Comparing Multiscale Estimators of the Degree of Multifractality by Detrended Fluctuation Analysis

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Some physiological series, like the cardiovascular signals, show multifractal structures that depend on the temporal scale. Thus, their fractal nature is better assessed by a Detrended Fluctuation Analysis (DFA) approach that provides multifractal coefficients scale by scale. Our aim is to compare two estimators of the degree of scale-by-scale multifractality based on the width of the singularity spectrum or on the statistical dispersion of the DFA coefficients. We synthesized 1000 series of white noise (monofractal and monoscale), of autoregressive noise (monofractal and multiscale) and of Cauchy-distributed noise (multifractal and monoscale) comparing the two estimators at scales between 8 and 228 samples. We found that the two estimators provide similar scale-by-scale profiles of multifractality. However, the statistical-dispersion estimator better distinguishes multifractal from monofractal noises at all the scales, thus appearing more suitable than the singularity-spectrum width to describe the fractal structure of physiological time series.

Original languageEnglish
Title of host publication2020 11th Conference of the European Study Group on Cardiovascular Oscillations
Subtitle of host publicationComputation and Modelling in Physiology: New Challenges and Opportunities, ESGCO 2020
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728157511
DOIs
Publication statusPublished - Jul 2020
Event11th Conference of the European Study Group on Cardiovascular Oscillations, ESGCO 2020 - Virtual, Online, Italy
Duration: Jul 15 2020 → …

Publication series

Name2020 11th Conference of the European Study Group on Cardiovascular Oscillations: Computation and Modelling in Physiology: New Challenges and Opportunities, ESGCO 2020

Conference

Conference11th Conference of the European Study Group on Cardiovascular Oscillations, ESGCO 2020
Country/TerritoryItaly
CityVirtual, Online
Period7/15/20 → …

ASJC Scopus subject areas

  • Computer Science Applications
  • Modelling and Simulation
  • Cardiology and Cardiovascular Medicine
  • Health Informatics
  • Physiology (medical)
  • Instrumentation

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