Constrained surrogate time series with preservation of the mean and variance structure
Author:
Publisher
American Physical Society (APS)
Subject
Industrial and Manufacturing Engineering,Metals and Alloys,Strategy and Management,Mechanical Engineering
Link
http://harvest.aps.org/v2/journals/articles/10.1103/PhysRevE.73.036707/fulltext
Reference22 articles.
1. Testing for nonlinearity in time series: the method of surrogate data
2. Constrained-realization Monte-Carlo method for hypothesis testing
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