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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 | Source: | Physical review. E, Statistical, nonlinear, and soft matter physics, 2006, v. 74, no. 2, 26205 | 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. | Publisher: | American Physical Society | Journal: | Physical review. E, Statistical, nonlinear, and soft matter physics | ISSN: | 1539-3755 | EISSN: | 1550-2376 | DOI: | 10.1103/PhysRevE.74.026205 |
| Appears in Collections: | Journal/Magazine Article |
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|---|---|---|---|---|
| Nakamura_Testing_Nonlinearity_Fluctuations.pdf | 515.05 kB | Adobe PDF | View/Open |
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