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26 April 2024

» arxiv » nlin.CD/0402007

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Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series
Randall A. LaViolette ; Charles R. Tolle ; Timothy R. McJunkin ; Daphne L. Stoner ;
Date:	5 Feb 2004
Subject:	Chaotic Dynamics \| nlin.CD
Abstract:	We tested the natural combination of surrogate data analysis with the ApEn regularity statistic developed by Pincus [Proc. Natl. Acad. Sci. USA 88 (1991) 2297] by applying it to some popular models of nonlinear dynamics and publicly available experimental time series. We found that this easily implemented combination provided a useful method for discriminating signals governed by nonlinear dynamics from those governed by linear dynamics and noise. An apparently novel physical interpretation of ApEn also is supplied.
Source:	arXiv, nlin.CD/0402007
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