Applying the method of small-shuffle surrogate data : testing for dynamics in fluctuating data with trends

摘要

Recently, a new surrogate method, the Small-Shuffle (SS) surrogate method, has been proposed to investigate whether there is some kind of dynamics in irregular fluctuations, even if they are modulated by long term trends or periodicities. This situation is theoretically incompatible with the assumption underlying previously proposed surrogate methods. We apply the SS surrogate method to a variety of simulated data with known dynamics and actual time series with unknown dynamics.