Assessing the convolutedness of multivariate physiological time series

A feature of time-series variability that may reveal underlying complex dynamics is the degree of "convolutedness". For multivariate series of m components, convolutedness can be defined as the propensity of the trail of the time-series samples to fill the m-dimensional space. This work proposes different convolutedness indices and compare them on synthesized and real physiological signals. The indices are based on length L and planar extension d of the trail in m dimensions. The classical ones are: the L/d ratio, and the Mandelbrot's fractal dimension (FD) of a curve: FDM =log(L)/log(d). In this work we also consider a correction of the Katz’s estimator of FDM, i.e., FDKC =log(N)/(log(N)+log(d/L)), with N the number of samples; and FDMC, an estimator of FDM based on FDKC calculated over a shorter running window Nw.