Surrogate test for pseudoperiodic time series

被引：121
|
作者：
Small, M
Yu, DJ
Harrison, RG
机构：
[1] Hong Kong Polytech Univ, Dept Elect & Informat Engn, Kowloon, Hong Kong, Peoples R China
[2] Heriot Watt Univ, Dept Phys, Edinburgh EH14 4AS, Midlothian, Scotland
来源：
PHYSICAL REVIEW LETTERS | 2001年 / 87卷 / 18期
关键词：
D O I：
10.1103/PhysRevLett.87.188101
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
For time series exhibiting strong periodicities, standard (linear) surrogate methods are not useful. We describe a new algorithm that can test against the null hypothesis of a periodic orbit with uncorrelated noise. We demonstrate the application of this method to artificial data and experimental time series,, including human electrocardiogram recordings during sinus rhythm and ventricular tachycardia.
引用
收藏
页码：188101 / 1
页数：4
相关论文
共 50 条
  • [1] Surrogate test to distinguish between chaotic and pseudoperiodic time series
    Luo, XD
    Nakamura, T
    Small, M
    PHYSICAL REVIEW E, 2005, 71 (02)
  • [2] Testing for intracycle determinism in pseudoperiodic time series
    Coelho, Mara C. S.
    Mendes, Eduardo M. A. M.
    Aguirre, Luis A.
    CHAOS, 2008, 18 (02)
  • [3] Algorithm for detecting deterministic chaos in pseudoperiodic time series
    Pukenas, K.
    Muckus, K.
    ELEKTRONIKA IR ELEKTROTECHNIKA, 2007, (08) : 53 - 56
  • [4] Detecting temporal and spatial correlations in pseudoperiodic time series
    Zhang, Jie
    Luo, Xiaodong
    Nakamura, Tomomichi
    Sun, Junfeng
    Small, Michael
    PHYSICAL REVIEW E, 2007, 75 (01):
  • [5] Response of the parameters of a neural network to pseudoperiodic time series
    Zhao, Yi
    Weng, Tongfeng
    Small, Michael
    PHYSICA D-NONLINEAR PHENOMENA, 2014, 268 : 79 - 90
  • [6] Detecting chaos in pseudoperiodic time series without embedding
    Zhang, J
    Luo, X
    Small, M
    PHYSICAL REVIEW E, 2006, 73 (01):
  • [7] A surrogate test for pseudo-periodic time series data
    Small, M
    Harrison, RG
    Tse, CK
    EXPERIMENTAL CHAOS, 2002, 622 : 190 - 195
  • [8] Characterizing pseudoperiodic time series through the complex network approach
    Zhang, Jie
    Sun, Junfeng
    Luo, Xiaodong
    Zhang, Kai
    Nakamura, Tomomichi
    Small, Michael
    PHYSICA D-NONLINEAR PHENOMENA, 2008, 237 (22) : 2856 - 2865
  • [9] Surrogate time series
    Schreiber, T
    Schmitz, A
    PHYSICA D-NONLINEAR PHENOMENA, 2000, 142 (3-4) : 346 - 382
  • [10] On the reliability of the surrogate data test for nonlinearity in the analysis of noisy time series
    Kugiumtzis, D
    INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 2001, 11 (07): : 1881 - 1896
12345