Improved preservation of autocorrelative structure in surrogate data using an initial wavelet step
Surrogate data generation algorithms are useful for hypothesis testing or for generating realisations of a process for data extension or modelling purposes. This paper tests a well known surrogate data generation method against a stochastic and also a hybrid wavelet-Fourier transform variant of the...
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| Format: | Article |
| Language: | English |
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Copernicus Publications
2008-06-01
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| Series: | Nonlinear Processes in Geophysics |
| Online Access: | http://www.nonlin-processes-geophys.net/15/435/2008/npg-15-435-2008.pdf |