Journal Article

PreJuSER-44118

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Improved statistical test for nonstationarity using recurrence time statistics

Rieke, C.FZJ* ; Andrzejak, R.FZJ* ; Mormann, F.FZJ* ; Lehnertz, K.FZJ*

2004
APS College Park, Md.

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Please use a persistent id in citations: http://hdl.handle.net/2128/2366  doi:10.1103/PhysRevE.69.046111

Abstract: We have recently introduced a measure for nonstationarity using a recurrence time statistic to assess stationarity. In this paper we propose an extension of this method based on a detailed study of the statistics for the case of stationary systems. We derive a simple scheme that allows us to estimate the effective number of degrees of freedom relevant for this statistic. This substantially improves the statistical significance of the method and can be used to improve the significance of various other nonlinear statistics.

Keyword(s): J

Note: Record converted from VDB: 12.11.2012

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Contributing Institute(s):

1. John von Neumann - Institut für Computing (NIC)

Research Program(s):

1. Betrieb und Weiterentwicklung des Höchstleistungsrechners (I03)

Appears in the scientific report 2004
Notes: This version is available at the following Publisher URL: http://pre.aps.org

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