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The study of sleep has continued to garner increased attention. However, most studies assume stationarity of sleep electroencephalogram (EEG) signals, whereas they are typically nonlinear and nonstationary. Little work has focused on the time irreversibility of sleep EEG signals. Hence, the aim of this work is to reveal the temporally irreversible structures of rapid-eye-movement (REM) and non-REM...
In this paper, we propose the weighted multifractal analysis based on variance-weighted partition function (WMA), to evaluate the fractals of nonlinear time series containing amplitude information. The reliability of the proposed WMA is supported by simulations on generated and real-world financial volatility data. Numerical simulations with synthesized data show that WMA is comparative to the classic...
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