Surrogate data for non-stationary signals

Details Surrogate data for non-stationary signals Surrogate data for non-stationary signals

1999-04-13

arxiv.org/abs/chao-dyn/9904023v1

Nonlinear Sciences

Chaotic Dynamics

4 pages, 4 figures. proceeding for a poster

Scientific paper

Standard tests for nonlinearity reject the null hypothesis of a Gaussian
linear process whenever the data is non-stationary. Thus, they are not
appropriate to distinguish nonlinearity from non-stationarity. We address the
problem of generating proper surrogate data corresponding to the null
hypothesis of an ARMA process with slowly varying coefficients.

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