Abstract
A method to test for nonlinearity in time series, without the need to apply the Fourier transform, is proposed. This method therefore avoids the drawbacks of previously proposed surrogate techniques associated with the estimation of the signal’s power spectrum. The test addressed by this algorithm is that the data are generated by a stationary linear system. To achieve this, the algorithm takes advantage of the fundamentally different structure of linear and nonlinear systems.
- Received 24 May 2005
DOI:https://doi.org/10.1103/PhysRevE.72.055201
©2005 American Physical Society