Surrogate data for hypothesis testing of physical systems
From MaRDI portal
Publication:1653698
DOI10.1016/j.physrep.2018.06.001zbMath1392.62268OpenAlexW2808553959MaRDI QIDQ1653698
Aleksandra Pidde, Aneta Stefanovska, Gemma Lancaster, Dmytro Iatsenko, Valentina Ticcinelli
Publication date: 6 August 2018
Published in: Physics Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physrep.2018.06.001
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)
Related Items
Defining the wavelet bispectrum, Time-dependent relations between gaps and returns in a Bitcoin order book, Comprehending deterministic and stochastic occasional uncoupling induced synchronizations through each other, Recurrence-based reconstruction of dynamic pricing attractors, Visibility network analysis of large-scale intermittency in convective surface layer turbulence, Sample entropy and surrogate data analysis for Alzheimer's disease, Dynamics of the price–volume information flow based on surrogate time series, Detecting prediction limit of marked point processes using constrained random shuffle surrogate data, Erratum: “Dynamics of the price-volume information flow based on surrogate time series” [Chaos 31(1), 013106 (2021)], Topological energy of the distance matrix, Transmission time delays organize the brain network synchronization, Structure learning in coupled dynamical systems and dynamic causal modelling, Coupling in complex systems as information transfer across time scales, Analysis of time-varying interaction mechanisms leading to synchronization state in coupled dynamical systems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring the distance between time series
- Chaotic time series analyses of epileptic seizures
- Chemical oscillations, waves, and turbulence
- A wavelet-based method for surrogate data generation
- Testing for nonlinearity in time series: the method of surrogate data
- Measuring the strangeness of strange attractors
- Bibliography on higher-order statistics.
- Polynomial time--frequency distributions and time-varying higher order spectra: Application to the analysis of multicomponent FM signals and to the treatment of multiplicative noise
- Wavelet-based analysis of human blood-flow dynamics
- Testing for nonlinearity using redundancies: Quantitative and qualitative aspects
- Reliable detection of nonlinearity in experimental time series with strong periodic components
- Construction of multivariate surrogate sets from nonlinear data using the wavelet transform
- Surrogate time series.
- Applying the method of surrogate data to cyclic time series
- Constrained-realization Monte-Carlo method for hypothesis testing
- Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series
- A comparsion of estimators for \(1/f\) noise
- Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis
- Detecting phase synchronization in noisy systems.
- Detecting nonlinearity in multivariate time series
- Modified generalized sample entropy and surrogate data analysis for stock markets
- How much information is contained in a recurrence plot?
- Response of the parameters of a neural network to pseudoperiodic time series
- Nonlinearity in normal human EEG: cycles, temporal asymmetry, nonstationarity and randomness, not chaos
- Practical implementation of nonlinear time series methods: The <scp>TISEAN</scp> package
- From 1/f noise to multifractal cascades in heartbeat dynamics
- Surrogate Data — A Qualitative and Quantitative Analysis
- GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES
- Evolution of cardiorespiratory interactions with age
- Computers and the Theory of Statistics: Thinking the Unthinkable
- Statistics of bicoherence
- Asymptotic wavelet and Gabor analysis: extraction of instantaneous frequencies
- Wigner Higher Order Moment Spectra: Definition, Properties,Computation and Application to Transient Signal Analysis
- Ergodic theory of chaos and strange attractors
- Generating surrogates from recurrences
- On Runge-Kutta processes of high order
- Synchronization likelihood: an unbiased measure of generalized synchronization in multivariate data sets
