Surrogate time series.
From MaRDI portal
Publication:1583829
DOI10.1016/S0167-2789(00)00043-9zbMATH Open1098.62551arXivchao-dyn/9909037OpenAlexW3122507959MaRDI QIDQ1583829FDOQ1583829
Authors: Thomas Schreiber, Andreas Schmitz 
Publication date: 2000
Published in: Physica D (Search for Journal in Brave)
Abstract: Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many processes in nature seem very unlikely a priori to be linear, the possible nonlinear nature might not be evident in specific aspects of their dynamics. The method of surrogate data has become a very popular tool to address such a question. However, while it was meant to provide a statistically rigorous, foolproof framework, some limitations and caveats have shown up in its practical use. In this paper, recent efforts to understand the caveats, avoid the pitfalls, and to overcome some of the limitations, are reviewed and augmented by new material. In particular, we will discuss specific as well as more general approaches to constrained randomisation, providing a full range of examples. New algorithms will be introduced for unevenly sampled and multivariate data and for surrogate spike trains. The main limitation, which lies in the interpretability of the test results, will be illustrated through instructive case studies. We will also discuss some implementational aspects of the realisation of these methods in the TISEAN (http://www.mpipks-dresden.mpg.de/~tisean) software package.
Full work available at URL: https://arxiv.org/abs/chao-dyn/9909037
Recommendations
Cites Work
- Practical implementation of nonlinear time series methods: The TISEAN package
- Generalized autoregressive conditional heteroscedasticity
- Optimization by simulated annealing
- Title not available (Why is that?)
- Testing for nonlinearity in time series: the method of surrogate data
- Title not available (Why is that?)
- Title not available (Why is that?)
- Applied simulated annealing
- Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
- Title not available (Why is that?)
- An introduction to bispectral analysis and bilinear time series models
- Title not available (Why is that?)
- Chaotic time series analyses of epileptic seizures
- Title not available (Why is that?)
- Title not available (Why is that?)
- Significance testing of information theoretic functionals
- Measuring statistical dependences in a time series
- Title not available (Why is that?)
- Time series analysis of irregularly observed data. Proceedings of a Symposium held at Texas A \& M University, College Station/Texas, February 10--13, 1983
- Constrained-realization Monte-Carlo method for hypothesis testing
- Characteristics of hand tremor time series
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (97)
- Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding
- SURROGATE-BASED HYPOTHESIS TEST WITHOUT SURROGATES
- On the characterization of the deterministic/stochastic and linear/nonlinear nature of time series
- A stochastic model of river discharge fluctuations
- Chaotic patterns in aeroelastic signals
- Detection of nonlinearity and chaoticity in time series using the transportation distance function
- Correntropy as a novel measure for nonlinearity tests
- Using the modified sample entropy to detect determinism
- Right-side-stretched multifractal spectra indicate small-worldness in networks
- APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
- Multivariate conditional Granger causality analysis for lagged response of soil respiration in a temperate forest
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies
- Influence of noise on the sample entropy algorithm
- A subharmonic dynamical bifurcation during in vitro epileptiform activity
- Cascade-driven series with narrower multifractal spectra than their surrogates: standard deviation of multipliers changes interactions across scales
- Testing for nonlinearity in high-dimensional time series from continuous dynamics
- Inferring functional neural connectivity with phase synchronization analysis: a review of method\-ology
- Nonlinear dynamical system identification with dynamic noise and observational noise
- Generating surrogates from recurrences
- Pre-processing and transfer entropy measures in motor neurons controlling limb movements
- How to avoid potential pitfalls in recurrence plot based data analysis
- Re-evaluating the performance of the nonlinear prediction error for the detection of deterministic dynamics
- EVIDENCE CONSISTENT WITH DETERMINISTIC CHAOS IN HUMAN CARDIAC DATA: SURROGATE AND NONLINEAR DYNAMICAL MODELING
- Delayed mutual information infers patterns of synaptic connectivity in a proprioceptive neural network
- Magnitude and sign scaling in power-law correlated time series
- Detrended fluctuation analysis of short datasets: An application to fetal cardiac data
- Some theoretical properties of phase-randomized multivariate surrogates
- NONLINEAR TIME SERIES ANALYSIS IN EPILEPSY
- Information entropies of multi-qubit Rabi model beyond the rotating wave approximation
- Detecting synchronization in coupled stochastic ecosystem networks
- A note on shuffled financial surrogates
- Fractal rigidity by enhanced sympatho-vagal antagonism in heartbeat interval dynamics elicited by central application of corticotropin-releasing factor in mice
- Chaotic pattern alternations can reproduce properties of dominance durations in multistable perception
- Surrogate data for hypothesis testing of physical systems
- The effect of time delay on approximate \& sample entropy calculations
- Information transfer in continuous processes
- Multicanonical MCMC for sampling rare events: an illustrative review
- Construction of multivariate surrogate sets from nonlinear data using the wavelet transform
- Testing for linear and nonlinear Gaussian processes in nonstationary time series
- A statistical significance testing approach to mining the most informative set of patterns
- Coupling functions in networks of oscillators
- Surrogate data modeling the relationship between high frequency amplitudes and Higuchi fractal dimension of EEG signals in anesthetized rats
- Surrogate data test for nonlinearity of the rat cerebellar electrocorticogram in the model of brain injury
- Applying the method of surrogate data to cyclic time series
- Does fractality in heart rate variability indicate the development of fetal neural processes?
- Detecting nonlinearity in short and noisy time series using the permutation entropy
- Normal correlation coefficient of non-normal variables using piece-wise linear approximation
- Measuring connectivity in linear multivariate processes: definitions, interpretation, and practical analysis
- Detecting nonlinearity from a continuous dynamic system based on the delay vector variance method and its application to gear fault identification
- Detecting high-dimensional determinism in time series with application to human movement data
- A new nonlinear similarity measure for multichannel signals
- Statistical properties of user activity fluctuations in virtual worlds
- The delay vector variance method for detecting determinism and nonlinearity in time series
- A non-subjective approach to the GP algorithm for analysing noisy time series
- NeuroXidence: reliable and efficient analysis of an excess or deficiency of joint-spike events
- Uncertainty quantification in modeling HIV viral mechanics
- Surrogate data -- a qualitative and quantitative analysis
- Nonlinear time-series analysis revisited
- Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator
- A stochastic limit cycle oscillator model of the EEG
- On the effective dimension and dynamic complexity of earthquake faults
- Nonlinear time series analysis of food intake in the dab and the rainbow trout
- Irregular Firing of Isolated Cortical Interneurons in Vitro Driven by Intrinsic Stochastic Mechanisms
- Comparative analysis of time irreversibility and amplitude irreversibility based on joint permutation
- Unified functional network and nonlinear time series analysis for complex systems science: the pyunicorn package
- Risk reduction for nonlinear prediction and its application to the surrogate data test
- Constrained Markov order surrogates
- Level crossing analysis of the stock markets
- Nonlinear correlations in multifractals: visibility graphs of magnitude and sign series
- Detecting prediction limit of marked point processes using constrained random shuffle surrogate data
- Phase coherence -- a time-localized approach to studying interactions
- Recurrence-based reconstruction of dynamic pricing attractors
- Multifractal detrended moving average analysis of global temperature records
- NONPARAMETRIC DETECTION OF DEPENDENCES IN STOCHASTIC POINT PROCESSES
- A hybrid symplectic principal component analysis and central tendency measure method for detection of determinism in noisy time series with application to mechanomyography
- Sample entropy and surrogate data analysis for Alzheimer's disease
- Solving the chaos model-data paradox in the cryptocurrency market
- Chaos in computer performance
- Areawise significance tests for windowed recurrence network analysis
- Granger-causality inference in the presence of gaps: an equidistant missing-data problem for non-synchronous recorded time series data
- Can deep learning distinguish chaos from noise? Numerical experiments and general considerations
- Investor attention and the carbon emission markets in China: a nonparametric wavelet-based causality test
- Statistical analysis of symbolic dynamics in weakly coupled chaotic oscillators
- Approximate waiting times for queuing systems with variable long-term correlated arrival rates
- Surrogate data: A novel approach to object detection
- EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING
- Inference of binary regime models with jump discontinuities
- Algorithms for generating surrogate data for sparsely quantized time series
- Ordinal synchronization: using ordinal patterns to capture interdependencies between time series
- Characterization of chaotic attractors under noise: a recurrence network perspective
- Fourier phase index for extracting signatures of determinism and nonlinear features in time series
- Sign patterns symbolization and its use in improved dependence test for complex network inference
- Fractal measures and nonlinear dynamics of overcontact binaries
- Phase space reconstruction for non-uniformly sampled noisy time series
- Analysis of time-varying interaction mechanisms leading to synchronization state in coupled dynamical systems
- Quantifying strength of chaos in the population firing rate of neurons
- Coupling in complex systems as information transfer across time scales
Uses Software
This page was built for publication: Surrogate time series.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1583829)
