The delay vector variance method for detecting determinism and nonlinearity in time series
type: Item
instance of: scholarly article
title: The delay vector variance method for detecting determinism and nonlinearity in time series
zbMATH Open document ID: 1069.37064
author: Temujin Gautama
author: Danilo P. Mandic
author: Marc M. Van Hulle
published in: Physica D
publication date: 2004-06-22T00:00:00Z
Mathematics Subject Classification ID: 37M10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 62J10
zbMATH DE Number: 2077021
zbMATH Keywords: Nonlinearity analysis
zbMATH Keywords: Surrogate data
zbMATH Keywords: Determinism
zbMATH Keywords: Stochastic model
zbMATH Keywords: Signal processing
zbMATH Keywords: Predictability of a signal
zbMATH Keywords: Scatter diagram
zbMATH Keywords: Statistical testing
MaRDI profile type: Publication
full work available at URL: j.physd.2003.11.001
OpenAlex ID: W2122348941
cites work: Practical method for determining the minimum embedding dimension of a scalar time series
cites work: Exceptional events as evidence for determinism
cites work: Surrogate time series.
DOI: 10.1016/J.PHYSD.2003.11.001
description: scientific article; zbMATH DE number 2077021