Summary
International Symposium on Nonlinear Theory and its Applications
2005
Session Number:3-1-4
Session:
Number:3-1-4-4
Small-Shuffle Surrogate Method and the Application
Tomomichi Nakamura, Michael Small, Yoshito Hirata, Kazuyuki Aihara,
pp.638-641
Publication Date:2005/10/18
Online ISSN:2188-5079
Summary:
We describe a new surrogate method for investigating whether there is some kind of dynamics in irregular fluctuations (short term variability), even if the data have long term trends or periodicities. This is, in other words, an investigation of whether irregular fluctuations are independently distributed random variables. These cases are theoretically incompatible with the assumption required to apply previously proposed surrogate methods. We apply the method to a variety of known test systems and actual time series with unknown dynamics.