Detecting determinism in time series: the method of surrogate data
نویسندگان
چکیده
منابع مشابه
Detecting Determinism in Time Series: The Method of Surrogate Data
We review a relatively new statistical test that may be applied to determine whether an observed time series is inconsistent with a specific class of dynamical systems. These surrogate data methods may test an observed time series against the hypotheses of: i) independent and identically distributed noise; ii) linearly filtered noise; and iii) a monotonic nonlinear transformation of linearly fi...
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ژورنال
عنوان ژورنال: IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications
سال: 2003
ISSN: 1057-7122
DOI: 10.1109/tcsi.2003.811020