title: Heavy-tailed prediction error: a difficulty in predicting biomedical signals of 1/f noise type.
abstract: A fractal signal x(t) in biomedical engineering may be characterized by 1/f noise, that is, the power spectrum density (PSD) divergences at f = 0. According the Taqqu's law, 1/f noise has the properties of long-range dependence and heavy-tailed probability density function (PDF). The contribution of this paper is to exhibit that the prediction error of a biomedical signal of 1/f noise type is long-range dependent (LRD). Thus, it is heavy-tailed and of 1/f noise. Consequently, the variance of the prediction error is usually large or may not exist, making predicting biomedical signals of 1/f noise type difficult.
authors.affiliation: School of Information Science & Technology, East China Normal University, No. 500, Dong-Chuan Road, Shanghai 200241, China.
authors.forename: Ming
authors.initials: M
authors.lastname: Li
authors.forename: Wei
authors.initials: W
authors.lastname: Zhao
authors.forename: Biao
authors.initials: B
authors.lastname: Chen
mesh_terms: D000465:Algorithms; D001698:Biomedical Engineering / Q000379:methods; D019295:Computational Biology / Q000379:methods; D003198:Computer Simulation; D017709:Fractals; D006801:Humans; D015233:Models, Statistical; D008962:Models, Theoretical; D011336:Probability; D015203:Reproducibility of Results; D012815:Signal Processing, Computer-Assisted