Dr. Bickel et al., DETECTION OF ANOMALOUS DIFFUSION USING CONFIDENCE-INTERVALS OF THE SCALING EXPONENT WITH APPLICATION TO PRETERM NEONATAL HEART-RATE-VARIABILITY, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 58(5), 1998, pp. 6440-6448
The scaling exponent of the root mean square (rms) displacement quanti
fies the roughness of fractal or multifractal time series; it is equiv
alent to other second-order measures of scaling, such as the power-law
exponents of the spectral density and autocorrelation function. For s
elf-similar time series, the rms scaling exponent equals the Hurst par
ameter, which is related to the fractal dimension, A scaling exponent
of 0.5 implies that the process is normal diffusion, which is equivale
nt to an uncorrelated random walk; otherwise, the process can be model
ed as anomalous diffusion. Higher exponents indicate that the incremen
ts of the signal have positive correlations, while exponents below 0.5
imply that they have negative correlations. Scaling exponent estimate
s of successive segments of the increments of a signal are used to tes
t the null hypothesis that the signal is normal diffusion, with the al
ternate hypothesis that the diffusion is anomalous. Dispersional analy
sis, a simple technique which does not require long signals, is used t
o estimate the scaling exponent from the slope of the linear regressio
n of the logarithm of the standard deviation of binned data points on
the logarithm of the number of points per bin. Computing the standard
error of the scaling exponent using successive segments of the signal
is superior to previous methods of obtaining the standard error, such
as that based on the sum of squared errors used in the regression; the
regression error is more of a measure of the deviation from power-law
scaling than of the uncertainty of the scaling exponent estimate. App
lying this test to preterm neonate heart rate data, it is found that t
ime intervals between heart beats can be modeled as anomalous diffusio
n with negatively correlated increments. This corresponds to power spe
ctra between 1/f(2) and 1/f, whereas healthy adults are usually report
ed to have 1/f spectra, suggesting that the immaturity of the neonatal
nervous system affects the scaling properties of the heart rate. [S10
63-651X(98)14911-5].