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--></style><title>Re: [Eeglablist] hurst exponent for eeg
analysis</title></head><body>
<div><br></div>
<div>Karthick,</div>
<div><br></div>
<div>For a method of generating a time series with a power-law</div>
<div>Fourier spectrum, and the relationship between this and the</div>
<div>Hurst exponent, see the following paper:</div>
<div><br></div>
<div><font face="Times" size="+2" color="#000000">Rangarajan and Ding
(2000). Integrated approach to the assessment of long-range
correlation in time series data. Physical Review E 61(5):
4991.</font></div>
<div><font face="Times" size="+2" color="#000000"><br></font></div>
<div>Other authors have studied scaling properties in model time</div>
<div>series and in EEG time series in slightly different ways. </div>
<div>You may also find the following papers helpful:</div>
<div><br></div>
<div><font face="Times" size="+2" color="#000000">Watters (1998).
Fractal structure in the electroencephalogram. Complexity
International 5: 1.</font><br>
<font face="Times" size="+2" color="#000000"></font></div>
<div><font face="Times" size="+2" color="#000000">Heneghan and McDarby
(2000). Establishing the relation between</font></div>
<div><font face="Times" size="+2" color="#000000">detrended
fluctuation analysis and power spectral density for
stochastic</font></div>
<div><font face="Times" size="+2" color="#000000">processes.
Physical Review E 62(5): 6103-6110.</font></div>
<div><font face="Times" size="+2" color="#000000"><br></font></div>
<div><font face="Times" size="+2" color="#000000">Hu et al (2001).
Effects of trends on detrended fluctuation analysis. Physical
Review E 64: 011114.<br>
<br>
Linkenkaer-Hansen et al (2001). Long-range temporal correlations
and scaling in behavior in human brain oscillations.
Journal of Neuroscience 21(4): 1370.</font><br>
<font face="Times" size="+2" color="#000000"></font></div>
<div><font face="Times" size="+2" color="#000000">Hwa and Ferree
(2002). Scaling properties of fluctuations in the human
electroencephalogram. Physical Review E 66: 021901.</font></div>
<div><br></div>
<blockquote type="cite" cite>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?</blockquote>
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<div><br>
Thomas Ferree, Ph.D.<br>
(415) 353-9474<br>
http://dnl.ucsf.edu/users/tferree</div>
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