Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/4830
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dc.contributorDepartment of Electronic and Information Engineering-
dc.creatorNakamura, T-
dc.creatorLuo, X-
dc.creatorSmall, M-
dc.date.accessioned2014-12-11T08:28:10Z-
dc.date.available2014-12-11T08:28:10Z-
dc.identifier.issn1539-3755-
dc.identifier.urihttp://hdl.handle.net/10397/4830-
dc.language.isoenen_US
dc.publisherAmerican Physical Societyen_US
dc.rightsPhysical Review E © 2005 The American Physical Society. The Journal's web site is located at http://pre.aps.org/en_US
dc.subjectFourier transformsen_US
dc.subjectSignal processingen_US
dc.subjectTime series analysisen_US
dc.titleTesting for nonlinearity in time series without the Fourier transformen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage1-
dc.identifier.epage4-
dc.identifier.volume72-
dc.identifier.issue5-
dc.identifier.doi10.1103/PhysRevE.72.055201-
dcterms.abstractA 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.-
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationPhysical review. E, Statistical, nonlinear, and soft matter physics, Nov. 2005, v. 72, no. 5, 055201(R), p. 1-4-
dcterms.isPartOfPhysical review. E, Statistical, nonlinear, and soft matter physics-
dcterms.issued2005-11-18-
dc.identifier.isiWOS:000233603200004-
dc.identifier.scopus2-s2.0-28844467231-
dc.identifier.eissn1550-2376-
dc.identifier.rosgroupidr27718-
dc.description.ros2005-2006 > Academic research: refereed > Publication in refereed journal-
dc.description.oaVersion of Recorden_US
dc.identifier.FolderNumberOA_IR/PIRAen_US
dc.description.pubStatusPublisheden_US
dc.description.oaCategoryVoR alloweden_US
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