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

DOI10.1016/S0167-2789(03)00136-2zbMATH Open1022.62076OpenAlexW2121592473WikidataQ60494627 ScholiaQ60494627MaRDI QIDQ1396641FDOQ1396641

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

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zbMATH Keywords

optimizationtime series datadata resampling

Mathematics Subject Classification ID

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

Cites Work

• Ten Lectures on Wavelets
• Title not available (Why is that?)
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• Finite correlation dimension for stochastic systems with power-law spectra
• Surrogate time series.
• Stability theory of synchronized motion in coupled-oscillator systems.
• The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
• Synchronization likelihood: an unbiased measure of generalized synchronization in multivariate data sets
• Correlation structure of the discrete wavelet coefficients of fractional Brownian motion
• A wavelet method for the characterization of spatiotemporal patterns
• Nonlinearity in normal human EEG: cycles, temporal asymmetry, nonstationarity and randomness, not chaos
• An improved algorithm for the detection of dynamical interdependence in bivariate time-series
• Visualization of correlation cascade in spatiotemporal chaos using wavelets

Cited In (5)

• 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
• Coupling in complex systems as information transfer across time scales

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