Fractal Time Series: Background, Estimation Methods, and Performances

Over the past 40 years, from its classical application in the characterization of geometrical objects, fractal analysis has been progressively applied to study time series in several different disciplines. In neuroscience, starting from identifying the fractal properties of neuronal and brain architecture, attention has shifted to evaluating brain signals in the time domain. Classical linear methods applied to analyzing neurophysiological signals can lead to classifying irregular components as noise, with a potential loss of information. Thus, characterizing fractal properties, namely, self-similarity, scale invariance, and fractal dimension (FD), can provide relevant information on these signals in physiological and pathological conditions. Several methods have been proposed to estimate the fractal properties of these neurophysiological signals. However, the effects of signal characteristics (e.g., its stationarity) and other signal parameters, such as sampling frequency, amplitude, a...