메뉴 건너뛰기




Volumn 231, Issue 2, 2007, Pages 108-115

Algorithms for generating surrogate data for sparsely quantized time series

Author keywords

Econophysics; False rejection; Quantized data; The method of surrogate data

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DYNAMICAL SYSTEMS; ERROR ANALYSIS; TIME SERIES ANALYSIS;

EID: 34250765700     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2007.04.006     Document Type: Article
Times cited : (9)

References (11)
  • 3
    • 0345792394 scopus 로고    scopus 로고
    • Surrogate time series
    • Schreibor T., and Schmitz A. Surrogate time series. Physica D 142 (2000) 346-382
    • (2000) Physica D , vol.142 , pp. 346-382
    • Schreibor, T.1    Schmitz, A.2
  • 5
    • 5444231154 scopus 로고    scopus 로고
    • Determinism in financial time series
    • Art. 5
    • Small M., and Tse C.K. Determinism in financial time series. Stud. Nonlinear Dyn. Econom. 7 3 (2003) Art. 5
    • (2003) Stud. Nonlinear Dyn. Econom. , vol.7 , Issue.3
    • Small, M.1    Tse, C.K.2
  • 6
    • 44049111332 scopus 로고
    • Testing for nonlinearity in time series: The method of surrogate data
    • Theiler J., et al. Testing for nonlinearity in time series: The method of surrogate data. Physica D 58 (1992) 77-94
    • (1992) Physica D , vol.58 , pp. 77-94
    • Theiler, J.1
  • 7
    • 40749093037 scopus 로고
    • Measuring the strangeness of strange attractors
    • Grassberger P., and Procaccia I. Measuring the strangeness of strange attractors. Physica 9D (1983) 189-208
    • (1983) Physica , vol.9 D , pp. 189-208
    • Grassberger, P.1    Procaccia, I.2
  • 8
    • 6444240297 scopus 로고
    • Liapunov exponents from time series
    • Eckmann J.P., et al. Liapunov exponents from time series. Phys. Rev. A 34 6 (1986) 4971-4979
    • (1986) Phys. Rev. A , vol.34 , Issue.6 , pp. 4971-4979
    • Eckmann, J.P.1
  • 9
    • 0000795447 scopus 로고
    • Tests for nonlinearity time series
    • Chang T., et al. Tests for nonlinearity time series. Chaos 5 1 (1995) 118-126
    • (1995) Chaos , vol.5 , Issue.1 , pp. 118-126
    • Chang, T.1
  • 10
    • 6144236430 scopus 로고    scopus 로고
    • Improved surrogate data for nonlinearity tests
    • Schreiber T., and Schmitz A. Improved surrogate data for nonlinearity tests. Phys. Rev. Lett. 77 (1996) 635-638
    • (1996) Phys. Rev. Lett. , vol.77 , pp. 635-638
    • Schreiber, T.1    Schmitz, A.2
  • 11
    • 0003410303 scopus 로고
    • Weigend A.S., and Gershenfeld N.A. (Eds), Addison-Wesley
    • In: Weigend A.S., and Gershenfeld N.A. (Eds). Time Series Prediction (1993), Addison-Wesley
    • (1993) Time Series Prediction


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.