Surrogate data method applied to nonlinear time series

Luo, Xiaodong; Nakamura, Tomomichi; Small, Michael

Surrogate data method applied to nonlinear time series

Authors

Luo, Xiaodong

Nakamura, Tomomichi

Small, Michael

Description

The surrogate data method is widely applied as a data dependent technique to test observed time series against a barrage of hypotheses. However, often the hypotheses one is able to address are not those of greatest interest, particularly for system known to be nonlinear. In the review we focus on techniques which overcome this shortcoming. We summarize a number of recently developed surrogate data methods. While our review of surrogate methods is not exhaustive, we do focus on methods which may be applied to experimental, and potentially nonlinear, data. In each case, the hypothesis being tested is one of the interests to the experimental scientist.
Book chapter