Construct · 1 fields · 1 citations

surrogate data test: a standalone construct

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Dynamical systems

test for nonlinearity that compares a statistic of a time series with its values on randomized surrogates sharing the series' linear properties.

In dynamical systems, surrogate data test refers to test for nonlinearity that compares a statistic of a time series with its values on randomized surrogates sharing the series' linear properties. This meaning comes from Theiler (1992) in Physica D: Nonlinear Phenomena.[1]

Unit
Recovery means
Measured by

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Nearby constructs

dynamics3 fields · 3 citationsjingle · one word, three constructs series3 fields · 3 citationsjingle · one word, three constructs

References

Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., & Doyne Farmer, J. (1992). Testing for nonlinearity in time series: the method of surrogate data. Physica D: Nonlinear Phenomena, 58(1-4), 77-94. https://doi.org/10.1016/0167-2789(92)90102-s

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