Crossover in rescaled-range analysis and power spectra: Measurements and simulations

A methodological note on nonlinear time series analysis: is the open- and closed-loop model of Collins and De Luca (1993) a statistical artifact?

The authors reexamined, theoretically and empirically, the method proposed by J. J. Collins and C. D. De Luca (1993) for the analysis of center-of-pressure trajectories. The main argument in this article is that Collins and De Luca's approach is not adapted to the analysis of bounded time series and leads to statistical artifacts such as underestimation of the diffusion process for long-term intervals. The open- and closed-loop model developed by Collins and De Luca is a direct consequence of those statistical problems. Applying more classical methods, such as rescaled range analysis or detrended fluctuation analysis, the authors show that center-of-pressure trajectories can be modeled as continuous, antipersistent fractional Brownian motion. More specifically, those trajectories behave like 1/f noise, a ubiquitous feature in adaptive biological systems.