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
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 17 条
[1]  
Abarbanel H, 1996, ANAL OBSERVED CHAOTI
[2]   AN IMPROVED ESTIMATOR OF DIMENSION AND SOME COMMENTS ON PROVIDING CONFIDENCE-INTERVALS [J].
JUDD, K .
PHYSICA D, 1992, 56 (2-3) :216-228
[3]   ESTIMATING DIMENSION FROM SMALL SAMPLES [J].
JUDD, K .
PHYSICA D, 1994, 71 (04) :421-429
[4]   ON SELECTING MODELS FOR NONLINEAR TIME-SERIES [J].
JUDD, K ;
MEES, A .
PHYSICA D, 1995, 82 (04) :426-444
[5]   DYNAMICAL SYSTEMS AND TESSELATIONS: DETECTING DETERMINISM IN DATA [J].
Mees, Alistair I. .
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 1991, 1 (04) :777-794
[6]   Detecting nonlinearity in experimental data [J].
Small, M ;
Judd, K .
INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS, 1998, 8 (06) :1231-1244
[7]  
Small M, 2000, COMPUT CARDIOL, V27, P355, DOI 10.1109/CIC.2000.898530
[8]   Comparisons of new nonlinear modeling techniques with applications to infant respiration [J].
Small, M ;
Judd, K .
PHYSICA D, 1998, 117 (1-4) :283-298
[9]   Correlation dimension: A pivotal statistic for non-constrained realizations of composite hypotheses in surrogate data analysis [J].
Small, M ;
Judd, K .
PHYSICA D-NONLINEAR PHENOMENA, 1998, 120 (3-4) :386-400
[10]   Deterministic nonlinearity in ventricular fibrillation [J].
Small, M ;
Yu, D ;
Harrison, RG ;
Robertson, C ;
Clegg, G ;
Holzer, M ;
Sterz, F .
CHAOS, 2000, 10 (01) :268-277