About: Surrogate data testing

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Surrogate data testing (or the method of surrogate data) is a statistical proof by contradiction technique and similar to permutation tests and as a resampling technique related (but different) to parametric bootstrapping. It is used to detect non-linearity in a time series. The technique basically involves specifying a null hypothesis describing a linear process and then generating several surrogate data sets according to using Monte Carlo methods. A discriminating statistic is then calculated for the original time series and all the surrogate set. If the value of the statistic is significantly different for the original series than for the surrogate set, the null hypothesis is rejected and non-linearity assumed.

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rdfs:label	Surrogate data testing (en)
rdfs:comment	Surrogate data testing (or the method of surrogate data) is a statistical proof by contradiction technique and similar to permutation tests and as a resampling technique related (but different) to parametric bootstrapping. It is used to detect non-linearity in a time series. The technique basically involves specifying a null hypothesis describing a linear process and then generating several surrogate data sets according to using Monte Carlo methods. A discriminating statistic is then calculated for the original time series and all the surrogate set. If the value of the statistic is significantly different for the original series than for the surrogate set, the null hypothesis is rejected and non-linearity assumed. (en)
dcterms:subject	Statistical tests Nonlinear time series analysis
Wikipage page ID	34590269 (xsd:integer)
Wikipage revision ID	1084850164 (xsd:integer)
Link from a Wikipage to another Wikipage	Time series Non-linearity Periodogram Permutation test Resampling (statistics) Null hypothesis Monte Carlo method Linear model Fourier Transform Proof by contradiction Statistical tests Nonlinear time series analysis Bootstrapping (statistics) Autocorrelation function Surrogate data ARMA model
sameAs	Surrogate data testing Surrogate data testing Surrogate data testing Surrogate data testing
dbp:wikiPageUsesTemplate	dbt:Reflist
has abstract	Surrogate data testing (or the method of surrogate data) is a statistical proof by contradiction technique and similar to permutation tests and as a resampling technique related (but different) to parametric bootstrapping. It is used to detect non-linearity in a time series. The technique basically involves specifying a null hypothesis describing a linear process and then generating several surrogate data sets according to using Monte Carlo methods. A discriminating statistic is then calculated for the original time series and all the surrogate set. If the value of the statistic is significantly different for the original series than for the surrogate set, the null hypothesis is rejected and non-linearity assumed. The particular surrogate data testing method to be used is directly related to the null hypothesis. Usually this is similar to the following:The data is a realization of a stationary linear system, whose output has been possibly measured by a monotonically increasing possibly nonlinear (but static) function. Here linear means that each value is linearly dependent on past values or on present and past values of some independent identically distributed (i.i.d.) process, usually also Gaussian. This is equivalent to saying that the process is ARMA type. In case of fluxes (continuous mappings), linearity of system means that it can be expressed by a linear differential equation. In this hypothesis, the static measurement function is one which depends only on the present value of its argument, not on past ones. (en)
prov:wasDerivedFrom	wikipedia-en:Surrogate_data_testing?oldid=1084850164&ns=0
page length (characters) of wiki page	11810 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Surrogate_data_testing
is Link from a Wikipage to another Wikipage of	Brain connectivity estimators Permutation test Resampling (statistics) Surrogate Random walk hypothesis Surrogate data
is Wikipage disambiguates of	Surrogate
is foaf:primaryTopic of	wikipedia-en:Surrogate_data_testing

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