Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series
Chaotic Dynamics
2007-05-23 v1
Abstract
We tested the natural combination of surrogate data analysis with the ApEn regularity statistic developed by Pincus [Proc. Natl. Acad. Sci. USA 88 (1991) 2297] by applying it to some popular models of nonlinear dynamics and publicly available experimental time series. We found that this easily implemented combination provided a useful method for discriminating signals governed by nonlinear dynamics from those governed by linear dynamics and noise. An apparently novel physical interpretation of ApEn also is supplied.
Keywords
Cite
@article{arxiv.nlin/0402007,
title = {Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series},
author = {Randall A. LaViolette and Charles R. Tolle and Timothy R. McJunkin and Daphne L. Stoner},
journal= {arXiv preprint arXiv:nlin/0402007},
year = {2007}
}
Comments
27 pages, 5 figures, 44 references