Tests for nonlinearity in short stationary time series

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Abstract

To compare direct tests for detecting determinism in chaotic time series, data from Hénon, Lorenz, and Mackey-Glass equations were contaminated with various levels of additive colored noise. These data were analyzed with a variety of recently developed tests for determinism, and the results compared. © 1995 American Institute of Physics.

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Chang, T., Sauer, T., & Schiff, S. J. (1995). Tests for nonlinearity in short stationary time series. Chaos, 5(1), 118–126. https://doi.org/10.1063/1.166093

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