Resources

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012) is a time series analysis method, designed to describe scaling properties of fluctuations within the signal analyzed. The main result of this procedure is the so called Hurst surface…

Sample Entropy is a useful tool for investigating the dynamics of heart rate and other time series. Sample Entropy is the negative natural logarithm of an estimate of the conditional probability that subseries (epochs) of length m that match pointwi…

IBS is a novel method for comparing time series based on linguistic analysis of "word" frequency and rank order statistics. It has been applied successfully in a variety of applications, including analysis of interbeat (RR) intervals, clas…

Software for calculating multifractal partitions and moments of a time series.

The method of detrended fluctuation analysis has proven useful in revealing the extent of long-range correlations in time series.

Detecting the presence of chaos in a dynamical system is an important problem that is solved by measuring the largest Lyapunov exponent. Lyapunov exponents quantify the exponential divergence of initially close state-space trajectories and estimate …

This is a repository of MATLAB functions that can estimate transfer entropy (information flow) from one time series to another using a non-parametric partitioning algorithm.

Multiscale multifractal analysis (MMA) (Gierałtowski et al., 2012) is a time series analysis method, designed to describe scaling properties of fluctuations within the signal analyzed. The main result of this procedure is the so called Hurst surface…

Sample Entropy is a useful tool for investigating the dynamics of heart rate and other time series. Sample Entropy is the negative natural logarithm of an estimate of the conditional probability that subseries (epochs) of length m that match pointwi…

IBS is a novel method for comparing time series based on linguistic analysis of "word" frequency and rank order statistics. It has been applied successfully in a variety of applications, including analysis of interbeat (RR) intervals, clas…