Time series with tailored nonlinearities.

@article{Rth2015TimeSW,
  title={Time series with tailored nonlinearities.},
  author={Christoph R{\"a}th and I. L. Laut},
  journal={Physical review. E, Statistical, nonlinear, and soft matter physics},
  year={2015},
  volume={92 4},
  pages={
          040902
        }
}
  • C. Räth, I. Laut
  • Published 1 September 2015
  • Physics
  • Physical review. E, Statistical, nonlinear, and soft matter physics
It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series… 

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