Testing for random walk
نویسندگان
چکیده
We describe a method for identifying random walks. This method is based on the previously proposed small shuffle surrogate method. Hence, our method does not depend on the specific data distribution, although previously proposed methods depend on properties of the data distribution. The method is demonstrated for numerical data generated by known systems, and applied to several actual time series of special interest. 2006 Elsevier B.V. All rights reserved. PACS: 02.50.-r; 05.40.Fb; 05.45.Tp
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تاریخ انتشار 2007