Testing for nonlinearity in time series: the method of surrogate data
نویسندگان
چکیده
منابع مشابه
Testing for nonlinearity in European climatic time series by the method of surrogate data
Using temperature and pressure records from Czech meteorological stations and NCEP=NCAR reanalysis series, we tested for the presence of detectable nonlinearity in univariate and multivariate climatic time series. The method of surrogate data was utilized for nonlinearity detection – results of nonlinear prediction for the original series were compared to the results for series whose nonlinear ...
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ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 1992
ISSN: 0167-2789
DOI: 10.1016/0167-2789(92)90102-s