Journal article
SURROGATE DATA PATHOLOGIES AND THE FALSE-POSITIVE REJECTION OF THE NULL HYPOTHESIS
International journal of bifurcation and chaos in applied sciences and engineering, v 11(4), pp 983-997
Apr 2001
Abstract
It is shown that inappropriately constructed random phase surrogates can give false-positive rejections of the surrogate null hypothesis. Specifically, the procedure erroneously indicated the presence of deterministic, nonlinear structure in a time series that was constructed by linearly filtering normally distributed random numbers. It is shown that the erroneous identification was due to numerical errors in the estimation of the signal's Fourier transform. In the example examined here, the introduction of data windowing into the algorithm eliminated the false-positive rejection of the null hypothesis. Additional guidelines for the use of surrogates are considered, and the results of a comparison test of random phase surrogates, Gaussian scaled surrogates and iterative surrogates are presented.
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Details
- Title
- SURROGATE DATA PATHOLOGIES AND THE FALSE-POSITIVE REJECTION OF THE NULL HYPOTHESIS
- Creators
- P. E. Rapp - Norristown State HospitalC. J. Cellucci - Ursinus CollegeT. A. A. Watanabe - Norristown State HospitalA. M. Albano - Bryn Mawr CollegeT. I. Schmah - École Polytechnique Fédérale de Lausanne
- Publication Details
- International journal of bifurcation and chaos in applied sciences and engineering, v 11(4), pp 983-997
- Publisher
- World Scientific Publishing
- Resource Type
- Journal article
- Language
- English
- Web of Science ID
- WOS:000169536800007
- Scopus ID
- 2-s2.0-0035609964
- Other Identifier
- 991019330631204721
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- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Mathematics, Interdisciplinary Applications