Adaptive time-varying detrended fluctuation analysis

Berthouze, Luc and Farmer, Simon F (2012) Adaptive time-varying detrended fluctuation analysis. Journal of Neuroscience Methods, 209 (1). pp. 178-188. ISSN 1872-678X

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Detrended fluctuation analysis (DFA) is a technique commonly used to assess and quantify the pres- ence of long-range temporal correlations (LRTCs) in neurophysiological time series. Convergence of the method is asymptotic only and therefore its application assumes a constant scaling exponent. However, most neurophysiological data are likely to involve either spontaneous or experimentally induced scaling exponent changes. We present a novel extension of the DFA method that permits the characterisation of time-varying scaling exponents. The effectiveness of the methodology in recovering known changes in scaling exponents is demonstrated through its application to synthetic data. The dependence of the method on its free parameters is systematically explored. Finally, application of the methodology to neurophysiological data demonstrates that it provides experimenters with a way to identify previously un-recognised changes in the scaling exponent in the data. We suggest that this methodology will make it possible to go beyond a simple demonstration of the presence of scaling to an appreciation of how it may vary in response to either intrinsic changes or experimental perturbations.

Item Type: Article
Keywords: Long-range temporal correlations; Long-range dependence; Scaling exponent; Neurophysiological time series; EEG; Detrended fluctuation analysis; Kalman filter; Non stationarity
Schools and Departments: School of Engineering and Informatics > Informatics
Subjects: Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Q Science > QA Mathematics > QA0075 Electronic computers. Computer science
Q Science > QP Physiology > QP0351 Neurophysiology and neuropsychology
R Medicine > RC Internal medicine > RC0321 Neurosciences. Biological psychiatry. Neuropsychiatry
Depositing User: Luc Berthouze
Date Deposited: 09 Jul 2012 13:10
Last Modified: 13 Mar 2017 12:13

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