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- Hypothesis Test (1)
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- Æ Recurrence Plots (1)
In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect. In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay
Fourier surrogate data are artificially generated time series, that - based on a resampling scheme - share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1
We present two different approaches to detect and quantify phase synchronization in the case of coupled non- phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the Rossler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators
We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of Rossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems
We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of R¨ossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems.