Detecting determinism in time series: the method of surrogate data

DOI10.1109/TCSI.2003.811020MaRDI QIDQ5349654zbMATH OpenFDO

Authors Michael Small, Chi Kong Tse

Publication date 25 August 2017

Published in IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TCSI.2003.811020

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(10)

• Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences
• A multifractal description of wind speed records
• On the detection of determinism in a time series
• Algorithms for generating surrogate data for sparsely quantized time series
• How to avoid potential pitfalls in recurrence plot based data analysis
• DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY
• Parametric investigation of nonlinear fluctuations in a dc glow discharge plasma
• Testing for linear and nonlinear Gaussian processes in nonstationary time series
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
• Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator

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