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Determining the Hurst exponent of fractal time series and its application to electrocardiographic analysis
P B DePetrillo1, D Speers, U E Ruttimann
1Laboratory of Clinical Studies, Section of Clinical Science, Unit of Clinical and Biochemical Pharmacology, Bethesda, MD, USA. pbdp@helix.nih.gov
Abstract:
An alternative regression-based method for estimating the Hurst coefficient of a fractal time series is proposed. A formal mathematical description of the methodology is presented. The geometric relationship of the algorithm to the family of self-similar fractal curves is outlined. The computational structure of the algorithm is optimal for generation of real-time estimates of H. We show that the method can be applied to biologically-derived time series such as the cardiac interbeat interval and we obtain estimates of H from several diverse electrocardiographic data sets.