Testing for nonlinearity in irregular fluctuations with long-term trends.
نویسندگان
چکیده
We describe a method for investigating nonlinearity in irregular fluctuations (short-term variability) of time series even if the data exhibit long-term trends (periodicities). Such situations are theoretically incompatible with the assumption of previously proposed methods. The null hypothesis addressed by our algorithm is that irregular fluctuations are generated by a stationary linear system. The method is demonstrated for numerical data generated by known systems and applied to several actual time series.
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عنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 74 2 Pt 2 شماره
صفحات -
تاریخ انتشار 2006