Effects of quantization on detrended fluctuation analysis

doi:10.1088/1674-1056/20/5/050503

中国物理B ›› 2011, Vol. 20 ›› Issue (5): 50503-050503.doi: 10.1088/1674-1056/20/5/050503

Effects of quantization on detrended fluctuation analysis

徐泽西¹, 殷奎喜², 徐寅林², 朱松盛³

(1)School of Electrical and Computer Engineering, Purdue University, West Lafayette, Indiana 47907, USA; (2)School of Physics Science and Technology, Nanjing Normal University, Nanjing 210097, China; (3)School of Physics Science and Technology, Nanjing Normal University, Nanjing 210097, China;Department of Biomedical Engineering, Nanjing Medical University, Nanjing 210029, China

收稿日期:2010-08-29 修回日期:2010-12-31 出版日期:2011-05-15 发布日期:2011-05-15
基金资助:
Project supported by the Natural Science Foundation for the Returned Overseas Chinese Scholars of the Ministry of Human Resources of China (Grant No. 2008102SB90203) and Nanjing Normal University, China (Grant No. 2008102XLH0044).

Effects of quantization on detrended fluctuation analysis

Zhu Song-Sheng(朱松盛)^a)b), Xu Ze-Xi(徐泽西)^c), Yin Kui-Xi(殷奎喜)^a), and Xu Yin-Lin(徐寅林)^a)†

^a School of Physics Science and Technology, Nanjing Normal University, Nanjing 210097, China; ^b Department of Biomedical Engineering, Nanjing Medical University, Nanjing 210029, China; ^c School of Electrical and Computer Engineering, Purdue University, West Lafayette, Indiana 47907, USA

Received:2010-08-29 Revised:2010-12-31 Online:2011-05-15 Published:2011-05-15
Supported by:
Project supported by the Natural Science Foundation for the Returned Overseas Chinese Scholars of the Ministry of Human Resources of China (Grant No. 2008102SB90203) and Nanjing Normal University, China (Grant No. 2008102XLH0044).

摘要/Abstract

摘要： Detrended fluctuation analysis (DFA) is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series (anti-correlated, uncorrelated and long-range power-law correlated signals) affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.

关键词: detrended fluctuation analysis, quantization

Abstract: Detrended fluctuation analysis (DFA) is a method foro estimating the long-range power-law correlation exponent in noisy signals. It has been used successfully in many different fields, especially in the research of physiological signals. As an inherent part of these studies, quantization of continuous signals is inevitable. In addition, coarse-graining, to transfer original signals into symbol series in symbolic dynamic analysis, can also be considered as a quantization-like operation. Therefore, it is worth considering whether the quantization of signal has any effect on the result of DFA and if so, how large the effect will be. In this paper we study how the quantized degrees for three types of noise series (anti-correlated, uncorrelated and long-range power-law correlated signals) affect the results of DFA and find that their effects are completely different. The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.

Key words: detrended fluctuation analysis, quantization

中图分类号: (Fluctuation phenomena, random processes, noise, and Brownian motion)

05.40.-a

06.30.-k (Measurements common to several branches of physics and astronomy)

朱松盛, 徐泽西, 殷奎喜, 徐寅林. Effects of quantization on detrended fluctuation analysis[J]. 中国物理B, 2011, 20(5): 50503-050503.

Zhu Song-Sheng(朱松盛), Xu Ze-Xi(徐泽西), Yin Kui-Xi(殷奎喜), and Xu Yin-Lin(徐寅林). Effects of quantization on detrended fluctuation analysis[J]. Chin. Phys. B, 2011, 20(5): 50503-050503.

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Effects of quantization on detrended fluctuation analysis

Effects of quantization on detrended fluctuation analysis

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