Precision in Brief: The Bayesian Hurst-Kolmogorov Method for the Assessment of Long-Range Temporal Correlations in Short Behavioral Time Series.

Various fields within biological and psychological inquiry recognize the significance of exploring long-range temporal correlations to study phenomena. However, these fields face challenges during this transition, primarily stemming from the impracticality of acquiring the considerably longer time series demanded by canonical methods. The Bayesian Hurst-Kolmogorov (HK) method estimates the Hurst exponents of time series-quantifying the strength of long-range temporal correlations or "fractality"-more accurately than the canonical detrended fluctuation analysis (DFA), especially when the time series is short. Therefore, the systematic application of the HK method has been encouraged to assess the strength of long-range temporal correlations in empirical time series in behavioral sciences. However, the Bayesian foundation of the HK method fuels reservations about its performance when artifacts corrupt time series. Here, we compare the HK method's and DFA's performance in estimating the Hurst exponents of synthetic long-range correlated time series in the presence of additive white Gaussian noise, fractional Gaussian noise, short-range correlations, and various periodic and non-periodic trends. These artifacts can affect the accuracy and variability of the Hurst exponent and, therefore, the interpretation and generalizability of behavioral research findings. We show that the HK method outperforms DFA in most contexts-while both processes break down for anti-persistent time series, the HK method continues to provide reasonably accurate