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Bivariate surrogate techniques: Necessity, strengths, and caveats

TitleBivariate surrogate techniques: Necessity, strengths, and caveats
Publication TypeJournal Article
2003
AuthorsAndrzejak RG, Kraskov A, Stogbauer H, Mormann F, Kreuz T
JournalPHYSICAL REVIEW E
Volume68
Pagination066202
Date PublishedDEC
ISSN1539-3755

The concept of surrogates allows testing results from time series analysis against specified null hypotheses. In application to bivariate model dynamics we here compare different types of surrogates, each designed to test against a different null hypothesis, e.g., an underlying bivariate linear stochastic process. Two measures that aim at a characterization of interdependence between nonlinear deterministic dynamics were used as discriminating statistics. We analyze eight different stochastic and deterministic models not only to demonstrate the power of the surrogates, but also to reveal some pitfalls and limitations.

10.1103/PhysRevE.68.066202