Determining the Hurst exponent of fractal time series and its application to electrocardiographic analysis

Citation
Pb. Depetrillo et al., Determining the Hurst exponent of fractal time series and its application to electrocardiographic analysis, COMPUT BIOL, 29(6), 1999, pp. 393-406
Citations number
14
Categorie Soggetti
Multidisciplinary
Journal title
COMPUTERS IN BIOLOGY AND MEDICINE
ISSN journal
00104825 → ACNP
Volume
29
Issue
6
Year of publication
1999
Pages
393 - 406
Database
ISI
SICI code
0010-4825(199911)29:6<393:DTHEOF>2.0.ZU;2-G
Abstract
An alternative regression-based method for estimating the Hurst coefficient of a fractal time series is proposed. A formal mathematical description of the methodology is presented. The geometric relationship of the algorithm to the family of self-similar fractal curves is outlined. The computational structure of the algorithm is optimal for generation of real-time estimate s of H. We show that the method can be applied to biologically-derived time series such as the cardiac interbeat interval and we obtain estimates of H from several diverse electrocardiographic data sets. (C) 1999 Published by Elsevier Science Ltd. All rights reserved.