Heavy-Tailed Prediction Error : A Difficulty in Predicting Biomedical Signals of 1f Noise Type

Abstract EN

A fractal signal x(t) in biomedical engineering may be characterized by 1/f noise, that is, the power spectrum density (PSD) divergences at f=0.

According the Taqqu’s law, 1/f noise has the properties of long-range dependence and heavy-tailed probability density function (PDF).

The contribution of this paper is to exhibit that the prediction error of a biomedical signal of 1/f noise type is long-range dependent (LRD).

Thus, it is heavy-tailed and of 1/f noise.

Consequently, the variance of the prediction error is usually large or may not exist, making predicting biomedical signals of 1/f noise type difficult.