Bivariate surrogate techniques: necessity, strengths, and caveats
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- dc.contributor.author Andrzejak, Ralph Gregor
- dc.contributor.author Kraskov, Alexander
- dc.contributor.author Stögbauer, Harald
- dc.contributor.author Mormann, Florian
- dc.contributor.author Kreuz, Thomas
- dc.date.accessioned 2020-02-18T13:54:32Z
- dc.date.available 2020-02-18T13:54:32Z
- dc.date.issued 2003
- dc.description.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.en
- dc.description.sponsorship T.K. and F.M. acknowledge support from the Deutsche Forschungsgemeinschaft.
- dc.format.mimetype application/pdf
- dc.identifier.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
- dc.identifier.doi http://dx.doi.org/10.1103/PhysRevE.68.066202
- dc.identifier.issn 2470-0045
- dc.identifier.uri http://hdl.handle.net/10230/43634
- dc.language.iso eng
- dc.publisher American Physical Society
- dc.relation.ispartof Physical Review E. 2003;68:066202
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.subject.keyword Nonlinear signal analysisen
- dc.subject.keyword Synchronizationen
- dc.subject.keyword Surrogatesen
- dc.title Bivariate surrogate techniques: necessity, strengths, and caveats
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion