Pii: S0167-2789(98)00088-8
نویسندگان
چکیده
Currently surrogate data analysis can be used to determine if data is consistent with various linear systems, or something else (a nonlinear system). In this paper we propose an extension of these methods in an attempt to make more specific classifications within the class of nonlinear systems. In the method of surrogate data one estimates the probability distribution of values of a test statistic for a set of experimental data under the assumption that the data is consistent with a given hypothesis. If the probability distribution of the test statistic is different for different dynamical systems consistent with the hypothesis, one must ensure that the surrogate generation technique generates surrogate data that are a good approximation to the data. This is often achieved with a careful choice of surrogate generation method and for noise driven linear surrogates such methods are commonly used. This paper argues that, in many cases (particularly for nonlinear hypotheses), it is easier to select a test statistic for which the probability distribution of test statistic values is the same for all systems consistent with the hypothesis. For most linear hypotheses one can use a reliable estimator of a dynamic invariant of the underlying class of processes. For more complex, nonlinear hypothesis it requires suitable restatement (or cautious statement) of the hypothesis. Using such statistics one can build nonlinear models of the data and apply the methods of surrogate data to determine if the data is consistent with a simulation from a broad class of models. These ideas are illustrated with estimates of probability distribution functions for correlation dimension estimates of experimental and artificial data, and linear and nonlinear hypotheses. © 1998 Elsevier Science B.V.
منابع مشابه
Pii: S0167-2789(98)00051-7
It is shown that the minimum energy required to transmit a natural unit of information (nat) over a noisy channel is k T, where T is the effective noise temperature which depends on the interaction between the information career and the environment. The result follows from the entropy defect principle and general laws of quantum dynamics without any specific assumptions. © 1998 Published by Els...
متن کاملAn efficient and orderly implementation of bypass queue under bursty traffic
Sharma and Pinnu proposed an implementation of bypass queue by many FIFOs; unfortunately, the detailed procedure paid little attention to maintaining cell sequence, which is an important feature in ATM network. In this paper, we propose an improved architecture which guarantees cell sequence integrity and describe its related operating procedures. Ó 1998 Elsevier Science B.V. All rights reserved.
متن کاملA semiotics framework for information systems classification and development
Terms such as ‘data processing system’, ‘management information system’, ‘decision support system’, ‘expert system’ and ‘executive support system’ are widely used. However, there appears to be no generally accepted way to distinguish among these classes of information systems due to the vagueness that has existed in traditional classification schemes of information systems. The purpose of this ...
متن کاملPii: S0167-2789(98)00168-7
We compare two algorithms for the numerical estimation of the correlation dimension from a finite set of vectors: the "classical" algorithm of Grassberger and Procaccia (GPA) and the recently proposed algorithm of Judd (JA). Data set size requirements and their relations to systematic and statistical errors of the estimates are investigated. It is demonstrated that correlation dimensions of the...
متن کامل