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Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series

Randall A. LaViolette·Charles R. Tolle·Timothy R. McJunkin·Daphne L. Stoner
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Abstract

We tested the natural combination of surrogate data analysis with the ApEn regularity statistic developed by Pincus [Proc. Natl. Acad. Sci. USA 88 (1991) 2297] by applying it to some popular models of nonlinear dynamics and publicly available experimental time series. We found that this easily implemented combination provided a useful method for discriminating signals governed by nonlinear dynamics from those governed by linear dynamics and noise. An apparently novel physical interpretation of ApEn also is supplied.

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Randall A. LaViolette, Charles R. Tolle, Timothy R. McJunkin, Daphne L. Stoner. 2004-02-05. Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series. https://arxiv.org/abs/nlin/0402007

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