Surrogate Test for Pseudoperiodic Time Series Data

Michael Small, Dejin Yu, and Robert G. Harrison
Phys. Rev. Lett. 87, 188101 – Published 16 October 2001
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Abstract

For time series exhibiting strong periodicities, standard (linear) surrogate methods are not useful. We describe a new algorithm that can test against the null hypothesis of a periodic orbit with uncorrelated noise. We demonstrate the application of this method to artificial data and experimental time series, including human electrocardiogram recordings during sinus rhythm and ventricular tachycardia.

  • Received 18 January 2001

DOI:https://doi.org/10.1103/PhysRevLett.87.188101

©2001 American Physical Society

Authors & Affiliations

Michael Small1,2,*, Dejin Yu2, and Robert G. Harrison2

  • 1Department of Electronic and Information Engineering, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China
  • 2Department of Physics, Heriot-Watt University, Riccarton, Edinburgh EH14 4AS, United Kingdom

  • *Corresponding author.Email address: ensmall@polyu.edu.hk

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Vol. 87, Iss. 18 — 29 October 2001

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