A Surrogate Test for Inter-cycle Determinism in Oscillatory Time Series Data
نویسندگان
چکیده
| Surrogate data techniques provide a statistical test for membership of certain classes of dynamical systems. Standard surrogate data techniques do not work well when applied to data that exhibits a strong periodic trend. In this paper we propose a new surrogate method that is able to mimic cyclic behaviour in time series and may be employed to test the null hypothesis of a periodic orbit with uncorrelated noise.
منابع مشابه
Testing for intracycle determinism in pseudoperiodic time series.
A determinism test is proposed based on the well-known method of the surrogate data. Assuming predictability to be a signature of determinism, the proposed method checks for intracycle (e.g., short-term) determinism in the pseudoperiodic time series for which standard methods of surrogate analysis do not apply. The approach presented is composed of two steps. First, the data are preprocessed to...
متن کاملApplying the method of surrogate data to cyclic time series
The surrogate data methodology is used to test a given time series for membership of specific classes of dynamical systems. Currently, there are three algorithms that are widely applied in the literature. The most general of these tests the hypothesis of nonlinearly scaled linearly filtered noise. However, these tests and the many extensions of them that have been suggested are inappropriate fo...
متن کاملDetecting Determinism in Speech Phonemes
This paper presents a discriminating approach to detecting the existence of underlying determinism in speech phonemes using the surrogate data method. The discrimination is made using a statistical measurement of neighboring trajectory directions. This approach is experimentally verified with both deterministic and stochastic time series and then applied to speech phonemes from the TIMIT databa...
متن کاملDetecting Determinism in Time Series Data: When Should We Bother to Build Models?
Nonlinear modeling routines are often applied in an effort to extract underlying determinism from time series data. The best of these methods perform well for short noisy time series when there is determinism in the underlying system. We show that nonlinear modeling does not distinguish between a static nonlinear transformation of linearly filtered noise and dynamic nonlinearity. To relieve thi...
متن کاملEvidence Consistent with Deterministic Chaos in Human Cardiac Data: Surrogate and Nonlinear Dynamical Modeling
Whether or not the human cardiac system is chaotic has long been a subject of interest in the application of nonlinear time series analysis. The surrogate data method, which identifies an observed time series against three common kinds of hypotheses, does not provide sufficient evidence to confirm the existence of deterministic chaotic dynamics in cardiac time series, such as electrocardiogram ...
متن کامل