Surrogate data testing
id:
surrogate-data-testing-164-13990666
title:
Surrogate data testing
text:
Surrogate data testing is a statistical proof by contradiction technique similar to permutation tests and parametric bootstrapping. It is used to detect non-linearity in a time series. The technique involves specifying a null hypothesis H 0 describing a linear process and then generating several surrogate data sets according to H 0 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 sign
brand slug:
wiki
category slug:
encyclopedia
description:
Statistical proof by contradiction technique
original url:
https://en.wikipedia.org/wiki/Surrogate_data_testing
date created:
2012-02-03T15:51:58Z
date modified:
2024-08-29T01:35:08Z
main entity:
{"identifier":"Q7646878","url":"https://www.wikidata.org/entity/Q7646878"}
image:
fields total:
13
integrity:
15