REVERSIBILITY AS A CRITERION FOR DISCRIMINATING TIME-SERIES

被引：133

作者：

DIKS, C

VANHOUWELINGEN, JC

TAKENS, F

DEGOEDE, J

机构：

[1] LEIDEN UNIV,DEPT MED STAT,2300 RC LEIDEN,NETHERLANDS

[2] UNIV GRONINGEN,DEPT MATH,9700 AV GRONINGEN,NETHERLANDS

来源：

PHYSICS LETTERS A | 1995年 / 201卷 / 2-3期

关键词：

D O I：

10.1016/0375-9601(95)00239-Y

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We propose a test for the hypothesis that a time series is reversible, If reversibility can be rejected all static transformations of linear Gaussian random processes can be excluded as a model for the time series.

引用

页码：221 / 228

页数：8

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