Literature DB >> 15783410

Surrogate test to distinguish between chaotic and pseudoperiodic time series.

Xiaodong Luo1, Tomomichi Nakamura, Michael Small.   

Abstract

In this paper a different algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike other algorithms, this method properly copes with pseudoperiodic orbits contaminated with linear colored observational noise. We will demonstrate the ability of this algorithm to distinguish chaotic orbits from pseudoperiodic orbits through simulation data sets from the Rössler system. As an example of application of this algorithm, we will also employ it to investigate a human electrocardiogram record.

Entities:  

Year:  2005        PMID: 15783410     DOI: 10.1103/PhysRevE.71.026230

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  1 in total

1.  AURORA: A Unified fRamework fOR Anomaly detection on multivariate time series.

Authors:  Lin Zhang; Wenyu Zhang; Maxwell J McNeil; Nachuan Chengwang; David S Matteson; Petko Bogdanov
Journal:  Data Min Knowl Discov       Date:  2021-06-23       Impact factor: 3.670

  1 in total

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