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 Soc
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
DOI: 10.1103/PhysRevE.74.026205
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