Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type (Q1929535): Difference between revisions
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Revision as of 03:29, 20 March 2024
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English | Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type |
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Heavy-tailed prediction error: a difficulty in predicting biomedical signals of \(1/f\) noise type (English)
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9 January 2013
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Summary: A fractal signal \(x(t)\) in biomedical engineering may be characterized by \(1/f\) noise, that is, the power spectrum density (PSD) divergences at \(f = 0\). According to Taqqu's law, \(1/f\) noise has the properties of long-range dependence and heavy-tailed probability density functions (PDFs). The contribution of this paper is to exhibit that the prediction error of a biomedical signal of \(1/f\) noise type is long-range dependent (LRD). Thus, it is heavy-tailed and of \(1/f\) noise. Consequently, the variance of the prediction error is usually large or may not exist, making predicting biomedical signals of \(1/f\) noise type difficult.
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