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http://hdl.handle.net/10397/4830
| 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/ |
| Appears in Collections: | Journal/Magazine Article |
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|---|---|---|---|---|
| Nakamura_Testing_Nonlinearity_Fourier.pdf | 208.15 kB | Adobe PDF | View/Open |
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