What can be inferred from surrogate data testing?
Chaotic Dynamics
2009-10-31 v1
Abstract
Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.
Cite
@article{arxiv.nlin/0009032,
title = {What can be inferred from surrogate data testing?},
author = {J. Timmer},
journal= {arXiv preprint arXiv:nlin/0009032},
year = {2009}
}
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