[Eeglablist] hurst exponent for eeg analysis

Thomas Ferree 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.
(415) 353-9474
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://sccn.ucsd.edu/pipermail/eeglablist/attachments/20050308/c31928cf/attachment.htm

More information about the eeglablist mailing list