Correlation in heart beat time series during exercise Correlations in time series have been widely studied in several fields like biology, physiology, finance, signal processing, geology, astronomy, etc. In this internship report we will study the rate variability in heart beat time series recorded during exercise. These time series are generated by physiologic processes that present an intense intrinsic complexity because they are highly non linear and non stationary. We believed that the heart rate variability can be quantified as the behaviour of the fluctuations around a macroscopic trend and with this in mind we will study the time correlations between them.