Abstract
In this chapter, we present some theoretical and methodological problems related to the analysis of serial correlations in experimental data. A very common observation in behavioral and physiological experiments is the presence of long-range correlations in time series. In this case, the current observation seems to keep the memory of a large set of previous observations. This kind of process has been referred to as long-range dependence, long-term memory, fractal correlation, or 1/f noise. There is now a general agreement for considering long-range correlations as reflecting the complexity of the system, defined as the flexible and adaptable coordination between its multiple components and subsystems. Long-range correlations are supposed to sign an optimal compromise between order and disorder; order reflecting a too strict and rigid coordination and disorder the absence of coordination. Long-range correlations are considered the signature of health and adaptability, and deviations towards order and disorder have been described in elderly or pathological populations. As such, the detection of long-range correlations and the assessment of their alteration in specific populations or situations appear as an important scientific goal.
However, the detection of long-range correlation in empirical series is not straightforward. A number of recent experiments have showed that the pattern of correlation observed in empirical series combines short-range and long-range correlation processes. This is important because apparent alterations in long-range correlations could in fact be due to the superimposition of short-term correlation processes.
An additional problem is that short-range correlation processes can sometimes mimic long-range correlations. Classical methods, such as Detrended Fluctuation Analysis or Power Spectrum Density analysis, seem unable to distinguish between short- and long-range correlated processes. Some specific methods have been developed for testing the effective presence of long-range correlations in experimental series.
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Notes
- 1.
Note that we just define a time series as a series of data ordered in time. A strict definition supposes that successive data are spaced by regular time intervals, but in most experiments the series are simply composed of ordered data.
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Delignières, D., Marmelat, V. (2013). Theoretical and Methodological Issues in Serial Correlation Analysis. In: Richardson, M., Riley, M., Shockley, K. (eds) Progress in Motor Control. Advances in Experimental Medicine and Biology, vol 782. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-5465-6_7
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