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 -