Improved statistical test for nonstationarity using recurrence time statistics

Christoph Rieke, Ralph G. Andrzejak, Florian Mormann, and Klaus Lehnertz
Phys. Rev. E 69, 046111 – Published 27 April 2004

Abstract

We have recently introduced a measure for nonstationarity using a recurrence time statistic to assess stationarity. In this paper we propose an extension of this method based on a detailed study of the statistics for the case of stationary systems. We derive a simple scheme that allows us to estimate the effective number of degrees of freedom relevant for this statistic. This substantially improves the statistical significance of the method and can be used to improve the significance of various other nonlinear statistics.

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  • Received 13 May 2003

DOI:https://doi.org/10.1103/PhysRevE.69.046111

©2004 American Physical Society

Authors & Affiliations

Christoph Rieke1,2,*, Ralph G. Andrzejak3, Florian Mormann1, and Klaus Lehnertz1

  • 1Department of Epileptology, Medical Center, University of Bonn, Sigmund-Freud-Straße 25, 53105 Bonn, Germany
  • 2Helmholtz-Institute for Radiation and Nuclear Physics, University of Bonn, Nussallee 14-16, 53115 Bonn, Germany
  • 3John-von-Neumann Institute for Computing, Forschungszentrum Jülich, 52425 Jülich, Germany

  • *Electronic address: christophrieke@yahoo.com

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Issue

Vol. 69, Iss. 4 — April 2004

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