TY - JOUR A1 - Timmer, Jens A1 - Schwarz, Udo A1 - Voss, Henning U. A1 - Wardinski, Ingo A1 - Belloni, Tomaso A1 - Hasinger, Günther A1 - VanDerKlis, Michael A1 - Kurths, Jürgen T1 - Linear and Nonlinear Time Series Analysis of the Black Hole Candidate Cygnus X-1 N2 - We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data. Y1 - 2000 UR - http://pre.aps.org/ ER -