Testing for nonlinearity in time series: the method of surrogate data

Physica D: Nonlinear Phenomena - Tập 58 - Trang 77-94 - 1992
James Theiler1,2, Stephen Eubank1,2,3,4, André Longtin1,5, Bryan Galdrikian1,2, J. Doyne Farmer1,3,4
1Theoretical Division, Los Alamos National Laboratory, Los Alamos, NM 87545, USA
2Center for Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, NM 87545 USA
3Santa Fe Institute, 1660 Old Pecos Trail, Santa Fe, NM 87501, USA
4Prediction Company, 234 Griffin Street, Santa Fe, NM 87501, USA
5Center for Nonlinear Studies, Los Alamos National Laboratory, Los Alamos, NM 87545, USA

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