Possible determinism and the real world data
Author
Abstract
Suggested Citation
DOI: 10.1016/S0378-4371(02)00565-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Dean Prichard & James Theiler, 1994. "Generating Surrogate Data for Time Series with Several Simultaneously Measured Variables," Working Papers 94-04-023, Santa Fe Institute.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
- Manish Saggar & James M. Shine & Raphaël Liégeois & Nico U. F. Dosenbach & Damien Fair, 2022. "Precision dynamical mapping using topological data analysis reveals a hub-like transition state at rest," Nature Communications, Nature, vol. 13(1), pages 1-19, December.
- Wang, Fang & Wang, Lin & Chen, Yuming, 2022. "Multi-affine visible height correlation analysis for revealing rich structures of fractal time series," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
- Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005. "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-15, December.
- Hernández-Torres, David & Turpin, Christophe & Roboam, Xavier & Sareni, Bruno, 2019. "Techno-economical optimization of wind power production including lithium and/or hydrogen sizing in the context of the day ahead market in island grids," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 158(C), pages 162-178.
- Fredrik Charpentier Ljungqvist & Peter Thejll & Bo Christiansen & Andrea Seim & Claudia Hartl & Jan Esper, 2022. "The significance of climate variability on early modern European grain prices," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 16(1), pages 29-77, January.
- Milan Palus & L. Pecen & D. Pivka, 1995. "Estimating Predictability: Redundancy and Surrogate Data Method," Working Papers 95-07-060, Santa Fe Institute.
- Dashtian, Hassan & Jafari, G. Reza & Sahimi, Muhammad & Masihi, Mohsen, 2011. "Scaling, multifractality, and long-range correlations in well log data of large-scale porous media," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(11), pages 2096-2111.
- Gao, Wei & Zhao, Hongxia, 2013. "Conditional independence graph for nonlinear time series and its application to international financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(10), pages 2460-2469.
- R. P. Datta, 2023. "Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach," Papers 2306.16162, arXiv.org.
- Chong Hong & Beom Kim, 2011. "Mutual information and redundancy for categorical data," Statistical Papers, Springer, vol. 52(1), pages 17-31, February.
More about this item
Keywords
Nonlinearity; Surrogate data;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:309:y:2002:i:3:p:297-303. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.