Testing for nonlinearity in high-dimensional time series from continuous dynamics

DOI10.1016/S0167-2789(01)00318-9MaRDI QIDQ5944258zbMATH OpenFDO

Authors A. Gałka, Taisuke Ozaki

Publication date 4 October 2001

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-2789(01)00318-9

zbMATH Keywords

discrete parametric modellinghigh-dimensional Lorenz systemshigh-dimensional mode of Taylor-Couette flowmeasure for nonlinearityquantitative nonlinearity measuresubsampling approach

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

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Cites work

• A new look at the statistical model identification
• Constrained-realization Monte-Carlo method for hypothesis testing
• scientific article; zbMATH DE number 3984294 (Why is no real title available?)
• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 1516955 (Why is no real title available?)
• Measuring the strangeness of strange attractors
• Nonlinear time series modelling with the radial basis function-based state-dependent autoregressive model
• Practical implementation of nonlinear time series methods: The TISEAN package
• RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS
• State space reconstruction in the presence of noise
• Surrogate time series.
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES

Cited in

(10)

• Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
• Correntropy as a novel measure for nonlinearity tests
• scientific article; zbMATH DE number 1531833 (Why is no real title available?)
• Applications of methods and algorithms of nonlinear dynamics in economics and finance
• Nonlinearity Tests Using the Extrema of a Time Series
• A test method for weak nonlinearity in time series
• Common large innovations across nonlinear time series
• Testing for nonlinearity: the role of surrogate data.
• Whitening as a tool for estimating mutual information in spatiotemporal data sets
• Detecting nonlinearity from a continuous dynamic system based on the delay vector variance method and its application to gear fault identification

Describes a project that uses

Uses Software

• TISEAN

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