Pattern Recognition Letters 27 (2006) 447454

www.elsevier.com/locate/patrec

Ruggedness measures of medical time series

using fuzzy-rough sets and fractals
Manish Sarkar *

Department of Computer Science and Engineering, University of Connecticut, 191 Auditorium Road, U-155, Storrs, CT 06269-3155, USA

Received 3 April 2004; received in revised form 21 January 2005

Available online 2 November 2005

Communicated by T.K. Ho

Abstract

This paper attempts to characterize a medical time series by quantifying the ruggedness of the time series. The presence of two close
data points on the time axis implies that these points are similar along the time axis. It creates fuzzy similarity. Following the principle
similar causes create similar eects, we expect that the magnitudes corresponding to those two data points should also be similar. Fre-
quently, it is not observed in a time series. One of the reasons is as follows: if other features have been considered along with the time
information, then those two close data points would have looked dierent. Consequently, the magnitudes corresponding to those two
apparently similar points become dierent. Therefore, if we consider the closeness along the time axis as a cause, then the eect, i.e.,
the corresponding magnitudes could be either same or similar or completely dissimilar. This phenomenon makes causeeect relation-
ship, i.e., time versus magnitude relationship, one-to-many. Specically, the closeness creates fuzziness, the one-to-many relationship cre-
ates roughness, and together they form fuzzy-roughness. If the ruggedness is expressed as the fuzzy-roughness, then in some time series it
is observed that the fuzzy-roughness of a part of the time series is similar to that of the whole time series. Specically, the scaling up of the
fuzzy-roughness follows the power law of fractal theory. Experiments on ICU data sets show that the ruggedness measure using the
fuzzy-rough set based fractal dimension is more robust than some popular measures of ruggedness like Hurst exponent.

2005 Elsevier B.V. All rights reserved.

Keywords: Characterization; Time series; Fuzzy; Rough; Fuzzy-rough; Hurst exponent and fractal

1. Introduction complex perceptual activity. Although the interpretation

1.1. Motivation
In intensive care units (ICUs), dierent physiological
monitors generate a large number of time stamped data
or time series (Fig. 1). By comparing the time series pat-
terns of the patient with those of a healthy person, physi-
cians can identify the state in which the patient currently
is (Morik et al., 2000). The mechanism that human beings
use to nd the similarity between any two time series is a
*
Tel.: +1 860 486 2584; fax: +1 860 486 4817.
E-mail address: manish_sarkar@hotmail.com
of similarity is essentially subjective, we notice that measur-
ing the degree of similarity requires (a) a proper represen-
tation or characterization of the time series such that the
characterization is not inuenced by translation, scaling,
noise, outliers and nonstationarity, and (b) a suitable mea-
sure of similarity that uses the characterization. In this
paper, we focus on the characterization aspect of time ser-
ies data.
To characterize medical time series, measures of disper-
sion, Fourier transforms, abstractions, etc., are employed
(Addison, 1997). None of these measures are in general suf-
cient. For instance, the measure of dispersion such as the
standard deviation in the time domain increases with
increasing interval. The Fourier transform assumes that

0167-8655/$ - see front matter
2005 Elsevier B.V. All rights reserved.
doi:10.1016/j.patrec.2005.09.007
448 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454
Fig. 1. Data collected from intensive care units (ICUs). The abscissa and
ordinate indicate the time in minutes and the systolic blood pressure in
mm Hg for a particular patient.
the time series is stationary, which may not be true in many
cases. Due to these drawbacks, often more than one mea-
sure is applied to characterize the time series. All these
measures attempt to extract some regularity from the
apparent randomness inherent in the time series. In some
time series, it has been noticed that if the ruggedness or
irregularity of a part of the time series is scaled up, then
the resultant ruggedness becomes similar to the ruggedness
or irregularity of the whole time series. This clue can act as
the regularity in the time series, and thus can be used to
characterize the time series. Hurst exponent (Addison,
1997; Hurst, 1951; Hurst et al., 1965; Vicsek, 1992) intends
to quantify this clue such that the quantied values are re-
latively insensitive to translation, scaling, noise and non-
stationarity.
1.2. Objective
While calculating the Hurst exponent, the similarity
between a part and the whole time series is interpreted as
the statistical self-similarity. It is assumed that the repeated
occurrences of a (or a nite set of) particular pattern (also
known as generator) create a part and the whole time ser-
ies. It is assumed that the part and the whole time series
look dierent because the occurrences of the generators
are dierent. In real data, dierent generators may generate
the part and the whole time series, and the number of gen-
erators may be innite. Hence, it is more realistic to assume
that the part and the whole time series look similar when
similar generators generate them, not necessarily by the
same generator with dierent occurrences. In this spirit,
this paper proposes a fractal dimension (Polkowski, 2002;
Vicsek, 1992) that quanties the regularity of the time ser-
ies by nding how the fuzzy-roughness scale changes when
the time series is observed for longer intervals. For the time
series, the proposed dimension may act as a characteristic,
which is relatively insensitive to translation, scaling, noise
and nonstationarity.
1.3. Scope
In this paper, the fractal dimension is investigated in the
context of ICU data sets (Fig. 1). In this time series, the
blood pressure of a patient is collected at almost uniform
intervals. For the sake of simplicity, in the rest of the paper
we are assuming that the Euclidean dimension of the time
series is two. However, the results reported in this paper
hold for higher dimensions as well.
1.4. Existing works
Although there are various methods to estimate Hurst
exponent, the principle remains same. Initially the time axis
of the time series is partitioned into equal intervals. Certain
statistic like mean value is computed for each interval, and
then it is observed how much this statistic varies across all
the intervals. This measure quanties the ruggedness of the
time series for that interval width. Now the length of the
interval is changed, and the above procedure is repeated
to estimate the ruggedness measure again. The dierence
between these two values of the ruggedness measure indi-
cates at what rate the ruggedness measure varies when
the resolution of the time series changes. If this rate follows
a power law, then it becomes an estimate of the Hurst
exponent.
The following problems are encountered while estimat-
ing the Hurst exponent by covering the data points with
intervals:
1. The boundary of each interval is rigid. The data point
just outside the boundary is not considered the member
of the interval.
2. The contributions of all the data points inside an inter-
val are treated equally.
These two factors make the Hurst exponent brittle, and
hence the measured value of the exponent varies signi-
cantly with the slight change of the position of the data
point or with the slight change of the interval position.
1.5. Proposed method
While determining the Hurst exponent, the aim is to nd
how the roughness of the time series scales up/down with
the decrement/increment of the length of each interval.
All the points covered by each interval are treated equally,
and the data point that is just outside the interval is not
considered. In other words, all the data points inside the
interval are considered same, and all the data points out-
side the interval are dierent. It makes the concept of sim-
ilarity hard or binary. If the position of the interval is
changed slightly, then some data points that were same,
become dierent and vice versa, and thus the measured
exponent changes signicantly. This problem is reduced if
the concept of the interval is changed to a function, for
example to a Gaussian, where the boundary is not sharp,

rather fuzzy. It is because all the points (say hxi, yii) of the
time series are treated as similar (with varying degrees) to
the point hxj, yji, around which the Gaussian is built. If
the width of the Gaussian is changed, then the similarity
does not change abruptly. The closer hxi, yii and hxj, yji
are, the more is the similarity. The proposed method
exploits this trick to derive a fractal dimension that can
be used to quantify the ruggedness of a time series. This
fractal dimension can also be used as a feature while com-
paring more than one time series.
2. Backgrounds of Hurst exponent and rough uncertainty
2.1. Hurst exponent
Usual methods of estimating Hurst exponents can be
structured into the following three steps:
Sequence of partitions: The whole time axis is parti-
tioned into equal intervals. Each interval isolates some
scale of observations.
Single scale statistics: It is computed using the following
two statistics:
Local statistics: Statistics based on the values of the
ordinates within a single interval is extracted. For
example, the local statistics in the ith interval can be
the mean of the ordinates of all the data points that
are having abscissa values in the ith interval.
Partition based statistics: A measure or measures sum-
marizing the local statistics from all the intervals. For
instance, it can be the variance of the means in each
interval.
Transscale statistics: Estimates of the Hurst exponent
are derived from the partition based statistics over a
range of interval lengths. Generally, the transscale
statistics is the ratio of the logarithm of the partition-
based statistics and the logarithm of the length of the
interval.
Two popular approaches to estimate the Hurst exponent
are as follows:
Rescaled range or R/S method: It partitions the time ser-
ies {hx1, y1i, hx2, y2i, . . ., hxn, yni} into equal intervals each
of length dl. Let us call the ith interval W(i, dl). The local
statistics in the interval W(i, dl) is dened as R(i, dl)/
S(i, dl), where
Ri;dl maxfhxj ;Wj ijxj 2 W i;dl g
Yj

minfhxj ;Wj ijxj 2 W i;dl g;
Yj
s RC \fxR jxR  C and x 2 X g
1 X
Si;dl
kfhxj ;y j ijxj 2 W i;dl gk fhxj ;y j ijxj 2W i;dl g j
Pj 1
Pn
where Wj k1 y k

y ;
y n k1 y k
the cardinality of the set A.
M. Sarkar / Pattern Recognition Letters 27 (2006) 447454 449
The partition-based statistics IR/S(dl) is the arithmetic
mean of R(i, dl)/S(i, dl) for all the intervals. The whole pro-
cess is repeated for several lengths of the interval dl. The
transscale statistics is the slope of the linear regression that
ts a plot of log(IR/S(dl)) vs. log(dl) for all l.
Intuitively, R(i, dl) measures the variation of the cumula-
tive value of the ordinate (i.e., W) in the ith interval. Instead
of the ordinate (y), this method specically uses W because
the eect of noise and outlier is usually less in W. If we com-
pute the average of R across all the intervals of length dl,
then the average value would provide a measure of rough-
ness. However, if the ith interval has many jumps, R(i, dl)
would be large, and its large value would dominate in the
calculation of the average. Consequently, the computed
average value would be very dierent from the actual aver-
age value. To reduce this problem, R(i, dl) is normalized
using S(i, dl), which represents the spread of the ordinate
values within the ith partition.
Dispersional analysis: It is similar to the R/S method.
But the dierences are
the local statistics is the mean of the ordinates values in
each interval,
the partition based statistics is the standard deviation of
the means, and
the transscale statistics is 1.0 plus the slope of the linear
regression obtained from the t of log(partition based
statistics) vs. log(dl).
The dispersional analysis is just opposite to the R/S
method. In each interval, the R/S method determines the
amount of variation of the cumulative values of the ordi-
nate. Then it computes on an average how much the dier-
ence is across all the intervals. In contrast, the dispersional
analysis nds the average value of the ordinate in each
interval, and then it computes how much this average value
diers when all the intervals are considered.
2.2. Rough sets
Let R be an equivalence relation on a universal set X.
Moreover, let X/R denote the family of all equivalence clas-
ses induced on X by R (Klir and Yuan, 1995; Pawlak, 1982,
1991; Pawlak et al., 1995). One such equivalence class in
X/R that contains x 2 X is designated by [x]R. For any
output class C  X, we can dene the lower R(C) and
upper RC approximations, which approach C as closely
as possible from the inside and outside, respectively
(Pawlak, 1991). Here,
1
3
y

y ;
2 is the union of all equivalence classes in X/R that are con-
tained in C and
2 RC [fxR jxR \ C 6 ; and x 2 X g 4
and kAk indicates is the union of all equivalence classes in X/R that overlap with
C. The rough set RC hRC; RCi is a representation
450 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454
of the given set C by R(C) and RC. The set RC
RC
is a rough description of the boundary of C by the equiva-
lence classes of X/R. The approximation is rough uncer-
tainty free if RC RC. Thus, when all the patterns
from an equivalence class do not carry the same output
class label, the rough uncertainty is generated as a manifes-
tation of the one-to-many relationship between that equiv-
alence class and the output class labels.
2.3. Fuzzy-rough sets
A rough-fuzzy set (Dubois and Prade, 1990, 1992) is a
generalization of the rough set in the sense that here the
output class is fuzzy (Zadeh, 1965). Let X be a set, R be
an equivalence relation dened on X, and the output class
C  X be a fuzzy set. The rough-fuzzy set is a tuple
hRC; RCi, where the lower approximation R(C) and
the upper approximation RC are fuzzy sets of X/R, with
membership functions dened by Dubois and Prade (1990,
1992)
lRC xR infflC xjx 2 xR g 8x 2 X 5 neighbors: When the spatial representations of all the
and
lRC xR supflC xjx 2 xR g 8x 2 X . 6 Due to the incomplete knowledge about the process gener-
Here, lR(C)(x) and lRC x are the membership values of
[x]R in R(C) and RC, respectively.
A fuzzy-rough set is a further generalization of the
rough-fuzzy set. When the equivalence classes are not crisp,
they are in the form of fuzzy clusters F1, F2, . . . , FH gener-
ated by a fuzzy weak partition (Dubois and Prade, 1990,
1992) of the input set X. Here, H is the number of clusters.
The term fuzzy weak partition means that each Fj is a nor-
mal fuzzy set, i.e.,
 
supflF j xg 1 and inf maxflF j xg > 0 7 hood region of each data point (say hxi, yii, where
x x j
while
sup minflF i x; lF j xg < 1 8i; j 2 f1; 2; . . . ; H g; i 6 j.
x Fi
8 nate dierent from yi, then the rough uncertainty arises
Here, lF j x is the fuzzy membership function of the
pattern x in the cluster Fj. In addition, the output class C
may be fuzzy too. Given a weak fuzzy partition F1,
F2, . . . , FH on X, the description of any fuzzy set C by
means of the fuzzy partitions under the form of an upper
and a lower approximation C and C is as follows:
lC F j inf fmax1
lF j x; lC xg 8x 9 kW \ Sk
x
lC F j supfminlF j x; lC xg 8x. 10
x
The tuple hC; Ci is called fuzzy-rough set. Here, lC(x) 2
[0, 1] is the fuzzy membership of the input x to the class
C. The fuzzy-roughness appears when a fuzzy cluster con-
tains patterns that belong to dierent classes.
3. Proposed method
3.1. Sources of uncertainty
We can identify the following two uncertainties that can
inuence the ruggedness of the time series:
Fuzzy uncertainty: It may arise due to the following two
factors:
1. How similar any two data points are along the time axis:
The similarity decreases as the distance between the data
points increases along the time axis. This similarity can
be quantied in the form of fuzzy membership func-
tions.
2. How similar the data points are along the ordinate: This
similarity can also be quantied in the form of fuzzy
membership functions.
Rough uncertainty: It may appear due to the following
reason:
Lack of features makes two originally dissimilar points
neighbors along the time axis are similar, it is expected that
the corresponding ordinate values should also be similar.
ating the data, generally the input representation is not per-
fect. As a result, hxi, yii and its neighbors appear similar
based on the time information, although they may not be
similar when the other features are augmented. It makes
the inputoutput relationship one-to-many, and the rough
uncertainty appears. In some contexts, these kinds of data
points are called noisy.
3.2. Measures of fuzzy-roughness
Let us assume that along the time axis, the neighbor-
xi 2 X, yi 2 Y) is crisp (called W). Typically, the neighbor-
hood region is an interval in which xi lies. If all the neigh-
bors have the same magnitudes, then there is no roughness
in the neighborhood. However, if any neighbor has ordi-
in W. Although the neighbors are similar from the features
perspective, they are not similar from the magnitude
perspective. It makes the inputoutput relationship one-
to-many. This uncertainty can be captured using rough
ownership function r : X Y ! [0, 1]. The rough ownership
function for the data point hxi, yii with the neighborhood
W is dened by Sarkar (2002)
ri;W ; 11
kW k
where S is the set of data points in W with magnitudes yi,
and kWk denotes the cardinality of the set W. If all the
neighbors have magnitudes yi, then ri,W is equal to one
indicating that the neighborhood is smooth. In contrast,
if ri,W is equal to zero, then possibly hxi, yii is an outlier.
 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454
The confusion is maximum when half of the neighbors
have the magnitude yi, and the remaining half of the neigh-
bors have dierent magnitudes. Thus ri,W = 0.5 indicates
the maximum roughness. Note that similar kind of formu-
lation is also used in literature to measure rough inclusion
(Polkowski and Skowron, 1996).
Next we make the situation more complex, but closer to
the reality. Till now we have assumed that each neighbor
resides in the structure W equally and completely. Now
every training pattern belongs to W with dierent degrees,
i.e., the training pattern closer to hxi, yii along the time axis
belongs to the neighborhood W to a high degree, and the
training pattern far away from W supports the neighbor-
hood by a negligible amount. Therefore, W spans all the
training patterns. The similarity along the time axis can
be measured using the value of a Gaussian at the point
hxi, yii. One possible way to dene the Gaussian is
 
2
lx i; j; dl exp
xi
xj =2d2l ; 12
where dl is the width of the Gaussian. Hence the amount of
the total roughness at the point hxi, yii is
1 X n
si;dl l i; j; dl lS j; 13
n
1 j1 x
j6i
where lS(j) = 1 if yj = yi, otherwise lS(j) = 0.
We can still ne-tune Eq. (13). Till now we have consid-
ered only the neighbors that have same magnitudes. We
relax it to know whether the magnitudes of the neighbors
are similar or not, i.e., we modify the characteristic func-
tion lS to the fuzzy membership function ly. Specically,
2
! dl !0
y i
y j
ly i; j; ry;i;dl exp
14
2r2y;i;dl
represents the fuzzy similarity between hxi, yii and hxj, yji
along the ordinate, where
v hlog(dl), log(IFR(dl))i "i = 1, 2, . . ., L, where L is an integer
uPn
u 2
j1 lx i; j; dl y i
y j
ry;i;dl t Pn 15
j1 lx i; j; dl
indicates the spread of the Gaussian along the ordinate and
around the ith data point hxi, yii. Thus, we incorporate the
concept of fuzzy similarity in the rough ownership function
to obtain the following fuzzy-rough ownership function:
1 X n
ii;dl l i; j; dl ly i; j; ri;dl .
n
1 j1 x
j6i
Note that when ry;i;dl 0, Eq. (14) becomes undened. To
avoid it, in this case ry;i;dl is made equal to one.
For an absolutely smooth and horizontal time series, the
fuzzy-rough ownership value at each data point would be
close to one. In contrast, around a sudden jump or around
a discontinuity, the fuzzy-rough ownership value would be
close to zero. The confusion about the smoothness of the
451
time series is high when the fuzzy-rough ownership value
is in between zero and one.
3.3. Scaling of fuzzy-roughness
The ruggedness in terms of fuzzy-roughness at the data
point hxi, yii is quantied by ii;dl , and this value varies from
point to point. We would like to nd the average fuzzy-
roughness at any data point. Then we would examine at
what rate the average fuzzy-roughness changes when the
resolution of the time series is changed.
We dene a term called partition function that measures
the average fuzzy-roughness at any data point of the time
series. It is
1X n
I FR dl ii;d . 17
n i1 l
We next investigate at what rate the average fuzzy-rough-
ness scales down/up when the resolution of the time series
is increased/decreased. We are particularly interested to
know whether any power law relationship I FR dL /
d
DFR holds. If there is any particular power law, then it
can be calculated from
logI FR dl
DFR . 18
logdl
Ideally, DFR should be measured when the lengths of the
neighborhood intervals are very small i.e., when dl ! 0.
Thus,
logI FR dl
DFR lim . 19
logdl
In reality, at the limits of the resolution, DFR does not re-
main constant. Moreover, DFR uctuates due to the noise
and outliers. Therefore, a more rened estimate can be ob-
tained from the slope of the best-t line that passes through
such that the Gaussian with the width dl is sucient to cov-
er the time series with a high degree. If we cannot t a
straight line due to the randomness of the data, then most
likely the power law does not hold for the time series, and
in that case, the fractal dimension cannot characterize the
time series. Thus, using the power law, the fractal dimen-
sion DFR measures how the fuzzy-roughness scales down/
up when the resolution is increased/decreased. The pro-
posed fractal dimension acts as a feature, which reects
16 the self-similar property of the time series. The algorithm
is shown in Fig. 2.
3.4. Salient aspects of the proposed method
The use of Gaussians enables us to interpret the basic
philosophy of the fractal in a dierent manner. The Hurst
exponent is proposed presuming that there exists a set of
generators. It is assumed that the part and the whole time
series are constructed by the same generator (Mandelbrot,
452 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454
Fig. 2. The algorithm to compute the fuzzy-rough set-based fractal dimension DFR. Note that we need to compute lx(i, j, dl) for all i and j before
computing ly i; j; ry;i;rl .
1983). However, the part and the whole time series look
dierent since in these two cases the occurrences of the gen-
erators are dierent. The Hurst exponent aims to capture
how the probability of occurrence changes when the reso-
lution is changed. In reality the number of generators
may be innite, and hence, we may not have any access
to know how many of them are present and how they
are, and hence it is dicult to estimate their occurrences.
Instead of trying to know the generators, it is more attrac-
tive to observe the pattern formed in a local region, and
how the fuzzy-roughness evolves when the resolution is
increased. The proposed dimension is directed along this
direction.
The advantages of the proposed method are as follows:
1. The fractal nature of the time series is viewed as how the
fuzzy-roughness changes with decreasing resolution.
Unlike the Hurst exponent, the proposed method does
not need to assume any particular generator and the
occurrence of the generator.
2. The change of the length of the interval does not change
the fractal dimension abruptly.
3. When the dimension is computed from the slope of the
best-t line, we do not face any stair-casing eect.
4. The Hurst exponent can be derived from the proposed
dimension.
5. Depending on the domain, other results of the fuzzy set
theory can be incorporated into the proposed dimen-
sion.
3.5. Proposed technique and generalized fuzzy-rough sets
The rough set framework proposed in (Pawlak, 1982) is
based on the equivalence relation. In other words, this
rough set framework relies on the reexivity, symmetry
and transitivity properties of a relation. Various modica-
tions of this framework have been proposed by relaxing
some of those three properties (Inuiguchi et al., 2003; Intan
and Mukaidono, 2002). For example, (Slowinski and Van-
derpooten, 2000) proposes tolerance relation where the
reexivity and symmetry should hold, but the transitivity
may or may not hold. Using the tolerance relation, the con-
cept of rough sets has been generalized.
All the three properties reexivity, symmetry and transi-
tivity have been relaxed in (Wu et al., 2004), and the con-
cept of rough set is generalized for any kind of binary
relation. Let U and W be two nite universes. Suppose that
 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454 453

R is an arbitrary relation from U to W. We can dene a set- because of the existence of inconsistent data. The remain-
valued function f : U ! PW by ing 1979 data points were used for the experiments.
f x fy 2 W : x; y 2 W g; x 2W. 20 We have compared the errors in estimating the proposed
dimension and the Hurst exponent. Using Eq. (17), we
Obviously, any set-valued function from U to W denes a have calculated log(IFR(dl)) and log(dl) 100 times (i.e.,
binary relation from U to W by setting R = {(x, y) 2 U L = 100) for dierent values of dl. The minimum and max-
W : y 2 f(x)}. imum values of d are the half of the minimum and maxi-
For any set C  W, a pair of lower and upper approxi- mum distances between any two data points. Assuming
mations can be dened as q = 1, log(IFR(dl)) is plotted against log(dl) (Fig. 3). After
RC fx 2 U : f x  Cg; 21 tting the best-t line through these points, we have
obtained DFR as 0.9010. The smoothness of the best-t line
RC fx 2 U : f x \ C 6 ;g. 22 indicates that the time series follows the power law of frac-
RC hRC; RCi is referred to as a generalized rough tal theory. By plotting log(IR/S(dl)) vs. log(dl) for dierent
set. values of l, we have obtained the Hurst exponent as
The above denition of rough sets can be used to gener- 0.5487 (Fig. 4). We can observe that the plot for the
alize fuzzy-rough sets. Let R be an arbitrary fuzzy relation Hurst exponent is not as smooth as that of the proposed
from U to W. Dene the mapping / : U ! PW by
/x; y Rx; y x; y 2 U  W . 23
For any a 2 0; 1; /a : U ! PW is dened as
/a x fy 2 W : /x; y P ag; x 2 U. 24
For a given a 2 [0, 1] any set C  W, a pair of lower and
upper approximations can be dened as
/a C fx 2 U : /a x  Cg 25

C fx 2 U : / x \ C 6 ;g.
/ 26
a a

h/C; /Ci is called generalized fuzzy-rough set, where
/C _a20;1 a ^ /1
a C a ; 27


/C
C a .
_a20;1 a ^ / 28
a

Note that the fuzzy-rough ownership function (Eq. (16))

can be used in the case of generalized fuzzy-rough sets
(Eqs. (27) and (28)). Consequently, the computation of
the fuzzy-rough set based fractal dimension remains same
while using generalized fuzzy-rough set.
Fig. 3. The plot to determine the proposed fractal dimension for the data
set shown in Fig. 1. Here d is the width of the Gaussian, and IFR is the
partition function of the proposed dimension.

4. Results and discussions

The proposed method was tested on dierent bench-

mark ICU data sets available in the UCI repository of
machine learning databases (Blake and Merz, 1998). In
the data set, as shown in Fig. 1, the ordinate represents sys-
tolic arterial pressure in mm Hg, and the abscissa indicates
twelve-hour duration during the ICU treatment of an adult
respiratory distress syndrome (ARDS) patient under
mechanical ventilation. The blood pressure was monitored
continuously approximately once in every twelve seconds.
Other dependent parameters like mean airways pressure
and tidal volume were recorded occasionally. Each data
point is numeric, and the total number of data points is
1985. The collected data set is in compressed form; here
values for the continuously monitored parameters remain
steady between consecutive recorded measurements, and Fig. 4. The plot to determine the Hurst exponent for the data set shown in
thus a lack of recorded measurements should not be inter- Fig. 1. Here d is the length of the interval, and IR/S is the partition function
preted as a lack of data. We removed six observations of the Hurst exponent computed using the R/S method.
454 M. Sarkar / Pattern Recognition Letters 27 (2006) 447454
dimension. This kind of stair-casing eect is occurring due
to the presence of the crisp boundary in the calculation of
the Hurst exponent. To compare the Hurst exponent and
the proposed dimension, the error of t of the proposed
dimension is expressed as
X
L encouragement of Prof. Tze-Yun Leong, National Univer-
2 sity of Singapore, is highly acknowledged.
E m logdl c
logI FR dl  ; 29
l1
where m is the slope and c is the intercept of the straight
line along the ordinate. The error provides a measure of
t so that the lower the value of E, the better is the t.
We have found E for the proposed dimension as 0.774.
Similarly, E for the Hurst exponent is calculated by substi-
tuting log(IFR(dl)) of Eq. (29) by log(IR/S(dl)). It results
E = 1.4667, which is considerably high compared to E of
the proposed dimension.
To nd how well DFR characterizes and discriminates
the time series, we have considered a set of ICU time series
from the same patient for the systolic and diastolic blood
pressures. The number of data for each time series varies
between 1600 and 2000. We have used a training set con-
sisting of 50 time series of systolic blood pressure and the
other 50 time series with diastolic blood pressure. Using
the Hurst exponent as the sole characteristic of the time
series, we have separately found the means of the Hurst
exponent for the groups of time series with systolic and dia-
stolic blood pressures. Using these two means, we have
classied a set of 100 time series into the systolic and dia-
stolic groups. The result gave 55.23% classication rate.
We repeated the same experiment with DFR as the charac-
teristics of the time series. We observed that the classica-
tion rate had increased to 62.45%. This experiment shows
that the characterization capability of DFR is more than
that of the Hurst exponent.
The above experiment is carried out on the data col-
lected from the same subject. Next we collected time series
from eleven dierent ARDS patients. Specically, we col-
lected three systolic time series and three diastolic time ser-
ies from each subject. Thus we had 33 time series
corresponding to systolic (and diastolic) data. The number
of data in each such time series was between 1600 and 2000.
The aim was to nd whether DFR collected from these data
can be used to discriminate systolic and diastolic data from
new patients. We found that the classication rate was
60.03%, which was slightly lower than what we observed
on the data collected from a single patient. It shows that
the proposed measure retains the discrimination capability
even when it is used with dierent time series collected from
dierent patients.
Acknowledgments
A strategic research Grant RP960351 from the National
Science and Technology Board and the Ministry of Educa-
tion, Singapore, has supported the work of this paper. The
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