Data series embedding and scale invariant statistics

作者：Michieli I^*; Medved B; Ristov S

来源：Human Movement Science, 2010, 29(3): 449-463.

DOI：10.1016/j.humov.2009.08.004

• Scale invariance
• Embedding
• Stride interval
• Power-law correlation
• Principal components
• Long-range dependence

Data sequences acquired from bio-systems such as human gait data, heart rate interbeat data, or DNA sequences exhibit complex dynamics that is frequently described by a long-memory or power-law decay of autocorrelation function. One way of characterizing that dynamics is through scale invariant statistics or "fractal-like" behavior. For quantifying scale invariant parameters of physiological signals several methods have been proposed. Among them the most common are detrended fluctuation analysis, sample mean variance analyses, power spectral density analysis, R/S analysis, and recently in the realm of the multifractal approach, wavelet analysis. In this paper it is demonstrated that embedding the time series data in the high-dimensional pseudo-phase space reveals scale invariant statistics in the simple fashion. The procedure is applied on different stride interval data sets from human gait measurements time series (Physio-Bank data library). Results show that introduced mapping adequately separates long-memory from random behavior. Smaller gait data sets were analyzed and scale-free trends for limited scale intervals were successfully detected. The method was verified on artificially produced time series with known scaling behavior and with the varying content of noise. The possibility for the method to falsely detect long-range dependence in the artificially generated short range dependence series was investigated.

• 出版日期2010-6