A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2009; you can also visit the original URL.
The file type is
EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
In this paper we discuss two modifications of the surrogate data method based on phase randomization, see [Theiler et al., 1992] . By construction, phase randomized surrogates are circular stationary. In this respect they differ from the original time series. This can cause level inaccuracies of surrogate data tests. We will illustrate this. These inaccuracies are caused by end to end mismatches of the original time series. In this paper we will discuss two approaches to remedy this problem:doi:10.1142/s0218127409022968 fatcat:esbdvyx6bvd3hbfj3rcsp5deim