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Surrogate data testing

Surrogate data testing (or the method of surrogate data) is a statistical proof by contradiction technique similar to permutation tests and parametric bootstrapping. It is used to detect non-linearity in a time series. The technique involves specifying a null hypothesis H 0 {\displaystyle H_{0}} describing a linear process and then generating several…

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Surrogate data testing

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data surrogate linear series original null hypothesis methods method function process value used usually also gaussian one similar time static

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