Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/7633
Title: Testing for nonlinearity in irregular fluctuations with long-term trends
Authors: Nakamura, T
Small, M
Hirata, Y
Issue Date: 2006
Publisher: American Physical Society
Source: Physical review. E, Statistical, nonlinear, and soft matter physics, 2006, v. 74, no. 2, 26205 How to cite?
Journal: Physical review. E, Statistical, nonlinear, and soft matter physics 
Abstract: We describe a method for investigating nonlinearity in irregular fluctuations (short-term variability) of time series even if the data exhibit long-term trends (periodicities). Such situations are theoretically incompatible with the assumption of previously proposed methods. The null hypothesis addressed by our algorithm is that irregular fluctuations are generated by a stationary linear system. The method is demonstrated for numerical data generated by known systems and applied to several actual time series.
URI: http://hdl.handle.net/10397/7633
ISSN: 1539-3755
EISSN: 1550-2376
DOI: 10.1103/PhysRevE.74.026205
Appears in Collections:Journal/Magazine Article

Files in This Item:
File Description SizeFormat 
Nakamura_Testing_Nonlinearity_Fluctuations.pdf515.05 kBAdobe PDFView/Open
Access
View full-text via PolyU eLinks SFX Query
Show full item record

SCOPUSTM   
Citations

15
Last Week
0
Last month
1
Citations as of Sep 8, 2017

WEB OF SCIENCETM
Citations

17
Last Week
0
Last month
0
Citations as of Sep 13, 2017

Page view(s)

58
Last Week
0
Last month
Checked on Sep 17, 2017

Download(s)

42
Checked on Sep 17, 2017

Google ScholarTM

Check

Altmetric



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.