Improved statistical test for nonstationarity using recurrence time statistics

Rieke, Christoph; Andrzejak, Ralph Gregor; Mormann, Florian; Lehnertz, Klaus

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dc.contributor.author	Rieke, Christoph
dc.contributor.author	Andrzejak, Ralph Gregor
dc.contributor.author	Mormann, Florian
dc.contributor.author	Lehnertz, Klaus
dc.date.accessioned	2020-02-13T18:07:04Z
dc.date.available	2020-02-13T18:07:04Z
dc.date.issued	2003
dc.identifier.citation	Rieke C, Andrzejak RG, Mormann F, Lehnertz K. Improved statistical test for nonstationarity using recurrence time statistics. Phys Rev E. 2004;69:046111. DOI: 10.1103/PhysRevE.69.046111
dc.identifier.issn	2470-0045
dc.identifier.uri	http://hdl.handle.net/10230/43595
dc.description.abstract	We have recently introduced a measure for nonstationarity using a recurrence time statistic to assess stationarity. In this paper we propose an extension of this method based on a detailed study of the statistics for the case of stationary systems. We derive a simple scheme that allows us to estimate the effective number of degrees of freedom relevant for this statistic. This substantially improves the statistical significance of the method and can be used to improve the significance of various other nonlinear statistics.
dc.description.sponsorship	This work was supported by the Deutsche Forschungsgemeinschaft.
dc.format.mimetype	application/pdf
dc.language.iso	eng
dc.publisher	American Physical Society
dc.relation.ispartof	Physical Review E. 2004;69:046111.
dc.rights	© American Physical Society. Published article available at https://journals.aps.org/pre/pdf/10.1103/PhysRevE.69.046111
dc.title	Improved statistical test for nonstationarity using recurrence time statistics
dc.type	info:eu-repo/semantics/article
dc.identifier.doi	http://dx.doi.org/10.1103/PhysRevE.69.046111
dc.subject.keyword	Nonlinear signal analysis
dc.subject.keyword	Stationarity
dc.rights.accessRights	info:eu-repo/semantics/openAccess
dc.type.version	info:eu-repo/semantics/publishedVersion