Ashkenazy Y, Ivanov P C, Havlin S, Peng C K, Goldberger A L, Stanley H E
Phys Rev Lett. 2001 Feb 26;86(9):1900-3. doi: 10.1103/PhysRevLett.86.1900.
We propose an approach for analyzing signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and analyzing their scaling properties. We show that signals with identical long-range correlations can exhibit different time organization for the magnitude and sign. We find that the magnitude series relates to the nonlinear properties of the original time series, while the sign series relates to the linear properties. We apply our approach to the heartbeat interval series and find that the magnitude series is long-range correlated, while the sign series is anticorrelated and that both magnitude and sign series may have clinical applications.
我们提出了一种通过将信号增量序列分解为幅度和符号序列并分析它们的标度特性来分析具有长程相关性信号的方法。我们表明，具有相同长程相关性的信号在幅度和符号方面可以表现出不同的时间组织。我们发现幅度序列与原始时间序列的非线性特性相关，而符号序列与线性特性相关。我们将我们的方法应用于心跳间隔序列，发现幅度序列是长程相关的，而符号序列是反相关的，并且幅度和符号序列都可能具有临床应用。
