Correlation between Hurst exponent and Poincaré parameters in non-linear signal analysis

Abstract

In this study, relationship between the Hurst exponent and the Poincaré parameters utilized in analysis of non-linear signals was investigated. A total of 800 artificial signals, composed of signals with eight different lengths and one hundred signals for each length, was produced using fractional Brownian motion signals. “Rescaled Range” analysis was performed to determine Hurst exponent and Poincaré parameters were calculated by performing Poincaré analysis to each signal. Pearson correlation analysis results show that there is no significant correlation between Poincaré parameters and Hurst exponent. However, it should be noted that, in this study, artificial signals have been used. Analysis of actual signals will be the subject of our next study.