Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/4830
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Title: Testing for nonlinearity in time series without the Fourier transform
Authors: Nakamura, T
Luo, X
Small, M
Issue Date: 18-Nov-2005
Source: Physical review. E, Statistical, nonlinear, and soft matter physics, Nov. 2005, v. 72, no. 5, 055201(R), p. 1-4
Abstract: A method to test for nonlinearity in time series, without the need to apply the Fourier transform, is proposed. This method therefore avoids the drawbacks of previously proposed surrogate techniques associated with the estimation of the signal’s power spectrum. The test addressed by this algorithm is that the data are generated by a stationary linear system. To achieve this, the algorithm takes advantage of the fundamentally different structure of linear and nonlinear systems.
Keywords: Fourier transforms
Signal processing
Time series analysis
Publisher: American Physical Society
Journal: Physical review. E, Statistical, nonlinear, and soft matter physics 
ISSN: 1539-3755
EISSN: 1550-2376
DOI: 10.1103/PhysRevE.72.055201
Rights: Physical Review E © 2005 The American Physical Society. The Journal's web site is located at http://pre.aps.org/
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