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. 2011 Oct 10;10:90. doi: 10.1186/1475-925X-10-90

Table 8.

Summary of the invariant domain

Domain Assumptions Features Feature Assumptions Transformation used References
The information is held in those properties of the time series that are invariant-i.e. not supposed to change over either time or space. Allan scaling exponent The time series is modeled as a point process, and the ratio between the second order moment of the difference between the number of events of two successive windows and the mean number of events has scale-invariant properties Point process [49,89,90]

Detrended fluctuation analysis The standard deviation of the detrended cumulative time series has scale-invariant properties [4,63,92-94]

Diffusion Entropy The time series is modeled as a family of diffusion processes, which Shannon entropies has scale-invariant properties [54,95-97]

Embedding scaling exponent The variance of the attractor at different embedding dimensions has scale-invariant properties Phase space representation [98]

Fano scaling exponent The time series is modeled as a point process, and the variance of the number of events divided by the mean number of events has scale-invariant properties Point process [49,89,90]

Higuchi's algorithm The length of the time series at different windows has scale-invariant properties [54,101-104]

Index of variability The time series is modeled as a point process, and the variance of the number of events has scale-invariant properties Point process [2]

Multifractal exponents Multiple scaling exponents characterize the time series Wavelet transform [54,105,106]

Power spectrum scaling exponent Stationarity, the power spectrum follows a 1/fb like behaviour Power spectrum [92]

Probability distribution scaling exponent The distribution of the data has scale--invariant properties Bin transformation [63,107]

Rescaled detrended range analysis The range (difference between maximum and minimum value) of a time series has scale-invariant properties [92]

Scaled windowed variance The standard deviation of the detrended time series has scale-invariant properties [92]

Correlation dimension The time series is extracted from a dynamical system, and the number of points in the phase space that are closer than a certain threshold has scale-invariant properties Phase space representation [40,91]

Finite growth rates The time series is extracted from a dynamical system, which is described by its dependence on the initial conditions (how two points that are close in space and time separate after a certain amount of time)-the ratio between the final and the initial time is an invariant of the system Phase space representation [86]

Kolmogorov-Sinai entropy The time series is extracted from a dynamical system, and it is possible to predict which part of the phase space the dynamics will visit at a time t+1, given the trajectories up to time t Phase space representation [40,91]

Largest Lyapunov exponent The time series is extracted from a dynamical system, which is described by its dependence on the initial conditions (how two points that are close in space and time separate after a certain amount of time)-the distance grows on average exponentially in time, and the exponent is an invariant of the system Phase space representation [40,41,99,100]