNet cohorts — the Normal Sinus Rhythm (nsr2db, 54 subjects) and Congestive Heart Failure (chf2db, 29 subjects) 24-hour RR databases — we fit the cascade against a fixed, matched roster (the tempered-Lévy-type linear model in the spirit of Kiyono 2006; the Barbieri–Brown history-dependent inverse-Gaussian point process, reimplemented from the published equations; flat K-state hidden Markov models, K ∈ {2,4,8}; an Ornstein–Uhlenbeck-modulated duration model; and an i.i.d. baseline) under one protocol — identical held-out splits, complexity-penalised by BIC and scored held-out, parametric-bootstrapped on the headline verdict. The cascade loses on every record. Held-out, the best cascade is worse than the best matched linear competitor by a median of −27,246 nats/record on the healthy arm (0/54 records won; 95% CI [−32,552, −24,810]; −859 nats per 1,000 events) and −27,492 nats on the CHF arm (0/29). The best held-out model is the tempered-Lévy-type linear process on 79/83 records (best BIC on 82/83); an Ornstein–Uhlenbeck-modulated duration model — the same emission, one fewer parameter, no access to lagged durations — beats the depth-4 cascade held-out on 77/83 records, so the loss is not an artifact of history-aware rivals (on the six exceptions the cascade beats that one rival and still loses the tournament; §6). A parametric bootstrap places every observed cascade deficit at p ≥ 0.54 for any cascade advantage while its power arm recovers cascade wins on cascade-simulated data, and the estimability battery certifies that the cascade was identifiable at these lengths — the recovery is clean from ~500 events, so this is not a starved-data artifact. We then remove the discrete scaffolding entirely: the continuous-scale log-correlated cascade (the log-normal MRW / log-S-fBM field) is GoF-rejected on all 83 records, with a fitted Hurst exponent significantly above its cascade limit (Ĥ = 0.111, 95% CI [0.088, 0.131] on the healthy cohort) — the heartbeat's log-volatility reads as rough, not cascading. The founding negative is a family-level statement: neither the discrete 2^k ladder nor the continuous-scale field is the generative story of heartbeat durations, and the grid was not the reason. Every result is reproducible from a fresh clone behind a deterministic apparatus gate. No statement here is clinical; each is a model-comparison or measurement statement about public, de-identified datasets. Independent reproduction. The healthy-RR amplitude rung reported in this paper (nsr2db cohort median lambda-squared_sfbm 4.46e-4, Hurst 0.115) was reproduced outside this project by a different repository's harness — Fenopan x12, record v12 — fitting from raw admissible streams with no per-domain tuning. It is cited as external corroboration of a sealed record, not as a second measurement, and enters no interval, count or table in the paper. Status notes. The dedicated robustness record (P-2.1) is not yet sealed and the paper reserves its slot rather than quoting a number that does not exist; a submission requires it. The reference list was verified against Crossref on 2026-08-30 and is discharged except for one entry, flagged inline in the paper, that could not be located in any index. Part of the Feno program. The source repository is private; the reproduction materials for this record are contained in the record itself. Version 2 (2026-09-01): reference-list publication-status notes corrected (the program's reserved DOIs were published 2026-08-31); content otherwise unchanged. Version 3 (2026-09-15). The paper now cites the Feno-program records it reads by their concept DOIs, records the deposit of Fenosoma record v5 (10.5281/zenodo.22759709) and record v10 (10.5281/zenodo.22759711, the recovery floor re-measured as the pair (N, fit grid)), and is rebuilt from the repository source so the deposited copy matches it. No measured number changes.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-15
DOI
https://doi.org/10.5281/zenodo.22760549
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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An exact-likelihood test of the cascade hypothesis in heartbeat dynamics

Evan Tabak Atlas
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

An exact-likelihood test of the cascade hypothesis in heartbeat dynamics

Evan Tabak Atlas
preprint en

Abstract

For twenty-five years the multifractality of the human heartbeat has been read as the signature of a multiplicative cascade — a hierarchy of regime timescales whose products modulate the R–R interval, by analogy to the energy cascade of fluid turbulence (Lin & Hughson 2001; Kiyono et al. 2004, 2005). The reading has never been closed, because its own authors found the increment distribution fit equally well by a tempered-Lévy (linear) alternative (Kiyono et al. 2006) and could not confirm the multiplicative mechanism (Kiyono & Bekki 2011). The descriptive tools of the field — multifractal detrended fluctuation analysis (MFDFA) widths, increment probability densities — are structurally unable to separate a cascade from a well-tuned linear process. Exact-likelihood model comparison can, and this paper runs it. We treat the R–R stream as a renewal-type point process observed through its inter-event durations, with the durations conditionally inverse-Gaussian and their conditional mean modulated by a discrete Markov-switching multifractal (MSM) cascade of depth k; the 2^k-state regime chain admits an exact forward-filter likelihood. On the two canonical PhysioNet cohorts — the Normal Sinus Rhythm (nsr2db, 54 subjects) and Congestive Heart Failure (chf2db, 29 subjects) 24-hour RR databases — we fit the cascade against a fixed, matched roster (the tempered-Lévy-type linear model in the spirit of Kiyono 2006; the Barbieri–Brown history-dependent inverse-Gaussian point process, reimplemented from the published equations; flat K-state hidden Markov models, K ∈ {2,4,8}; an Ornstein–Uhlenbeck-modulated duration model; and an i.i.d. baseline) under one protocol — identical held-out splits, complexity-penalised by BIC and scored held-out, parametric-bootstrapped on the headline verdict. The cascade loses on every record. Held-out, the best cascade is worse than the best matched linear competitor by a median of −27,246 nats/record on the healthy arm (0/54 records won; 95% CI [−32,552, −24,810]; −859 nats per 1,000 events) and −27,492 nats on the CHF arm (0/29). The best held-out model is the tempered-Lévy-type linear process on 79/83 records (best BIC on 82/83); an Ornstein–Uhlenbeck-modulated duration model — the same emission, one fewer parameter, no access to lagged durations — beats the depth-4 cascade held-out on 77/83 records, so the loss is not an artifact of history-aware rivals (on the six exceptions the cascade beats that one rival and still loses the tournament; §6). A parametric bootstrap places every observed cascade deficit at p ≥ 0.54 for any cascade advantage while its power arm recovers cascade wins on cascade-simulated data, and the estimability battery certifies that the cascade was identifiable at these lengths — the recovery is clean from ~500 events, so this is not a starved-data artifact. We then remove the discrete scaffolding entirely: the continuous-scale log-correlated cascade (the log-normal MRW / log-S-fBM field) is GoF-rejected on all 83 records, with a fitted Hurst exponent significantly above its cascade limit (Ĥ = 0.111, 95% CI [0.088, 0.131] on the healthy cohort) — the heartbeat's log-volatility reads as rough, not cascading. The founding negative is a family-level statement: neither the discrete 2^k ladder nor the continuous-scale field is the generative story of heartbeat durations, and the grid was not the reason. Every result is reproducible from a fresh clone behind a deterministic apparatus gate. No statement here is clinical; each is a model-comparison or measurement statement about public, de-identified datasets. Independent reproduction. The healthy-RR amplitude rung reported in this paper (nsr2db cohort median lambda-squared_sfbm 4.46e-4, Hurst 0.115) was reproduced outside this project by a different repository's harness — Fenopan x12, record v12 — fitting from raw admissible streams with no per-domain tuning. It is cited as external corroboration of a sealed record, not as a second measurement, and enters no interval, count or table in the paper. Status notes. The dedicated robustness record (P-2.1) is not yet sealed and the paper reserves its slot rather than quoting a number that does not exist; a submission requires it. The reference list was verified against Crossref on 2026-08-30 and is discharged except for one entry, flagged inline in the paper, that could not be located in any index. Part of the Feno program. The source repository is private; the reproduction materials for this record are contained in the record itself. Version 2 (2026-09-01): reference-list publication-status notes corrected (the program's reserved DOIs were published 2026-08-31); content otherwise unchanged. Version 3 (2026-09-15). The paper now cites the Feno-program records it reads by their concept DOIs, records the deposit of Fenosoma record v5 (10.5281/zenodo.22759709) and record v10 (10.5281/zenodo.22759711, the recovery floor re-measured as the pair (N, fit grid)), and is rebuilt from the repository source so the deposited copy matches it. No measured number changes.

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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