Improved statistical test for nonstationarity using recurrence time statistics
Mostra el registre complet Registre parcial de l'ítem
- 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.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.en
- dc.description.sponsorship This work was supported by the Deutsche Forschungsgemeinschaft.
- dc.format.mimetype application/pdf
- 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.doi http://dx.doi.org/10.1103/PhysRevE.69.046111
- dc.identifier.issn 2470-0045
- dc.identifier.uri http://hdl.handle.net/10230/43595
- 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.rights.accessRights info:eu-repo/semantics/openAccess
- dc.subject.keyword Nonlinear signal analysisen
- dc.subject.keyword Stationarity
- dc.title Improved statistical test for nonstationarity using recurrence time statistics
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion