SURROGATE-BASED HYPOTHESIS TEST WITHOUT SURROGATES

DOI10.1142/S0218127404010527MaRDI QIDQ4669148zbMATH OpenOpenAlexFDO

Authors M. Thiel, M. C. Romano, Udo Schwarz, J. Timmer, J. Kurths

Publication date 15 April 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218127404010527

zbMATH Keywords

nonlinear time series analysisFourier surrogates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 3165005 (Why is no real title available?)
• An attractor in a solar time series
• Deterministic Nonperiodic Flow
• Nonlinear Time Series Analysis
• Surrogate time series.
• Testing for nonlinearity in time series: the method of surrogate data
• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects

Cited in

(3)

• A Bayesian surrogate model for rapid time series analysis and application to exoplanet observations
• A wavelet-based method for surrogate data generation
• Surrogate data for hypothesis testing of physical systems

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