# Constrained Randomization of Time Series Data

@article{Schreiber1998ConstrainedRO, title={Constrained Randomization of Time Series Data}, author={Thomas Schreiber}, journal={Physical Review Letters}, year={1998}, volume={80}, pages={2105-2108} }

A new method is introduced to create artificial time sequences that fulfil given constraints but are random otherwise. Constraints are usually derived from a measured signal for which surrogate data are to be generated. They are fulfilled by minimizing a suitable cost function using simulated annealing. A wide variety of structures can be imposed on the surrogate series, including multivariate, nonlinear, and nonstationary properties. When the linear correlation structure is to be preserved…

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