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Statements

Subject Item
dbr:Permutation_test
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dbr:Surrogate_data
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Surrogate data
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Surrogate data, sometimes known as analogous data, usually refers to time series data that is produced using well-defined (linear) models like ARMA processes that reproduce various statistical properties like the autocorrelation structure of a measured data set. The resulting surrogate data can then for example be used for testing for non-linear structure in the empirical data, see surrogate data testing.
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dbc:Nonlinear_time_series_analysis dbc:Statistical_data_types
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Surrogate data, sometimes known as analogous data, usually refers to time series data that is produced using well-defined (linear) models like ARMA processes that reproduce various statistical properties like the autocorrelation structure of a measured data set. The resulting surrogate data can then for example be used for testing for non-linear structure in the empirical data, see surrogate data testing. Surrogate or analogous data may refer to data used to supplement available data from which a mathematical model is built. Under this definition, it may be generated (i.e., synthetic data) or transformed from another source.
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