Power of surrogate data testing with respect to nonstationarity

被引：62

作者：

Timmer, J ^{[1
]}

机构：

[1] Univ Freiburg, Dept Phys, D-79104 Freiburg, Germany

来源：

PHYSICAL REVIEW E | 1998年 / 58卷 / 04期

关键词：

D O I：

10.1103/PhysRevE.58.5153

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

Surrogate data testing is a method frequently applied to evaluate the results of nonlinear time series analysis. Since the null hypothesis tested against is a linear, Gaussian, stationary stochastic process a positive outcome may not only result from an underlying nonlinear or even chaotic system, but also from, e.g., a nonstationary linear one. We investigate the power of the test against nonstationarity. [S1063-651X(98)14610-X].

引用

页码：5153 / 5156

页数：4

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