Signal Processing in Medicine and Biology by Iyad Obeid & Ivan Selesnick & Joseph Picone

Author:Iyad Obeid & Ivan Selesnick & Joseph Picone
Language: eng
Format: epub
ISBN: 9783030368449
Publisher: Springer International Publishing

(5.1)

where , m = n − (D E − 1)τ, D E is the embedding dimension, and τ is the delay time.

The Hurst algorithm for obtaining this exponent from a time series is as follows:

(5.2)

where

(5.3)

(5.4)

The constant, c is typically set to 1.0. A value H in the range of 0.5 < H < 1 indicates a time series with long-term positive autocorrelation, whereas a value in the range of 0 < H < 0.5 indicates a time series with long-term switching between high and low values in adjacent pairs. A value of H = 0.5 can indicate a completely uncorrelated series.

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