mne_features.univariate.compute_hurst_exp¶

mne_features.univariate.compute_hurst_exp(data)¶

Hurst exponent of the data (per channel).

Parameters

datandarray, shape (n_channels, n_times)

Returns

outputndarray, shape (n_channels,)

Notes

Alias of the feature function: hurst_exp. See [1] and [2].

References

1

Rasheed, B. Q. K. et al. (2004). Hurst exponent and financial market predictability. In IASTED conference on Financial Engineering and Applications (FEA 2004) (pp. 203-209).

2

Devarajan, K. et al. (2014). EEG-Based Epilepsy Detection and Prediction. International Journal of Engineering and Technology, 6(3), 212.