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<!DOCTYPE HTML PUBLIC "-//IETF//DTD HTML 2.0//EN"><!--Converted with LaTeX2HTML 96.1-h (September 30, 1996) by Nikos Drakos (nikos@cbl.leeds.ac.uk), CBLU, University of Leeds --><HTML><HEAD><TITLE>Detecting weak nonlinearity</TITLE><META NAME="description" CONTENT="Detecting weak nonlinearity"><META NAME="keywords" CONTENT="Surrogates"><META NAME="resource-type" CONTENT="document"><META NAME="distribution" CONTENT="global"><LINK REL=STYLESHEET HREF="Surrogates.css"></HEAD><BODY bgcolor=#ffffff LANG="EN" > <A NAME="tex2html85" HREF="node3.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="next_motif.gif"></A> <A NAME="tex2html83" HREF="Surrogates.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="up_motif.gif"></A> <A NAME="tex2html77" HREF="node1.html"><IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="previous_motif.gif"></A> <BR><B> Next:</B> <A NAME="tex2html86" HREF="node3.html">Higher order statistics</A><B>Up:</B> <A NAME="tex2html84" HREF="Surrogates.html">Surrogate time series</A><B> Previous:</B> <A NAME="tex2html78" HREF="node1.html">Introduction</A><BR> <P><H1><A NAME="SECTION00020000000000000000">Detecting weak nonlinearity</A></H1><P>Many quantities have been discussed in the literature that can be used tocharacterise nonlinear time series. For the purpose of nonlinearity testing weneed such quantities that are particular powerful in discriminating lineardynamics and weakly nonlinear signatures -- strong nonlinearity is usuallymore easily detectable. An important objective criterion that can be used toguide the preferred choice is the discrimination <EM>power</EM> of the resultingtest. It is defined as the probability that the null hypothesis is rejectedwhen it is indeed false. It will obviously depend on how and how strongly thedata actually deviates from the null hypothesis.<P><BR> <HR><UL><A NAME="CHILD_LINKS"> </A><LI> <A NAME="tex2html87" HREF="node3.html#SECTION00021000000000000000">Higher order statistics</A><LI> <A NAME="tex2html88" HREF="node4.html#SECTION00022000000000000000">Phase space observables</A></UL><HR><A NAME="tex2html85" HREF="node3.html"><IMG WIDTH=37 HEIGHT=24 ALIGN=BOTTOM ALT="next" SRC="next_motif.gif"></A> <A NAME="tex2html83" HREF="Surrogates.html"><IMG WIDTH=26 HEIGHT=24 ALIGN=BOTTOM ALT="up" SRC="up_motif.gif"></A> <A NAME="tex2html77" HREF="node1.html"><IMG WIDTH=63 HEIGHT=24 ALIGN=BOTTOM ALT="previous" SRC="previous_motif.gif"></A> <BR><B> Next:</B> <A NAME="tex2html86" HREF="node3.html">Higher order statistics</A><B>Up:</B> <A NAME="tex2html84" HREF="Surrogates.html">Surrogate time series</A><B> Previous:</B> <A NAME="tex2html78" HREF="node1.html">Introduction</A><P><ADDRESS><I>Thomas Schreiber <BR>Mon Aug 30 17:31:48 CEST 1999</I></ADDRESS></BODY></HTML>⌨️ 快捷键说明
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