Revisiting Algorithms for Generating Surrogate Time Series
نویسندگان
چکیده
منابع مشابه
Revisiting algorithms for generating surrogate time series
The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate realizations with Fourier phase correlations leading to nondetections of nonlinearities. We argue that reliable surrogates can only be generated, if one tests se...
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ژورنال
عنوان ژورنال: Physical Review Letters
سال: 2012
ISSN: 0031-9007,1079-7114
DOI: 10.1103/physrevlett.109.144101