Surrogate Test to Distinguish between Chaotic and Pseudoperiodic Time Series
arXiv:nlin/0404054 · doi:10.1103/PhysRevE.71.026230
Abstract
In this communication a new algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike other algorithms, this method properly copes with pseudoperiodic orbits contaminated with linear colored observational noise. We will demonstrate the ability of this algorithm to distinguish chaotic orbits from pseudoperiodic orbits through simulation data sets from theRössler system. As an example of application of this algorithm, we will also employ it to investigate a human electrocardiogram (ECG) record.
Accepted version, to appear in Phys. Rev. E
References in corpus (3)
Cited by in corpus (5)
- Recurrence network measures for hypothesis testing using surrogate data: application to black hole light curves
- Sampling rate-corrected analysis of irregularly sampled time series
- Recurrence Network Analysis of Exoplanetary Observables
- Stability of exoplanetary systems retrieved from scalar time series
- Quantifying the irregularity of a time series