Luo Xiaodong, Nakamura Tomomichi, Small Michael
Department of Electronic and Information Engineering, Hong Kong Polytechnic University, Hung Hom, Hong Kong.
Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Feb;71(2 Pt 2):026230. doi: 10.1103/PhysRevE.71.026230. Epub 2005 Feb 24.
In this paper a different algorithm is proposed to produce surrogates for pseudoperiodic time series. By imposing a few constraints on the noise components of pseudoperiodic data sets, we devise an effective method to generate surrogates. Unlike other algorithms, this method properly copes with pseudoperiodic orbits contaminated with linear colored observational noise. We will demonstrate the ability of this algorithm to distinguish chaotic orbits from pseudoperiodic orbits through simulation data sets from the Rössler system. As an example of application of this algorithm, we will also employ it to investigate a human electrocardiogram record.
本文提出了一种不同的算法来生成伪周期时间序列的替代数据。通过对伪周期数据集的噪声成分施加一些约束,我们设计了一种有效的方法来生成替代数据。与其他算法不同,该方法能够妥善处理被线性有色观测噪声污染的伪周期轨道。我们将通过罗塞尔系统的模拟数据集来展示该算法区分混沌轨道和伪周期轨道的能力。作为该算法应用的一个例子,我们还将使用它来研究一份人类心电图记录。