Testing for nonlinearity: the role of surrogate data.

DOI10.1016/S0960-0779(00)00236-8MaRDI QIDQ5951023zbMATH OpenFDO

Authors Ralf Engbert

Publication date 2 January 2002

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0960-0779(00)00236-8

Mathematics Subject Classification ID

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

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Cites work

• A two-dimensional mapping with a strange attractor
• An equation for continuous chaos
• Controlling chaos
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• Testing for unstable periodic orbits to characterize spatiotemporal dynamics

Cited in

(15)

• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
• Reliable detection of nonlinearity in experimental time series with strong periodic components
• Surrogate time series.
• Surrogate data for hypothesis testing of physical systems
• Surrogate data test for nonlinearity of the rat cerebellar electrocorticogram in the model of brain injury
• Testing for nonlinearity of the contraction segments in uterine electromyography
• scientific article; zbMATH DE number 1531834 (Why is no real title available?)
• scientific article; zbMATH DE number 1784967 (Why is no real title available?)
• Testing for linear and nonlinear Gaussian processes in nonstationary time series
• APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS
• A test method for weak nonlinearity in time series
• scientific article; zbMATH DE number 970187 (Why is no real title available?)
• Testing for nonlinearity in high-dimensional time series from continuous dynamics
• Pseudo-periodic surrogate test to sample time series in stochastic softening Duffing oscillator
• Testing for nonlinearity in time series: the method of surrogate data

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