Statistical tests of system linearity based on the method of surrogate data

  title={Statistical tests of system linearity based on the method of surrogate data},
  author={Norman F. Hunter and Thomas L. Paez and John R. Red-Horse},
I When dealing with measured data from dynamic systems we often make the tacit assumption that the data are generated by linear dynamics. While some systematic tests for linearity and determinism are available for example the coherence function, the probability density function, and the b i s p e c m further tests that quantify the existence and the degree of nonlinearity are clearly needed. In this paper we demonstrate a statistical test for the nonlinearity exhibited by a dynamic system… CONTINUE READING


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