These data were contributed by Plamen Ch. Ivanov, Zhi Chen and Kun Hu, who
used them in:
Please cite these publications when referencing this material, and
also include the standard citation for PhysioNet:
Goldberger AL, Amaral LAN, Glass L, Hausdorff JM, Ivanov PCh, Mark RG,
Mietus JE, Moody GB, Peng C-K, Stanley HE. PhysioBank, PhysioToolkit, and
PhysioNet: Components of a New Research Resource for Complex Physiologic
Signals.
Circulation 101(23):e215-e220 [Circulation Electronic Pages;
http://circ.ahajournals.org/content/101/23/e215.full];
2000 (June 13).
The data in this collection include: (1) 6 surrogate stationary signals with
different correlations; (2) 7 surrogate correlated signals with linear,
sinusoidal and power-law trends; and (3) 15 surrogate correlated signals with
different types of nonstationarities. Each data file contains one column of
data in ASCII format. Results on correlated signals with trends are discussed
in Physical Review E 64, 011114 (2001). Results on
correlated signals with different types of nonstationarities are discussed in
Physical Review E 65, 041107 (2002). The parameter
"alpha" (see below) is an exponent measuring the degree of correlations in a
signal, and Nmax is the signal length. A detailed description of these signals
can be found in the original articles.
Correlations in these signals
can be quantified using Detrended Fluctuation
Analysis (DFA).
Limitations of the DFA method are discussed in the articles cited above.
In particular, the second paper notes that
... for anti-correlated signals, the scaling exponent obtained from the DFA
method overestimates the true correlations at small scales. To avoid this
problem, one needs first to integrate the original anti-correlated signal and
then apply the DFA method. The correct scaling exponent can thus be obtained
from the relation between n [the DFA box length] and F(n)/n
instead of F(n) ... In order to provide a more accurate estimate of
F(n), the largest box size n we use is Nmax/10, where Nmax is the total number of points in the signal.
Since these files are quite large, they are provided as gzip-compressed text.
1. Correlated stationary signals
2. Surrogate signals with trends
2a) Signals with linear trends
- trlina1.txt.gz alpha = 0.1,
Nmax = 217, slope of linear trend Al = 2-16 / index;
- trlina2.txt.gz alpha = 0.1,
Nmax = 217, slope of linear trend Al = 2-12 / index;
- trlina3.txt.gz alpha = 0.1,
Nmax = 217, slope of linear trend Al = 2-8 / index.
2b) Signals with sinusoidal trends
- trsin1.txt.gz alpha = 0.9,
Nmax = 217, Amplitude of trend As = 2, period T = 128;
- trsin2.txt.gz alpha = 0.1,
Nmax = 217, Amplitude of trend As = 2, period T = 128.
2c) Signals with power-law trends
- trpow1.txt.gz alpha = 0.9,
Nmax = 217, power lambda = 0.4, Amplitude Ap = 1000 / (Nmax) lambda;
- trpow2.txt.gz alpha = 1.5,
Nmax = 217, power lambda = -0.7, Amplitude Ap = 0.01 / (Nmax) lambda.
3. Surrogate nonstationary signals
3a) Signals with cutout segments (discontinuities)
- cut0117w20p95.txt.gz
alpha = 0.1, seg. cutout probability p = 0.05, Width W = 20, Nmax = 217;
- cut0117w20p50.txt.gz
alpha = 0.1, seg. cutout probability p = 0.50, Width W = 20, Nmax = 217;
- cut0917w20p95.txt.gz
alpha = 0.9, seg. cutout probability p = 0.05, Width W = 20, Nmax = 217;
- cut0917w20p50.txt.gz
alpha = 0.9, seg. cutout probability p = 0.50, Width W = 20, Nmax = 217.
3b) Signals with spikes
- sp02p05a1.txt.gz
spikes probability p = 0.05, Amplitude Asp = 1,
Nmax = 217;
- sp02p05a1sp.txt.gz
spikes signal only, spikes probability p = 0.05, Amplitude Asp = 1,
Nmax = 217;
- sp08p05a10.txt.gz
spikes probability p = 0.05, Amplitude Asp = 10, Nmax = 217;
- sp08p05a10sp.txt.gz
spikes signal only, spikes probability p = 0.05, Amplitude Asp = 10,
Nmax = 217.
3c) Signals with different local standard deviation
- d2h4pd050118s.txt.gz
alpha = 0.1, sigma1 = 1, sigma2 = 4 (probability p = 0.05), Nmax = 218;
- d2h4pd950118s.txt.gz
alpha = 0.1, sigma1 = 1, sigma2 = 4 (probability p = 0.95), Nmax = 218;
- d2h4pd050918s.txt.gz
alpha = 0.9, sigma1 = 1, sigma2 = 4 (probability p = 0.05), Nmax = 218;
- d2h4pd950918s.txt.gz
alpha = 0.9, sigma1 = 1, sigma2 = 4 (probability p = 0.95), Nmax = 218.
3d) Signals with different local correlations
Address for correspondence:
Plamen Ch. Ivanov, Ph.D.
Room 247, Dept. of Physics
Boston Univeristy
590 Commonwealth Avenue
Boston, MA 02215, USA
Email: plamen@meta.bu.edu