Construction of multivariate surrogate sets from nonlinear data using the wavelet transform

DOI10.1016/S0167-2789(03)00136-2MaRDI QIDQ1396641zbMATH OpenOpenAlexWikidataFDO

Authors Michael Breakspear, P. A. Robinson, Michal John Brammer

Publication date 6 July 2003

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-2789(03)00136-2

zbMATH Keywords

optimizationtime series datadata resampling

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• A wavelet-based method for surrogate data generation
• Surrogate time series.
• Surrogate data for hypothesis testing of physical systems
• scientific article
• Testing for nonlinearity in time series: the method of surrogate data

Cites work

• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• A robust method for detecting interdependences: Application to intracranially recorded EEG
• A wavelet method for the characterization of spatiotemporal patterns
• An improved algorithm for the detection of dynamical interdependence in bivariate time-series
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• Finite correlation dimension for stochastic systems with power-law spectra
• Nonlinearity in normal human EEG: cycles, temporal asymmetry, nonstationarity and randomness, not chaos
• Stability theory of synchronized motion in coupled-oscillator systems.
• Surrogate time series.
• Synchronization in chaotic systems
• Synchronization likelihood: an unbiased measure of generalized synchronization in multivariate data sets
• Ten Lectures on Wavelets
• Testing for nonlinearity in time series: the method of surrogate data
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• Visualization of correlation cascade in spatiotemporal chaos using wavelets
• Wavelet analysis and synthesis of fractional Brownian motion

Cited in

(5)

• Coupling in complex systems as information transfer across time scales
• A wavelet-based method for surrogate data generation
• Surrogate data for hypothesis testing of physical systems
• Spatial and spectral characteristics of information flux between turbulent boundary layers and porous media
• Wavelets and statistical analysis of functional magnetic resonance images of the human brain

This page was built for publication: Construction of multivariate surrogate sets from nonlinear data using the wavelet transform

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1396641)