5 papers
Constrained-Realization Monte-Carlo Method for Hypothesis Testing
James Theiler, Dean Prichard
We compare two theoretically distinct approaches to generating artificial (or ``surrogate'') data for testing hypotheses about a given data set. The first and more straightforward…
Generalized redundancies for time series analysis
Dean Prichard, James Theiler
Extensions to various information theoretic quantities used for nonlinear time series analysis are discussed, as well as their relationship to the generalized correlation integral.…
The correlation dimension of differenced data
Dean Prichard
The effect differencing has on the estimated correlation dimension of a nongaussian time series is discussed. Two different methods for generating surrogate data sets are compared.…
Generating surrogate data for time series with several simultaneously measured variables
Dean Prichard, James Theiler
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only…
The non-linear response of the magnetosphere: 30 October 1978
C. P. Price, D. Prichard
Previous efforts to find evidence of deterministic nonlinear dynamics in the global geomagnetic system have treated the geomagnetic system as autonomous. However, the geomagnetic s…