Detecting Determinism in Time Series : The Method of Surrogate Data

@inproceedings{Small2001DetectingDI,
  title={Detecting Determinism in Time Series : The Method of Surrogate Data},
  author={Michael Small and Chi Kong Tse},
  year={2001}
}
We review a relatively new statistical test that may be applied to determine whether an observed time series is inconsistent with a specific class of dynamical systems. Theseurrogate data methods may test an observed time series against the hypotheses of: i) independent and identically distributed noise; ii) linearly filtered noise; and iii) a monotonic nonlinear transformation of linearly filtered noise. A recently suggested fourth algorithm for testing the hypothesis of a periodic orbit with… CONTINUE READING
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