A new method to detect nonlinearity in a time-series: Synthesizing surrogate data using a Kolmogorov-Smirnoff tested, hidden Markov model (Q5946133)

The authors use a 1st order hidden Markov model coupled with a Kolmogorov-Smirnoff test to determine the resolution of the hidden Markov model. This technique is applied to a time-series as well. The authors' method captures the underlying structure of the observed dataset, synthesizes a new dataset using the captured dynamics and avoids generating artefacts.