Pages that link to "Item:Q994938"

The following pages link to Testing for nonlinearity in time series: the method of surrogate data (Q994938):

Displaying 50 items.

• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• A parametric bootstrap test for cycles (Q265115) (← links)
• Approximate discrete dynamics of EMG signal (Q280056) (← links)
• Specification testing for regression models with dependent data (Q291110) (← links)
• Testing for significance of phase synchronisation dynamics in the EEG (Q385303) (← links)
• Using the modified sample entropy to detect determinism (Q420525) (← links)
• Inferring functional neural connectivity with phase synchronization analysis: a review of method\-ology (Q428225) (← links)
• How the statistical validation of functional connectivity patterns can prevent erroneous definition of small-world properties of a brain connectivity network (Q454614) (← links)
• Effective transfer entropy approach to information flow between exchange rates and stock markets (Q506675) (← links)
• On fractal nature of groundwater level fluctuations due to rainfall process (Q508897) (← links)
• A note on shuffled financial surrogates (Q597440) (← links)
• TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
• Normal correlation coefficient of non-normal variables using piece-wise linear approximation (Q650723) (← links)
• Testing nonlinear Markovian hypotheses in dynamical systems (Q678363) (← links)
• Extracting fractal components from time series (Q688175) (← links)
• Assessing nonlinear structures in real exchange rates using recurrence plot strategies (Q700846) (← links)
• A nonlinear generalization of singular value decomposition and its applications to mathematical modeling and chaotic cryptanalysis (Q711639) (← links)
• Chaos, randomness and multi-fractality in bitcoin market (Q722915) (← links)
• Multifractal regime detecting method for financial time series (Q728164) (← links)
• Nonlinear dynamical system identification with dynamic noise and observational noise (Q857171) (← links)
• Detrended fluctuation analysis of short datasets: An application to fetal cardiac data (Q867895) (← links)
• Chaotic electrical activity of living \(\beta\)-cells in the mouse pancreatic islet (Q869696) (← links)
• Chaotic analysis of the foreign exchange rates (Q870183) (← links)
• A wavelet-based method for surrogate data generation (Q870864) (← links)
• Robust physiological mappings: from non-invasive to invasive (Q895087) (← links)
• Multivariate nonlinear analysis and prediction of Shanghai stock market (Q937011) (← links)
• Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator (Q950962) (← links)
• Chaotic patterns in aeroelastic signals (Q966297) (← links)
• Detecting nonlinearity from a continuous dynamic system based on the delay vector variance method and its application to gear fault identification (Q979372) (← links)
• Deterministic and random synthesis of discrete chaos review article (Q990524) (← links)
• Time series characterization using the repeatability of similar sequences (Q992362) (← links)
• A bootstrap test for time series linearity (Q993830) (← links)
• Identification and prediction of low dimensional dynamics (Q994936) (← links)
• A box-counting red herring (Q997886) (← links)
• The effect of time delay on approximate \& sample entropy calculations (Q1000687) (← links)
• Modeling nonlinear dynamics and chaos: a review (Q1036298) (← links)
• Chaotic meander of spiral waves in the FitzHugh-Nagumo system (Q1266847) (← links)
• Threshold value for diagnosis of chaotic nature of the data obtained in nonlinear dynamic analysis (Q1271723) (← links)
• The search for periodic unstable orbits in periodically driven spike trains (Q1279403) (← links)
• Statistical tests for deterministic effects in broad band time series (Q1325875) (← links)
• Measuring spatial spreading in recurrent time series (Q1341017) (← links)
• Exceptional events as evidence for determinism (Q1341829) (← links)
• Evidence of low dimensional chaos in renal blood flow control in genetic and experimental hypertension (Q1342715) (← links)
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects (Q1342727) (← links)
• Propagation of periodic and chaotic action potential trains along nerve fibers (Q1349366) (← links)
• Interspike interval attractors from chaotically driven neuron models (Q1356012) (← links)
• Experimental nonlinear physics (Q1372332) (← links)
• Identification of deterministic chaos by an information-theoretic measure of the sensitive dependence on the initial conditions (Q1373924) (← links)
• Bursting as a source for predictability in biological neural network activity (Q1373939) (← links)
• Reliable detection of nonlinearity in experimental time series with strong periodic components (Q1375612) (← links)