Title: A Non-parametric Test for Detecting the Complex-Valued Nature of Time Series
Authors: Gautama, Temujin ×
Mandic, DP
Van Hulle, Marc #
Issue Date: Apr-2004
Publisher: IOS Press
Series Title: International Journal of Knowledge-based and Intelligent Engineering Systems vol:8 issue:2 pages:99-106
Abstract: Although the emergence of multivariate signals in natural sciences and engineering has emphasised the problem of signal representation, that is, whether signals are by their nature a set of independent observations or multidimensional vectorial quantities, little research has been conducted on detecting the true nature of such signals. It remains unclear, therefore, when the complex-valued approach is to be preferred over the bivariate one, thus, clearly indicating the need for a criterion that addresses this issue. To this cause, we propose a nonparametric statistical test, based on the local predictability in the complex-valued phase space, which discriminates between the bivariate and complex-valued nature of time series. This is achieved in the well-established surrogate data framework. Results on both benchmark and real-world IPIX radar data support the approach.
ISSN: 1327-2314
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Group Neurophysiology
× corresponding author
# (joint) last author

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