Bivariate surrogate techniques: necessity, strengths, and caveats

Andrzejak, Ralph Gregor; Kraskov, Alexander; Stögbauer, Harald; Mormann, Florian; Kreuz, Thomas

doi:http://dx.doi.org/10.1103/PhysRevE.68.066202

Bivariate surrogate techniques: necessity, strengths, and caveats

Citation

Andrzejak RG, Kraskov A, Stogbauer H, Mormann F, Kreuz T. Bivariate surrogate techniques: necessity, strengths, and caveats. Phys Rev E. 2003;68:066202. DOI: 10.1103/PhysRevE.68.066202

Abstract

The concept of surrogates allows testing results from time series analysis against specified null hypotheses. In application to bivariate model dynamics we here compare different types of surrogates, each designed to test against a different null hypothesis, e.g., an underlying bivariate linear stochastic process. Two measures that aim at a characterization of interdependence between nonlinear deterministic dynamics were used as discriminating statistics. We analyze eight different stochastic and deterministic models not only to demonstrate the power of the surrogates, but also to reveal some pitfalls and limitations.