Extended Detrended Fluctuation Analysis of Coarse-Grained Time Series

Author:

Koronovskii Alexander A.,Blokhina Inna A.ORCID,Dmitrenko Alexander V.,Tuzhilkin Matvey A.,Moiseikina Tatyana V.,Elizarova Inna V.,Semyachkina-Glushkovskaya Oxana V.ORCID,Pavlov Alexey N.ORCID

Abstract

A coarse-graining procedure, which involves averaging time series in non-overlapping windows followed by processing of the obtained multiple data sets, is the initial step in the multiscale entropy computation method. In this paper, we discuss how this procedure can be applied with other methods of time series analysis. Based on extended detrended fluctuation analysis (EDFA), we compare signal processing results for data sets with and without coarse-graining. Using the simulated data provided by the interacting nephrons model, we show how this procedure increases, up to 48%, the distinctions between local scaling exponents quantifying synchronous and asynchronous chaotic oscillations. Based on the experimental data of electrocorticograms (ECoG) of mice, an improvement in differences in local scaling exponents up to 41% and Student’s t-values up to 34% was revealed.

Funder

Russian Science Foundation

Government of the Russian Federation

Publisher

MDPI AG

Subject

Clinical Biochemistry

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