Fractal Modeling of Biomedical Time Series in S-Plus

DESCRIPTION (provided by applicant): The goal of this project is to provide a comprehensive state-of-the-art software package, S+FRACTAL, for modeling and data analysis of fractal processes. The overall implementation will be in the S-PLUS object oriented language. The specific aim of the software is to provide comprehensive and effective tools for estimating deterministic or stochastic fractal model parameters and to encourage research-oriented exploration of fractal structure found in biomedical time series. A diagnostic test suite will be implemented to infer the presence of deterministic or stochastic components in a time series and to aid the researcher in identifying an appropriate (fractal) model for arbitrary time series. Advanced linear and nonlinear denoising techniques will be implemented to help separate the underlying deterministic dynamics from stochastic noise. Coupled with the existing statistical analysis capabilities of S-PLUS, the S+FRACTAL module will provide a commercially viable and comprehensive fractal analysis product for medical and health related fields as well engineering disciplines. Stochastic colored noise and nonlinear deterministic chaotic fractal processes have emerged as important models for understanding complex physiological systems. There is currently no commercial software available for comprehensive analysis of fractal time series covering both nonlinear deterministic chaotic and stochastic colored noise models. The proposed S+FRACTAL module will fill in this gap and allow Insightful Corporation to capture a significant edge in the market for biomedical time series analysis as well as extended markets in education, finance, and engineering.