Linear and nonlinear time series analysis of the black hole candidate Cygnus X-1

Abstract

We analyze the variability in the X-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the over-all second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear andnonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data.

15 pages, to appear in Phys. Rev. E

References in corpus (4)

• Constrained randomization of time series data
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• The power of surrogate data testing with respect to non-stationarity
• Evidence for Nonlinear X-ray Variability from the Broad-line Radio Galaxy 3C 390.3

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• Revisiting Evidence of Chaos in X-ray Light Curves: The Case of GRS 1915+105
• Search for chaos in neutron star systems: Is Cyg X-3 a black hole?
• Reversibility of time series: revealing the hidden messages in X-ray binaries and cataclysmic variables
• Tracking hidden magnetospheric fluctuations in accretion-powered pulsars with a Kalman filter
• A Search for Aperiodic Millisecond Variability in Cygnus X-1
• Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series
• Autoregressive description of biological phenomena
• The non-linear behavior of the black hole system GRS 1915+105