A new nonlinear neural mapping (N2M) technique based on the combined use of Kohonen self-organizing map (KSOM), minimum spanning tree (MST), and nonlinear mapping (NLM) is introduced for optimal test series selection. With the N2M method, KSOM results are enhanced by the visualization of the actual distances between the loaded neurons from MST and NLM. N2M provides an easily interpretable and c...

A bootstrap algorithm is proposed for testing Gaussianity and linearity in stationary time series, and consistency of the relevant bootstrap approximations is proven rigorously for the first time. Subba Rao and Gabr (1980) and Hinich (1982) have formulated some well-known nonparametric tests for Gaussianity and linearity based on the asymptotic distribution of the normalized bispectrum. The pro...

For time series exhibiting strong periodicities, standard (linear) surrogate methods are not useful. We describe a new algorithm that can test against the null hypothesis of a periodic orbit with uncorrelated noise. We demonstrate the application of this method to artificial data and experimental time series, including human electrocardiogram recordings during sinus rhythm and ventricular tachy...