November 8, 2005 14:52 00293

Fractals, Vol. 13, No. 4 (2005) 283–292

c World Scientific Publishing Company

CONSECUTIVE DIFFERENCES AS A METHOD

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OF SIGNAL FRACTAL ANALYSIS

A. KALAUZI∗ and S. SPASIC

Department for Biophysics, Neuroscience and Biomedical Engineering
Center for Multidisciplinary Studies, University of Belgrade
Despot Stefan Boulevard 142, 11000 Belgrade, Serbia and Montenegro
∗kalauzi@ibiss.bg.ac.yu

M. CULIC, G. GRBIC and L. J. MARTAC

Institute for Biological Research “Sinisa Stankovic”
Despot Stefan Boulevard 142, Belgrade, Serbia and Montenegro

Received December 14, 2004

Accepted May 11, 2005

Abstract
We propose a new method for calculating fractal dimension (DF) of a signal y(t), based on
(n)
coefficients my , mean absolute values of its nth order derivatives (consecutive finite differences
(n)
for sampled signals). We found that logarithms of my , n = 2, 3, . . . , nmax , exhibited linear
dependence on n:


log m(n)
y ) = (slope)n + Yint

with stable slopes and Y -intercepts proportional to signal DF values. Using a family of
Weierstrass functions, we established a link between Y -intercepts and signal fractal dimension:

DF = A(nmax )Yint + B(nmax ),

and calculated parameters A(nmax ) and B(nmax ) for nmax = 3, . . . , 7. Compared to Higuchi’s
algorithm, advantages of this method include greater speed and eliminating the need to choose
value for kmax , since the smallest error was obtained with nmax = 3.

Keywords: Fractal dimension; Higuchi’s algorithm; Weierstrass functions; consecutive differ-

ences method.

283
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284 A. Kalauzi et al.
1. INTRODUCTION
With recent advances in chaos theory, particu-
larly nonlinear techniques for signal analysis, fractal
properties of biosignals could be revealed. Frac-
tal analysis, as a part of this theory, is broadly
applied in estimation of signal complexity. Among
methods of fractal analysis, Higuchi’s algorithm1 is
most frequently used for analysis of brain activity
in time domain. This method was used, among oth-
ers, to analyze pathophysiological changes in the
brain activity2,3 and postural control.4 However,
in the implementation of Higuchi’s algorithm, it
is necessary to determine parameter kmax (maxi-
mum value of the interval time k). Some of the
authors4 use kmax = 30 or kmax = 60, others2
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use kmax = 15, while some5 use kmax = 8 or
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kmax = 16. Our suggestion6 for its optimal range
was 8 < kmax < 18. In order to overcome this prob-
lem, in this work we try to introduce a simple
and fast new method to calculate fractal dimen-
sion, using averaged absolute values of signal first n
derivatives (finite differences) in time domain.
2. CONSECUTIVE
DIFFERENCES METHOD
FOR MEASURING SIGNAL
COMPLEXITY
2.1. Rationality of Consecutive
Differences Method
It is well known that signals, recorded from a
linear process, y(t), are characterized by the fol-
lowing values of the first and second derivatives:
y (1) (t)
= 0, y (2) (t) = 0. If the signal complexity
increases, any deviation from linearity is accom-
panied by y (2) (t)
= 0. If we accept the view that
a higher order polynomial function is required to
model a more complex process, then n real numbers:
m(n)
y = mean(abs(y
(n)
(t)))
should characterize complexity of a signal. It is of
(n)
particular interest to observe my as the function
(n)
of the derivative order n: my = f (n), and study
its properties, depending on the types of signals.
2.2. Coefficients m(n)
y for
Weierstrass Functions
In order to explore which properties of the func-
(n)
tion my = f (n) are correlated with signal
fractal dimension, we applied previously described
approach to Weierstrass functions. These functions
are suitable7 because their fractal dimension D
is given theoretically. Let us observe a family of
Weierstrass functions as cosine functions of time t,
having two parameters, γ and H:

WHγ (t) = γ −iH cos(2πγ i t), 0 < H < 1 (1)
t
where γ > 1. For functions defined with (1), frac-
tal dimension is given by D = 2 − H. We gener-
ated this family for the following discrete values
of parameters: γi = 1.1, 1.2, . . . , 5.0; i = 1, . . . , 40,
number of different γ values being N γ = 40;
Hj = 0.99, 0.98, . . . , 0.01; j = 1, . . . , 99; NH =
99. Consequently, DF range (1 < DF < 2) was
evenly occupied: Dj = 1.01, 1.02, . . . , 1.99. Number
of functions generated was N γNH = 3960.
For sampling frequency and signal duration we
chose fs = 256 [samp/s] and T = 30 [s], resembling
a common biological signal. Similarity between a
rat ECoG signal and Weierstrass function gen-
erated with these values of T and fs , having
very close fractal dimension values, is presented
on Fig. 1. Therefore, number of samples for each
member of the family (1) in time was N = fs
T = 7680.
Since sample differences depend on signal
amplitude, a preprocessing step, comprising sig-
nal amplitude normalization, is necessary for each
signal sample wi :
wi
winor = N
,
1  
|wj |
N
j=1
N
1 
where wi = wi − wj , i = 1, . . . , N.
N
j=1
After normalization of amplitudes, for each of
(n)
the 3960 Weierstrass functions, coefficients mW
were calculated for n = 1, . . . , 7 and the resulting
(n)
relations, mW = f (n), drawn on semi-log plots.
(n)
As an example, mW coefficients for the family of
Weierstrass functions, characterized by γi = 2.2, is
presented on Fig. 2. Similar results were obtained
for other values of γi . It could be noticed that, start-
(n)
ing from n = 2, log [mW ] = f (n), were highly
linear, for all values Dj . After performing linear
(n)
regressions of lines log [mW ] = f (n), we found
that their slopes did not vary significantly, while
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Consecutive Differences — Measure of Fractal Analysis 285

Weierstrass function; γ = 1.7

4
3

Weier. f. value
2
1
0
−1
−2 D = 1.50
−3
0 0.5 1 1.5 2 2.5 3 3.5 4

Rat cerebral ECoG

2600
Signal value (arb. un.)

2400
2200
2000
1800
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1600
DF = 1.5059
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1400
1200
0 0.5 1 1.5 2 2.5 3 3.5 4
Time (s)

Fig. 1 Weierstrass function, characterized by theoretical fractal dimension D = 1.50 (upper), and rat cerebral ECoG activity
with DF = 1.5059 (calculated by Higuchi’s algorithm, lower panel).

Weierstrass functions; γi = 2.2

102

101
m(n)w

100

10−1
1 2 3 4 5 6 7
n
(n)
Fig. 2 Semi-log plot of mW , mean absolute value of the nth order derivative versus n. Lines were calculated for a family of
Weierstrass functions, characterized by γi = 2.2; Dj = 1.01, 1.02, . . . , 1.99. Each line within the family belongs to Weierstrass
functions with a different fractal dimension Dj . Out of 99 lines, only every tenth is shown for clarity.

Y -intercepts were directly proportional to theoret- For each value of γi , number of possible calibra-
ical fractal dimension values Dj = 1.01, . . . , 1.99 tion lines depend on the chosen maximal deriva-
of Weierstrass functions. Relationship between Y - tive order for linear regressions: n = 2, 3, . . . , nmax
intercepts and Dj could serve as a calibration line (obviously, nmax ≥ 3). For nmax = 3, these Nγ = 40
for calculating DF of any given signal. calibration lines are presented on Fig. 3.
 November 8, 2005 14:52 00293

286 A. Kalauzi et al.

0 0
DF = A * Yint + B
−0.5 −0.5 A = 0.34458
B = 2.0956
1 −1 CC = 0.99977

−1.5 −1.5

Y-intercept
Y-intercept

2 −2

−2.5 −2.5

3 −3

−3.5 −3.5
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4 −4
1 1.2 1.4 1.6 1.8 2 1 1.2 1.4 1.6 1.8 2
Dj Dj
(n)
Fig. 3 Left: Y -intercept of lines log(mW ) = f (n) versus Dj , theoretical fractal dimension of Weierstrass functions, for
nmax = 3. Each of the Nγ = 40 lines, within the family, was obtained from Weierstrass functions having one value of
γi = 1.1, 1.2, . . . , 5.0. Right: mean Y -intercept-DF calibration line, obtained for nmax = 3, by averaging Nγ = 40 calibration
lines from the left panel. Parameters of its linear regression and the coefficient of linear correlation are given in the upper left
quarter.

Since real signals are not characterized by an for calculating fractal dimension DF of any signal
intrinsic parameter γ, for each value of nmax , a with normalized amplitudes:
final calibration line could be computed by aver-
aging ordinates of the Nγ = 40 lines, each differ- DF = A(nmax )Yint + B(nmax ). (2)
ing in γi = 1.1, 1.2, . . . , 5.0. As an example, for Therefore, for a given signal y(t), procedure for
nmax = 3, this mean line is shown on the right calculating its DF would comprise the following
panel of Fig. 3, together with the results of its linear steps:
regression. For each value of nmax , mean calibration
line differed slightly in corresponding values of lin- 1. Normalize amplitudes.
(n)
ear regression parameters, A(nmax ) and B(nmax ). 2. Calculate coefficients my = mean(abs(y (n) (t))),
We calculated these values for nmax = 3, 4, 5, 6 and n = 1, . . . , nmax .
(n)
7, as well as CC(nmax ), corresponding coefficients 3. Perform linear regression log(mW ) = (slope)
of linear correlation: n + Yint , n = 1, . . . , nmax .
4. Apply formula (2): DF = A(nmax )Yint +B(nmax ).
nmax A(nmax ) B(nmax ) CC(nmax )
Since we are dealing with sampled signals, con-
3 0.34458 2.0956 0.99977
4 0.33864 2.1008 0.99964 crete software implementation of these steps should
5 0.33554 2.1070 0.99955 be based on consecutive calculation of finite differ-
6 0.33367 2.1133 0.99949 ences. For the signal y(t), with N samples and with
7 0.33247 2.1195 0.99945. normalized amplitudes, nth order consecutive finite
(n)
differences and corresponding coefficients my are
2.3. Procedure for Calculating calculated as:
Fractal Dimension Using (n) (n−1) (n−1)
yi = yi+1 − yi ; i = 1, . . . , N − n;
Consecutive Differences
N
 −n
1 (n)
Results of linear regressions, calculated in previous n = 1, . . . , nmax ; m(n)
y = |yi |.
subsection, were used in order to suggest a formula N −n
i=1
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Consecutive Differences — Measure of Fractal Analysis 287

For example, if the program is written in MATLAB be calculated as

and if the signal is stored in vector y, corresponding i
LE[γi , Dj , nmax ] = DF (Wj ) (nmax ) − Dj ,
procedure for calculating DF, for nmax = 3, simply  2
i
takes the form: SE[γi , Dj , nmax ] = DF (Wj ) (nmax ) − Dj .
mny(2)=mean(abs(diff(diff(y))));
Since LE and SE depend on three variables, and
(mean consecut. diff., 2nd order)
because biological signals are not characterized by
mny(3)=mean(abs(diff(diff(diff(y)))));
any particular value of parameter γ, most suitable
(mean consecut. diff., 3rd order)
way of presenting these errors would be to average
lp=polyfit(2:3,log(mny(2:3)),1);
them over γi :
(linear regression)
df = 0.34458*lp(2) + 2.0956; mean(LEγ ) = LEγ [Dj , nmax ]
1  
(calculating DF).
i
= DF (Wj ) (nmax ) − Dj (3)
Nγ
2.4. Error Estimation of the i
Proposed Method — Based on mean(SEγ ) = SEγ [Dj , nmax ]
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Its Application on Weierstrass

1   (Wji ) 2
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Functions = DF (nmax )−Dj . (4)

In order to estimate the error of this method,
we applied the procedure from Sec. 2.3 to the
same family of Weierstrass functions, which served
for calibration. If we denote with Wji Weier-
strass function characterized by Dj and γi , with
i
DF (Wj ) (nmax ) its fractal dimension, computed by
the described procedure, using maximal difference
order nmax , linear (LE) and square errors (SE) could
Nγ
i
Results of these calculations are presented on
Fig. 4.
It could be seen on Fig. 4, upper panel, that LE
lines are fairly symmetrically positioned above and
below zero, corresponding to a very small bias error
of the method. Square errors decrease for higher
values of Dj , without a prominent minimum.

0.015
0.01
0.005
mean(LEγ)

0
−0.005
−0.01
−0.015
−0.02
1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
Dj
0.02

0.015
mean(SEγ)

0.01

0.005

0
1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
Dj

Fig. 4 Mean linear (upper) and mean square (lower panel) errors, obtained by consecutively applying procedure from Sec. 2.3,
by varying nmax , to a family of Weierstrass functions, with predefined values of parameter γi = 1.1, 1.2, . . . , 5.0 and fractal
dimension Dj = 1.01, 1.02, . . . , 1.99. Curves differ in nmax = 3, . . . , 7, and each represents an average from Nγ = 40 values
of γi . Error lines for nmax = 3 are drawn thicker.
 November 8, 2005 14:52 00293

288 A. Kalauzi et al.

−4
x 10
1

mean(LEγ,D)
0

−1
3 4 5 6 7
nmax
x 10−3
7.5
7
mean(SE γ,D)

6.5
6
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5.5
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5
4.5
3 4 5 6 7
nmax

Fig. 5 Mean linear (upper) and mean square (lower panel) errors, obtained by sequentially applying procedure from Sec. 2.3,
by varying nmax , to a family of Weierstrass functions with predefined values of parameter γi = 1.1, 1.2, . . . , 5.0 and fractal
dimension Dj = 1.01, 1.02, . . . , 1.99. Both lines represent averages from Nγ = 40 values of γi and NDF = 99 values of Dj .

For the purpose of determining optimal nmax , Under such experimental conditions, first brain
errors expressed with (3) and (4) should be aver- injury is expected to cause an increase in DF
aged over the whole range of fractal dimension val- values.9,10
ues Dj : The ECoG biosignals were converted at the sam-
1 
pling rate of 256/sec. In case of Higuchi’s algo-
mean(LEγ, D) = LEγ [Dj , nmax ], (5) rithm, each biosignal was divided into 154 epochs
NDF (each 1.5625 sec). DF values were calculated for
j

 each epoch (equivalent to N = 400 samples), with-

1
mean(SEγ, D) =
NDF
j
Results of this averaging (presented on Fig. 5)
clearly show that optimal nmax = 3, for both linear
(bias) and square errors.
3. CONSECUTIVE
DIFFERENCES AS
A MEASURE OF BIOSIGNAL
FRACTAL DIMENSION
In order to compare biosignal fractal dimension val-
ues computed with procedure from Sec. 2.3, to the
ones obtained by Higuchi’s algorithm,1 we applied
both methods to the same set of cerebellar electro-
cortical activity (ECoG) signals, recorded in anes-
thetized rats (details on surgical, recording and
acquisition techniques were recently presented8 ),
before and after repeated acute local brain injuries.
SEγ [Dj , nmax ]. (6) out overlap, using kmax = 8. Individual DF values
from all epochs were averaged, in order to obtain a
final DF value for a particular signal.
For calculating fractal dimension with procedure
from Sec. 2.3, we used nmax = 3, value at which
both linear and square errors were minimal (Fig. 5).
Calculated DF values of ECoG, before and after
brain injuries, are shown on Fig. 6.
According to Fig. 6, results obtained by both
methods, ours and Higuchi’s, were in good accor-
dance — mean difference of the results, from 24
signals, was 0.0176 ± 0.0300.
4. APPLICATION OF THE
METHOD TO
NON-STATIONARY SIGNALS
Until this point, we have been applying the pro-
cedure, described in previous sections, to differ-
ent signals assuming that they were monofractal
 November 8, 2005 14:52 00293

Consecutive Differences — Measure of Fractal Analysis 289

Right cerebral ECoG Left cerebral ECoG

2 2

1.8 1.8

1.6 1.6
DF

DF
1.4 1.4
Third brain injury Third brain injury
1.2 1.2

1 1
−45 −15 1 5 30 40 −45 −15 1 5 30 40

Right cerebellar ECoG Left cerebellar ECoG

2 2

1.8 1.8

1.6 1.6
DF

DF
1.4 1.4
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First brain injury First brain injury

1.2 1.2
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1 1
−20 −5 0 5 20 30 40 −20 −5 0 5 20 30 40
Time (min) Time (min)

Fig. 6 DF values of rat cerebral and cerebellar ECoG calculated by procedure from Sec. 2.3 (−∗ ), using nmax = 3, and
Higuchi’s algorithm (− − ∆), using kmax = 8, before and after brain injury. Brain injury occurred at time zero.

(characterized by only one DF value within the ana-
lyzed interval).
A more realistic approach, however, should be
based on the fact that in many cases (especially
in physiology) signals cannot be described with
one value of fractal dimension within this inter-
val. Different methods have been developed11–13 in
order to analyze these multifractal signals. Owing
to the well-known scaling and translational detect-
ing abilities of the wavelet transform (WT), Muzy
et al.11 were able to extract locally values of h,
D(h) (Hölder exponent and the corresponding sin-
gularity spectrum) as well as the scaling exponent
τ (q), which exhibited nonlinear dependence on q
(argument of the scaling partition function) for mul-
tifractal signals. The method proved successful for
a number of tested monofractal and multifractal
signals (one with a deterministic recursive struc-
ture; turbulence data). However, calculations were
complex and authors have reported some ambigu-
ities including choice of the analyzing wavelet and
appearance of extra WT modulus maxima.
Our method may be easily adapted to analyze
non-stationary data. Instead of applying the four
steps from Sec. 2.3 to the whole signal, containing
N samples, the signal should be partitioned into
a set of M non-overlapping windows: (yw )m , m =
1, 2, . . . , M , each window containing Nw samples.
The procedure should be executed for each window
sequentially. The number of windows M , as well
as their length Nw , should be determined accord-
ing to the following conditions: M Nw ≤ N <
(M + 1)Nw . A series of resulting fractal dimension
values, DFw (m), could then be either plotted versus
m (time), or statistically analyzed through calcula-
tion of their mean value, standard deviation and
the corresponding probability density distribution.
Namely, if one denotes with nw number of win-
dows during which signal fractal dimension value
was between DFw and DFw + ∆DFw , this distribu-
tion could be approximated by forming histograms
nw (DFw ). In case of a stationary monofractal sig-
nal, nw (DFw ) is usually characterized by a simple
bell-shaped profile, maximum position representing
the corresponding value of the signal fractal dimen-
sion. It is reasonable to assume that, for a given
window length Nw , width of such a distribution
should be positively correlated with the amount
of external random influence on the signal fractal
dimension. Hence, random DF variations could be
separated from those of the internal, nonlinear ori-
gin by calculating mean value and standard devi-
ation of DFw (m). Peng et al.13 approached this
problem using a detrending procedure. In case of
non-stationary data, histogram profiles differ from
a simple bell-shaped curve. Additional study is
 November 8, 2005 14:52 00293

290 A. Kalauzi et al.

necessary to reveal quantitative relations between
these multifractal histogram profiles and existing
known fractal quantities, used by other authors.11,12
One of the starting points along this line might be
an attempt to design a quantitative test whether
a signal is monofractal, based on the deviation
of a nw (DFw ) histogram profile from the simple
monofractal form. However, it is not yet clear how
different measuring and external parameters influ-
ence these forms (e.g. even for reference monofrac-
tal signals such as Weierstrass functions, histogram
widths strongly depend on window length Nw ).
Therefore, in our view, at this stage it is probably
more convenient to rely on already existing depen-
dencies, such as linearity of the scaling exponent
τ (q) as described by Muzy et al.11
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dimension, presented on Fig. 7. Part of this sig-
nal, including one of the artifact appearances, is
shown on the upper, while the resulting nw (DFw )
histogram, consisting of two components, is drawn
on the lower panel.
The last example refers to a signal, artificially
composed by concatenating unequal time periods of
two monofractal signals, having close fractal dimen-
sion values (Weierstrass functions, Dj1 = 1.5, Dj2 =
1.55). In this case, nonlinear fitting of the nw (DFw )
histogram with two Gaussian components numeri-
cally yielded approximative fractal dimension val-
ues of the two monofractal components (Fig. 8).

5. CONCLUSION
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In case of high level neurophysiological signals,

like ECoG or EEG, one expects that subtle changes
of brain activity slightly alter the nw (DFw ) his-
togram shape. Since reliable quantitative detection
of these changes still remains elusive, at this stage
it would be more illustrative to present some cases
of obvious and drastic departures from the simple
bell-shaped histogram form. Such is an example of a
rat ECoG signal, containing some occasional exter-
nal interference, modifying (increasing) its fractal
In this work, we found that high order derivatives
(consecutive differences in case of sampled signals)
could serve as a measure of signal complexity. In
quantitative terms, for a signal with normalized
(n)
amplitudes, logarithm of my , mean absolute value
of nth (n = 2, 3, . . . , nmax ) order derivative, were
linearly dependent on n:
log(m(n)
y ) = (slope)n + Yint .

2300
Signal value (arb. un.)

2200
2100
2000
1900
1800
1700
80 80.5 81 81.5 82 82.5 83
Time (s)

30
25
20
nw(DFw)

15
10
5
0
1.3 1.4 1.5 1.6 1.7 1.8 1.9 2
DFw

Fig. 7 Rat ECoG signal, with occasional external artifacts, analyzed as nonstationary multifractal data by partitioning it
into a series of windows (Nw = 400 samples) and fractal dimension values calculated for each window (DFw ) according to
the procedure described in Sec. 2.3. Upper panel: part of the signal in time domain, containing a typical artifact. Lower
panel: histogram, constructed by counting the number of windows, nw (DFw ), with fractal dimension values between DFw
and DFw + ∆DFw .
 November 8, 2005 14:52 00293

Consecutive Differences — Measure of Fractal Analysis 291

20 DFw1 = 1.4982; DFw2 = 1.5519

18

16

14
nw(DFw)

12

10

2
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0
1.42 1.44 1.46 1.48 1.5 1.52 1.54 1.56 1.58
DFw

Fig. 8 Analysis of an artificial bifractal signal, obtained by concatenating temporal periods of two monofractal signals,
having close fractal dimension values (Weierstrass functions, Dj1 = 1.5, Dj2 = 1.55). Six-parameter nonlinear fitting of the
histogram values (•) was performed with two Gaussian components (thin line — separate components; thick line — their
sum). Of all fitting results, only component positions (DFw1 ≈ Dj1 ; DFw2 ≈ Dj2 ) are indicated in the upper part of the plot.

In case of signals with various fractal dimen-
sion (DF) values, these lines exhibited stable slopes,
while their Y -intercepts were proportional to sig-
nal DF. A family of Weierstrass functions, with
theoretically known fractal dimension values Dj ,
j = 1.01, . . . , 1.99, was used in order to calibrate
the method, i.e. link Y -intercepts with Dj :
DF = A(nmax )Yint + B(nmax ).
Values of A(nmax ) and B(nmax ) were calculated for
nmax = 3, . . . , 7.
When applied to the same family of Weierstrass
functions, both mean linear and square errors were
minimal for nmax = 3.
Performance of the new method was compared
to that of Higuchi’s algorithm. Besides speed, an
additional advantage was the elimination of choice
for optimal kmax . When applied to a set of rat
ECoG signals, recorded in experimental conditions
expected to cause an increase in DF values, both
methods yielded similar results. Mean difference of
the measured fractal dimension values, from 24 sig-
nals, was 0.0176 ± 0.0300.
In case of non-stationarities, the signal should be
partitioned into nonoverlapping windows and frac-
tal dimension values calculated for each of them
separately. Histogram of the number of windows,
nw (DFw ), with fractal dimension values between
DFw and DFw + ∆DFw , could be constructed and
fitted with Gaussian (or other bell-shaped compo-
nents) if the multifractal signal consists of a few
monofractal components.
ACKNOWLEDGMENTS
This study was supported by the Ministry of Sci-
ence and Environmental Protection of Republic of
Serbia (project 1660).
We are grateful to Prof. Ljubisa Kocic, Univer-
sity of Nis, for his invaluable advices, suggestions
and corrections while reading the manuscript in
preparation.
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