[Eeglablist] hurst exponent for eeg analysis
tom.ferree at radiology.ucsf.edu
Tue Mar 8 19:37:50 PST 2005
For a method of generating a time series with a power-law
Fourier spectrum, and the relationship between this and the
Hurst exponent, see the following paper:
Rangarajan and Ding (2000). Integrated approach to the assessment of
long-range correlation in time series data. Physical Review E 61(5):
Other authors have studied scaling properties in model time
series and in EEG time series in slightly different ways.
You may also find the following papers helpful:
Watters (1998). Fractal structure in the electroencephalogram.
Complexity International 5: 1.
Heneghan and McDarby (2000). Establishing the relation between
detrended fluctuation analysis and power spectral density for stochastic
processes. Physical Review E 62(5): 6103-6110.
Hu et al (2001). Effects of trends on detrended fluctuation
analysis. Physical Review E 64: 011114.
Linkenkaer-Hansen et al (2001). Long-range temporal correlations and
scaling in behavior in human brain oscillations. Journal of
Neuroscience 21(4): 1370.
Hwa and Ferree (2002). Scaling properties of fluctuations in the
human electroencephalogram. Physical Review E 66: 021901.
>i am trying to use the hurst exponent to characterize eeg
>signals....is there a software that will generate time series with a
>given hurst exponent / estimate the hurst exponent? i need it to
>verify my program....also, what shd be the hurst exponent of a
>random number sequence generated using the matlab rand() command?
Thomas Ferree, Ph.D.
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