Surrogate time series

T Schreiber, A Schmitz�- Physica D: Nonlinear Phenomena, 2000 - Elsevier
Before we apply nonlinear techniques, eg those inspired by chaos theory, to dynamical
phenomena occurring in nature, it is necessary to first ask if the use of such advanced
techniques is justified by the data. While many processes in nature seem very unlikely a
priori to be linear, the possible nonlinear nature might not be evident in specific aspects of
their dynamics. The method of surrogate data has become a very popular tool to address
such a question. However, while it was meant to provide a statistically rigorous, foolproof�…
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