TESTING FOR NONLINEARITY USING REDUNDANCIES - QUANTITATIVE AND QUALITATIVE ASPECTS

A method for testing nonlinearity in time series is described based on information-theoretic functionals-redundancies, linear and nonlinear forms of which allow either qualitative, or, after incorporating the s urrogate data technique, quantitative evaluation of dynamical properti es of scrutinized data. An interplay of quantitative and qualitative t esting on both the linear and nonlinear levels is analyzed and robustn ess of this combined approach against spurious nonlinearity detection is demonstrated. Evaluation of redundancies and redundancy-based stati stics as functions of time lag and embedding dimension can further enh ance insight into dynamics of a system under study.