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