Multifractal analyses of response time series: a comparative study

Behav Res Methods. 2013 Dec;45(4):928-45. doi: 10.3758/s13428-013-0317-2.

Abstract

Response time series with a non-Gaussian distribution and long-range dependent dynamics have been reported for several cognitive tasks. Conventional monofractal analyses numerically define a long-range dependency as a single scaling exponent, but they assume that the response times are Gaussian distributed. Ihlen and Vereijken (Journal of Experimental Psychology: General, 139, 436-463, 2010) suggested multifractal extensions of the conventional monofractal analyses that are more suitable when the response time has a non-Gaussian distribution. Multifractal analyses estimate a multifractal spectrum of scaling exponents that contain the single exponent estimated by the conventional monofractal analyses. However, a comparison of the performance of multifractal analyses with behavioral variables has not yet been addressed. The present study compares the performance of seven multifractal analyses. The multifractal analyses were tested on multiplicative cascading noise that generates time series with a predefined multifractal spectrum and with a structure of variation that mimics intermittent response time variation. Time series with 1,024 and 4,096 samples were generated with additive noise and multiharmonic trends of two different magnitudes (signal-to-noise/trend ratio; 0.33 and 1). The results indicate that all multifractal analysis has individual pros and cons related to sample size, multifractality, and the presence of additive noise and trends in the response time series. The summary of pros and cons of the seven multifractal analyses provides a guideline for the choice of multifractal analyses of response time series and other behavioral variables.

Publication types

  • Comparative Study

MeSH terms

  • Behavioral Research / methods*
  • Entropy
  • Fractals*
  • Models, Statistical*
  • Multivariate Analysis
  • Reaction Time*
  • Wavelet Analysis*