Testing for nonlinearity in time series without the Fourier transform
نویسندگان
چکیده
منابع مشابه
Testing for nonlinearity in time series without the Fourier transform.
A method to test for nonlinearity in time series, without the need to apply the Fourier transform, is proposed. This method therefore avoids the drawbacks of previously proposed surrogate techniques associated with the estimation of the signal's power spectrum. The test addressed by this algorithm is that the data are generated by a stationary linear system. To achieve this, the algorithm takes...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2005
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.72.055201