物理学报2001，Vol.50Issue(4)：633-637,5.
非最小相位线性非高斯序列的替代数据检验
SURROGATE DATA TEST FOR THE LINEAR NON-GAUSSIAN TIME SERIES WITH NON-MINIMUM PHASE
摘要
Abstract
Surrogate data testing is a popular method to detect nonlinearity and chaos in time series and has been vastly used in many applications with erratic time series. The explicit null hypothesis often used is that the time series is generated from a linear, stochastic, Gaussian stationary process, including a possible invertible nonlinear static observation function. It is pointed out that the rejection of such a hypothesis may not only result from an underlying nonlinear or even chaotic system, but also from, e.g., a linear, stochastic, non-Gaussian and non-minimum phase sequence. We investigate the power of the test against non-minimum phase sequence.关键词
替代数据/时间序列分析/非线性/非最小相位分类
数理科学引用本文复制引用
刘耀宗,温熙森,胡茑庆..非最小相位线性非高斯序列的替代数据检验[J].物理学报,2001,50(4):633-637,5.
