Smoothing Before Estimating Uncertainty, Scaling, and Intermittency: Application to Short Heart Rate Signals

Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the standard deviation; scaling exponents describe how dispersions change with the time scale. Intermittency has been defined as a difference between two scaling exponents. After taking a moving average, these measures give descriptive information, even for short heart rate records. For this data, dispersion and intermittency perform better than scaling exponents.