APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS

DOI10.1142/S0218127406016999zbMath1117.37037MaRDI QIDQ5297810

Tomomichi Nakamura, Michael Small

Publication date: 13 July 2007

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

surrogate methodSmall-Shuffle surrogatestrends and periodicities

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Time series analysis of dynamical systems (37M10)

Related Items (3)

On possible origins of trends in financial market price changes ⋮ Parametric investigation of nonlinear fluctuations in a dc glow discharge plasma ⋮ Testing for Linear and Nonlinear Gaussian Processes in Nonstationary Time Series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing for nonlinearity in time series: the method of surrogate data
• Surrogate time series.
• On selecting models for nonlinear time series
• Embedding as a modeling problem
• Lyapunov Spectral Analysis on Random Data
• REFINEMENTS TO MODEL SELECTION FOR NONLINEAR TIME SERIES
• Simple mathematical models with very complicated dynamics

This page was built for publication: APPLYING THE METHOD OF SMALL–SHUFFLE SURROGATE DATA: TESTING FOR DYNAMICS IN FLUCTUATING DATA WITH TRENDS