PHASE-RANDOMIZED SURROGATES CAN PRODUCE SPURIOUS IDENTIFICATIONS OF NONRANDOM STRUCTURE

Citation
Pe. Rapp et al., PHASE-RANDOMIZED SURROGATES CAN PRODUCE SPURIOUS IDENTIFICATIONS OF NONRANDOM STRUCTURE, Physics letters. A, 192(1), 1994, pp. 27-33
Citations number
10
Categorie Soggetti
Physics
Journal title
ISSN journal
03759601
Volume
192
Issue
1
Year of publication
1994
Pages
27 - 33
Database
ISI
SICI code
0375-9601(1994)192:1<27:PSCPSI>2.0.ZU;2-5
Abstract
Calculations with surrogate variants of original data are used to vali date results obtained in dynamical analysis. Three classes of surrogat es are now in use: random-shuffle surrogates, random-phase surrogates and Gaussian-scaled random-phase surrogates. In this paper we present an example based on a natural source of random numbers (radioactive de cay) in which random-shuffle and Gaussian-scaled random-phase surrogat es both correctly identify the random nature of the data while random- phase surrogates give a dramatic, and totally spurious, identification of non-random structure. The application of random-phase surrogates b y themselves, without confirmatory calculations using Gaussian-scaled random-phase surrogates, is becoming increasingly common. The results presented here argue against this practice. The first step in the appl ication of symbolic analysis to dynamical data is the partitioning of the data into a finite symbol alphabet. These results also show that a ppropriately constructed surrogates can be used as a protection agains t spurious results caused by defective partitioning.