Surrogate data pathologies and the false-positive rejection of the null hypothesis

P. E. Rapp*, C. J. Cellucci, T. A A Watanabe, A. M. Albano, T. I. Schmah

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    33 Citations (Scopus)

    Abstract

    It is shown that inappropriately constructed random phase surrogates can give false-positive rejections of the surrogate null hypothesis. Specifically, the procedure erroneously indicated the presence of deterministic, nonlinear structure in a time series that was constructed by linearly filtering normally distributed random numbers. It is shown that the erroneous identification was due to numerical errors in the estimation of the signal's Fourier transform. In the example examined here, the introduction of data windowing into the algorithm eliminated the false-positive rejection of the null hypothesis. Additional guidelines for the use of surrogates are considered, and the results of a comparison test of random phase surrogates, Gaussian scaled surrogates and iterative surrogates are presented.

    Original languageEnglish
    Pages (from-to)983-997
    Number of pages15
    JournalInternational Journal of Bifurcation and Chaos in Applied Sciences and Engineering
    Volume11
    Issue number4
    DOIs
    Publication statusPublished - Apr 2001

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