The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
Improved Surrogate Data for Nonlinearity Tests
Open accessAbstract
Current tests for nonlinearity compare a time series to the null hypothesis of a Gaussian linear stochastic process. For this restricted null assumption, random surrogates can be constructed which are constrained by the linear properties of the data. We propose a more general null hypothesis allowing for nonlinear rescalings of a Gaussian linear process. We show that such rescalings cannot be accounted for by a simple amplitude adjustment of the surrogates which leads to spurious detection of nonlinearity. An iterative algorithm is proposed to make appropriate surrogates which have the same autocorrelations as the data and the same probability distribution.
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Cites
Theiler, J. (1990) · Journal of the Optical Society of America A · doi:10.1364/josaa.7.001055 · Cited by 947
NONLINEAR TIME SEQUENCE ANALYSIS
GRASSBERGER, P., SCHREIBER, T., & SCHAFFRATH, C. (1991) · International Journal of Bifurcation and Chaos · doi:10.1142/s0218127491000403 · Cited by 526
Self-citationNonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.
Ray, W. D., Brock, W. A., Hsieh, D. A., & LeBaron, B. D. (1993) · Journal of the Operational Research Society · doi:10.2307/2584373 · Cited by 487
Is there a climatic attractor?
Nicolis, C., & Nicolis, G. (1984) · Nature · doi:10.1038/311529a0 · Cited by 337
Constrained-Realization Monte-Carlo method for Hypothesis Testing
Theiler, J. P., & Prichard, D. (2007) · Cited by 190
Dimension estimates and physiological data
Kantz, H., & Schreiber, T. (1995) · Chaos An Interdisciplinary Journal of Nonlinear Science · doi:10.1063/1.166096 · Cited by 103
Self-citationThe correlation dimension of differenced data
Prichard, D. (1994) · Physics Letters A · doi:10.1016/0375-9601(94)90134-1 · Cited by 28
Cited by
Andrzejak, R. G., Lehnertz, K., Mormann, F., Rieke, C., David, P., & Elger, C. E. (2001) · Physical Review E · doi:10.1103/physreve.64.061907 · Cited by 3,032
Schreiber, T., & Schmitz, A. (2000) · Physica D: Nonlinear Phenomena · doi:10.1016/s0167-2789(00)00043-9 · Cited by 1,514
Self-citationMultifractal analysis of financial markets: a review
Jiang, Z.-Q., Xie, W.-J., Zhou, W.-X., & Sornette, D. (2019) · Reports on Progress in Physics · doi:10.1088/1361-6633/ab42fb · Cited by 423
Benchmarking homogenization algorithms for monthly data
Venema, V. K. C., Mestre, O., Aguilar, E., Auer, I., Guijarro, J. A., Domonkos, P., Vertacnik, G., Szentimrey, T., Stepanek, P., Zahradnicek, P., et al. (2012) · Climate of the Past · doi:10.5194/cp-8-89-2012 · Cited by 368
Synchronization in the human cardiorespiratory system
Schäfer, C., Rosenblum, M. G., Abel, H.-H., & Kurths, J. (1999) · Physical Review E · doi:10.1103/physreve.60.857 · Cited by 349
Metadata
- Authors
- Schreiber, T., & Schmitz, A.
- Venue
- Physical Review Letters
- Publisher
- American Physical Society (APS)
- Published
- 1996-07-22
- Volume
- 77
- Issue
- 4
- Pages
- 635-638
- ISSN
- 0031-9007 (ISSN-L)
- 1079-7114
- OpenAlex
- W2085009317
- Cited by
- 1,506
- References
- 7
- FWCI
- 10.83
- Type
- journal article
- Language
- en
- Open access
- green
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