{"id":"https://openalex.org/W1981662874","doi":"https://doi.org/10.1142/s0218127404010527","title":"SURROGATE-BASED HYPOTHESIS TEST WITHOUT SURROGATES","display_name":"SURROGATE-BASED HYPOTHESIS TEST WITHOUT SURROGATES","publication_year":2004,"publication_date":"2004-06-01","ids":{"openalex":"https://openalex.org/W1981662874","doi":"https://doi.org/10.1142/s0218127404010527","mag":"1981662874"},"language":"en","primary_location":{"id":"doi:10.1142/s0218127404010527","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127404010527","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5113457974","display_name":"Marco Thiel","orcid":null},"institutions":[{"id":"https://openalex.org/I176453806","display_name":"University of Potsdam","ror":"https://ror.org/03bnmw459","country_code":"DE","type":"education","lineage":["https://openalex.org/I176453806"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"MARCO THIEL","raw_affiliation_strings":["Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany"],"affiliations":[{"raw_affiliation_string":"Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]},{"raw_affiliation_string":"Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5006279779","display_name":"M. Carmen Romano","orcid":"https://orcid.org/0000-0002-6261-2147"},"institutions":[{"id":"https://openalex.org/I176453806","display_name":"University of Potsdam","ror":"https://ror.org/03bnmw459","country_code":"DE","type":"education","lineage":["https://openalex.org/I176453806"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"M. CARMEN ROMANO","raw_affiliation_strings":["Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany"],"affiliations":[{"raw_affiliation_string":"Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]},{"raw_affiliation_string":"Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5016778794","display_name":"Udo D. Schwarz","orcid":"https://orcid.org/0000-0002-5361-0342"},"institutions":[{"id":"https://openalex.org/I176453806","display_name":"University of Potsdam","ror":"https://ror.org/03bnmw459","country_code":"DE","type":"education","lineage":["https://openalex.org/I176453806"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"UDO SCHWARZ","raw_affiliation_strings":["Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany"],"affiliations":[{"raw_affiliation_string":"Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]},{"raw_affiliation_string":"Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5085207296","display_name":"J\u00fcrgen Kurths","orcid":"https://orcid.org/0000-0002-5926-4276"},"institutions":[{"id":"https://openalex.org/I176453806","display_name":"University of Potsdam","ror":"https://ror.org/03bnmw459","country_code":"DE","type":"education","lineage":["https://openalex.org/I176453806"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"J\u00dcRGEN KURTHS","raw_affiliation_strings":["Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany"],"affiliations":[{"raw_affiliation_string":"Institute of Physics, University of Potsdam, D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]},{"raw_affiliation_string":"Institute of Physics, University of Potsdam - D-14469 Potsdam, Germany","institution_ids":["https://openalex.org/I176453806"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052831097","display_name":"Jens Timmer","orcid":"https://orcid.org/0000-0003-4517-1383"},"institutions":[{"id":"https://openalex.org/I161046081","display_name":"University of Freiburg","ror":"https://ror.org/0245cg223","country_code":"DE","type":"education","lineage":["https://openalex.org/I161046081"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"JENS TIMMER","raw_affiliation_strings":["University of Freiburg, D-79104 Freiburg im Breisgau, Germany"],"affiliations":[{"raw_affiliation_string":"University of Freiburg, D-79104 Freiburg im Breisgau, Germany","institution_ids":["https://openalex.org/I161046081"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5113457974"],"corresponding_institution_ids":["https://openalex.org/I176453806"],"apc_list":null,"apc_paid":null,"fwci":3.3534,"has_fulltext":false,"cited_by_count":12,"citation_normalized_percentile":{"value":0.93100456,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"14","issue":"06","first_page":"2107","last_page":"2114"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.9717000126838684,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9697999954223633,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/surrogate-data","display_name":"Surrogate data","score":0.8717032670974731},{"id":"https://openalex.org/keywords/resampling","display_name":"Resampling","score":0.6795395016670227},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6188690662384033},{"id":"https://openalex.org/keywords/fourier-series","display_name":"Fourier series","score":0.5688333511352539},{"id":"https://openalex.org/keywords/test-statistic","display_name":"Test statistic","score":0.5443465709686279},{"id":"https://openalex.org/keywords/fourier-transform","display_name":"Fourier transform","score":0.4949585795402527},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.49468204379081726},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.4907616078853607},{"id":"https://openalex.org/keywords/asymmetry","display_name":"Asymmetry","score":0.4810659885406494},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.4731384813785553},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.463228702545166},{"id":"https://openalex.org/keywords/standard-deviation","display_name":"Standard deviation","score":0.4534071981906891},{"id":"https://openalex.org/keywords/statistic","display_name":"Statistic","score":0.43093976378440857},{"id":"https://openalex.org/keywords/fourier-analysis","display_name":"Fourier analysis","score":0.42436936497688293},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4018076956272125},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.40060189366340637},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3344126343727112},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.23720061779022217},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.0928989052772522}],"concepts":[{"id":"https://openalex.org/C142806159","wikidata":"https://www.wikidata.org/wiki/Q7646876","display_name":"Surrogate data","level":3,"score":0.8717032670974731},{"id":"https://openalex.org/C150921843","wikidata":"https://www.wikidata.org/wiki/Q1170431","display_name":"Resampling","level":2,"score":0.6795395016670227},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6188690662384033},{"id":"https://openalex.org/C207864730","wikidata":"https://www.wikidata.org/wiki/Q179467","display_name":"Fourier series","level":2,"score":0.5688333511352539},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.5443465709686279},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.4949585795402527},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.49468204379081726},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4907616078853607},{"id":"https://openalex.org/C38976095","wikidata":"https://www.wikidata.org/wiki/Q752641","display_name":"Asymmetry","level":2,"score":0.4810659885406494},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.4731384813785553},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.463228702545166},{"id":"https://openalex.org/C22679943","wikidata":"https://www.wikidata.org/wiki/Q159375","display_name":"Standard deviation","level":2,"score":0.4534071981906891},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.43093976378440857},{"id":"https://openalex.org/C203024314","wikidata":"https://www.wikidata.org/wiki/Q1365258","display_name":"Fourier analysis","level":3,"score":0.42436936497688293},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4018076956272125},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.40060189366340637},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3344126343727112},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.23720061779022217},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0928989052772522},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1142/s0218127404010527","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0218127404010527","pdf_url":null,"source":{"id":"https://openalex.org/S81011612","display_name":"International Journal of Bifurcation and Chaos","issn_l":"0218-1274","issn":["0218-1274","1793-6551"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Bifurcation and Chaos","raw_type":"journal-article"},{"id":"pmh:oai:kobv.de-opus4-uni-potsdam:15384","is_oa":false,"landing_page_url":"https://publishup.uni-potsdam.de/frontdoor/index/index/docId/15384","pdf_url":null,"source":{"id":"https://openalex.org/S4306400594","display_name":"publish.UP (University of Potsdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I176453806","host_organization_name":"University of Potsdam","host_organization_lineage":["https://openalex.org/I176453806"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"doc-type:article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.49000000953674316,"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1517729176","https://openalex.org/W1628901964","https://openalex.org/W1964435764","https://openalex.org/W1975001957","https://openalex.org/W1997157473","https://openalex.org/W2018945522","https://openalex.org/W2024383241","https://openalex.org/W2043038513","https://openalex.org/W2051570650","https://openalex.org/W2085009317","https://openalex.org/W2098746383","https://openalex.org/W2141394518","https://openalex.org/W2158855937","https://openalex.org/W2609551930","https://openalex.org/W2798649148","https://openalex.org/W3008003515","https://openalex.org/W3098343406","https://openalex.org/W3099919611","https://openalex.org/W3122507959","https://openalex.org/W4249543038"],"related_works":["https://openalex.org/W2129898109","https://openalex.org/W3000486365","https://openalex.org/W2094684004","https://openalex.org/W4224306892","https://openalex.org/W1574935133","https://openalex.org/W31830636","https://openalex.org/W4362598589","https://openalex.org/W2370547058","https://openalex.org/W6842695","https://openalex.org/W4298260447"],"abstract_inverted_index":{"Fourier":[0,56,84],"surrogate":[1,32,108],"data":[2,109,139],"are":[3],"artificially":[4],"generated":[5],"time":[6,23,48,67],"series,":[7],"that":[8,90],"\u2014":[9,15],"based":[10],"on":[11],"a":[12,30,39,55,61,72],"resampling":[13],"scheme":[14],"share":[16],"the":[17,64,69,78,83,93,97,100,104,107,121,128,132],"linear":[18,40],"properties":[19],"with":[20,43],"an":[21],"observed":[22],"series.":[24],"In":[25],"this":[26,52],"paper":[27],"we":[28,91,123],"study":[29],"statistical":[31],"hypothesis":[33],"test":[34,53],"to":[35,45,54,116,127,136],"detect":[36],"deviations":[37],"from":[38],"Gaussian":[41],"process":[42],"respect":[44],"asymmetry":[46,65],"in":[47,66,80],"(Q-statistic).":[49],"We":[50],"apply":[51,124],"representable":[57],"function":[58],"and":[59,77,99,111,135],"obtain":[60],"representation":[62],"of":[63,68,82,96,103,106,140],"sample":[70],"data,":[71],"characteristic":[73],"for":[74],"nonlinear":[75],"processes,":[76],"significance":[79],"terms":[81],"coefficients.":[85],"The":[86],"main":[87],"outcome":[88],"is":[89],"calculate":[92],"expected":[94],"value":[95],"mean":[98],"standard":[101],"deviation":[102],"asymmetries":[105],"analytically":[110],"hence,":[112],"no":[113],"surrogates":[114],"have":[115],"be":[117],"generated.":[118],"To":[119],"illustrate":[120],"results":[122],"our":[125],"method":[126],"saw":[129],"tooth":[130],"function,":[131],"Lorenz":[133],"system":[134],"measured":[137],"X-ray":[138],"Cygnus":[141],"X-1.":[142]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}