. A distinction can be drawn between two approaches for using surrogate data to test for nonlinearity in a time series. The first is a "typical realizations" model which can be implemented...
SPI Conference Proceedings and Reprint Series, Number 12 (2007)
The Chaotic, Channon Price, Dean Prichard
Numerous linear studies of the geomagnetic indices have shown that the magnetospheric system is neither periodic nor quasiperiodic, and that only part of the AE variation can be explained as a direct...
Constrained-Realization Monte-Carlo Method for Hypothesis Testing (1996)
Theiler, James, Prichard, Dean
We compare two theoretically distinct approaches to generating artificial (or ``surrogate'') data for testing hypotheses about a given data set. The first and more straightforward approach is to fit...
Generalized Redundancies for Time Series Analysis (1995)
Extensions to various information-theoretic quantities (such as entropy, redundancy, and mutual information) are discussed in the context of their role in nonlinear time series analysis. We also...
The correlation dimension of differenced data (1994)
The effect differencing has on the estimated correlation dimension of a nongaussian time series is discussed. Two different methods for generating surrogate data sets are compared. The results...
Generalized redundancies for time series analysis (1994)
Prichard, Dean, Theiler, James
Extensions to various information theoretic quantities used for nonlinear time series analysis are discussed, as well as their relationship to the generalized correlation integral. It is shown that...
Generating surrogate data for time series with several simultaneously measured variables (1994)
Prichard, Dean, Theiler, James
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the...
An investigation of the non-linear response of the magnetosphere / (1993)
Thesis (M.S.)--University of Alaska Fairbanks, 1993.
Generating Surrogate Data for Time Series with Several Simultaneously Measured Variables
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the...
Constrained-Realization Monte-Carlo method for Hypothesis Testing
: We compare two theoretically distinct approaches to generating artificial (or "surrogate") data for testing hypotheses about a given data set. The first and more straightforward approach...