# Incremental differences

### MD_hrv_classic_pnn40

MD_hrv_classic_pnn40 computes the proportion of difference magnitudes that are greater than 4% of the standard deviation of the time series.
This feature will give low values to series that have periods in which the series stays approximately constant (within
$0.04\sigma$
), and high values to series that do (e.g., they 'jump around alot' from point to point).
This is a common statistic to measure about heart rate time series, cf. "The pNNx files: re-examining a widely used heart rate variability measure", J.E. Mietus et al., Heart 88(4) 378 (2002).
For example, the Rossler attractor time series below has many near-constant stretches (Just 14.5% of all step increments are larger than
$0.04\sigma$
), yielding a low value for this statistic:
These log returns of opening prices of a stock, on the other hand, fluctuate alot more: 95% of successive increments exceed the
$0.04\sigma$
threshold, yielding a high value for this statistic: