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] |