neurodsp.aperiodic.dfa.compute_rescaled_range

neurodsp.aperiodic.dfa.compute_rescaled_range(sig, win_len)[source]

Compute rescaled range of a given time series at a given scale.

Parameters
sig1d array

Time series.

win_lenint

Window length for each rescaled range computation, in samples.

Returns
rsfloat

Average rescaled range over windows.

Notes

  • Rescaled range was introduced as a measure of time series variability, by Harold Hurst [1].

References

1

https://en.wikipedia.org/wiki/Rescaled_range