Surrogate data method applied to nonlinear time series

摘要

The surrogate data method is widely applied as a data dependent technique totest observed time series against a barrage of hypotheses. However, often thehypotheses one is able to address are not those of greatest interest,particularly for system known to be nonlinear. In the review we focus ontechniques which overcome this shortcoming. We summarize a number of recentlydeveloped surrogate data methods. While our review of surrogate methods is notexhaustive, we do focus on methods which may be applied to experimental, andpotentially nonlinear, data. In each case, the hypothesis being tested is oneof the interests to the experimental scientist.