Home

About

Advanced Search

Browse by Discipline

Scientific Societies

E-print Alerts

Add E-prints

E-print Network
FAQHELPSITE MAPCONTACT US


  Advanced Search  

 
VOLUME 88, NUMBER 24 P H Y S I C A L R E V I E W L E T T E R S 17 JUNE 2002 Measuring Nonstationarity by Analyzing the Loss of Recurrence in Dynamical Systems
 

Summary: VOLUME 88, NUMBER 24 P H Y S I C A L R E V I E W L E T T E R S 17 JUNE 2002
Measuring Nonstationarity by Analyzing the Loss of Recurrence in Dynamical Systems
Christoph Rieke,1,2 Karsten Sternickel,2 Ralph G. Andrzejak,1,2 Christian E. Elger,1 Peter David,2 and Klaus Lehnertz 1
1
Department of Epileptology, Medical Center, University of Bonn, Sigmund-Freud-Strasse 25, 53105 Bonn, Germany
2
Institut fuer Strahlen- und Kernphysik, University of Bonn, Nussallee 14-16, 53115 Bonn, Germany
(Received 9 January 2002; published 31 May 2002)
We propose a measure for nonstationarity which is based on the analysis of distributions of temporal
distances of neighboring vectors in state space. As an extension of previous techniques our method
does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times
from frequency distributions that would be expected under stationary conditions allows us to estimate
the statistical significance of the method.
DOI: 10.1103/PhysRevLett.88.244102 PACS numbers: 05.45.Tp
Nonstationarity is a property of dynamical systems that
is known from many fields of science including physics
[1], engineering [2], physiology [3], and epidemics [4].
However, almost all methods of time series analysis, both
linear and nonlinear, require some stationarity of the sys-
tem under investigation. For a time series, the definition

  

Source: Andrzejak, Ralph Gregor - Departament de Tecnologia, Universitat Pompeu Fabra

 

Collections: Computer Technologies and Information Sciences