Surrogate data for hypothesis testing of physical systems

DOI10.1016/j.physrep.2018.06.001zbMath1392.62268MaRDI QIDQ1653698

Aleksandra Pidde, Aneta Stefanovska, Gemma Lancaster, Dmytro Iatsenko, Valentina Ticcinelli

Publication date: 6 August 2018

Published in: Physics Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physrep.2018.06.001

zbMATH Keywords

surrogate data; dynamical systems; time series analysis; complex systems

Mathematics Subject Classification ID

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

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

37M10: Time series analysis of dynamical systems

37N40: Dynamical systems in optimization and economics

Uses Software

• Matlab
• TISEAN
• K2

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