A comment on “Measuring fractality” by Stadnitski (2012)
نویسنده
چکیده
In a recent publication Stadnitski (2012) presented an overview of methods to estimate fractal scaling in time series, outlined as an accessible tutorial1. The publication was set-up as a comparison between monofractal and ARFIMA methods, and promotes ARFIMA to distinguish between spurious and genuine 1/f noise, shedding light on “the problem that the log–log power spectrum of short-memory ARMA (p, q) processes can resemble the spectrum of 1/f noise.” Stadnitski proposes an analytic strategy that consists of fitting 18 models to any time series. Nine of the models are ARMA (p, q) models, with p and q varying from 0 to 2, that do not contain long-range correlations. The remaining ARFIMA (p, d, q) models add to the ARMA models a fractional integration parameter d. As laid-out by the author, given a genuine fractal series, ARFIMA models should present a better fit than ARMA counterparts. Based on this logic, Stadnitski (2012) evaluates one simple reaction time (SRT) series, and concludes it is not a genuine fractal signal. This conclusion is intriguing, because it was previously argued that SRT series typically present genuine 1/f scaling (Van Orden et al., 2003; Wagenmakers et al., 2004). In this commentary, iteratively refined spectral surrogates (Schreiber and Schmitz, 1996) were generated from the
منابع مشابه
Measuring Fractality
WHEN INVESTIGATING FRACTAL PHENOMENA, THE FOLLOWING QUESTIONS ARE FUNDAMENTAL FOR THE APPLIED RESEARCHER: (1) What are essential statistical properties of 1/f noise? (2) Which estimators are available for measuring fractality? (3) Which measurement instruments are appropriate and how are they applied? The purpose of this article is to give clear and comprehensible answers to these questions. Fi...
متن کاملComment on Editorial; Best Research for Low Income Countries
Achieving a practical and productive balance in collaborative research between partners from high and lower income countries (North-South Collaborations) requires seeking win-win solutions. This issue requires time to engage each other and to understand each participant’s research priorities and to identify areas of mutual interest. In SACTRC’s experience, key elements include; building researc...
متن کاملHeterogeneity of European DRG Systems and Potentials for a Common Eurodrg System; Comment on “Cholecystectomy and Diagnosis-Related Groups (DRGs): Patient Classification and Hospital Reimbursement in 11 European Countries”
Diagnosis-Related Group (DRG) systems across Europe are very heterogeneous, in particular because of different classification variables and algorithms as well as costing methodologies. But, given the challenge of increasing patient mobility within Europe, health systems are forced to incorporate a common patient classification language in order to compare and identify similar patients e.g. for ...
متن کامل