Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/7633
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Electronic and Information Engineering | - |
dc.creator | Nakamura, T | - |
dc.creator | Small, M | - |
dc.creator | Hirata, Y | - |
dc.date.accessioned | 2015-06-23T09:15:36Z | - |
dc.date.available | 2015-06-23T09:15:36Z | - |
dc.identifier.issn | 1539-3755 | - |
dc.identifier.uri | http://hdl.handle.net/10397/7633 | - |
dc.language.iso | en | en_US |
dc.publisher | American Physical Society | en_US |
dc.title | Testing for nonlinearity in irregular fluctuations with long-term trends | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.volume | 74 | - |
dc.identifier.issue | 2 | - |
dc.identifier.doi | 10.1103/PhysRevE.74.026205 | - |
dcterms.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. | - |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | Physical review. E, Statistical, nonlinear, and soft matter physics, 2006, v. 74, no. 2, 26205 | - |
dcterms.isPartOf | Physical review. E, Statistical, nonlinear, and soft matter physics | - |
dcterms.issued | 2006 | - |
dc.identifier.isi | WOS:000240238200030 | - |
dc.identifier.scopus | 2-s2.0-33747376872 | - |
dc.identifier.eissn | 1550-2376 | - |
dc.identifier.rosgroupid | r34380 | - |
dc.description.ros | 2006-2007 > Academic research: refereed > Publication in refereed journal | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Journal/Magazine Article |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Nakamura_Testing_Nonlinearity_Fluctuations.pdf | 515.05 kB | Adobe PDF | View/Open |
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