4.6k citations · 10.1k across the 18 of their papers we have counts for
18 papers
Measuring Information Transfer
Thomas Schreiber
An information theoretic measure is derived that quantifies the statistical coherence between systems evolving in time. The standard time delayed mutual information fails to distin…
Detecting and analysing nonstationarity in a time series with nonlinear cross-predictions
Thomas Schreiber
We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the seque…
Discrimination power of measures for nonlinearity in a time series
Thomas Schreiber, Andreas Schmitz
The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic sur…
Constrained randomization of time series data
Thomas Schreiber
A new method is introduced to create artificial time sequences that fulfil given constraints but are random otherwise. Constraints are usually derived from a measured signal for wh…
Improved surrogate data for nonlinearity tests
Thomas Schreiber, Andreas Schmitz
Current tests for nonlinearity compare a time series to the null hypothesis of a Gaussian linear stochastic process. For this restricted null assumption, random surrogates can be c…
Surrogate time series
Thomas Schreiber, Andreas Schmitz
Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanc…