Detection of a Nonlinear Oscillator Underlying Experimental Time Series: The Sunspot Cycle

Milan Paluš

Chapter Chapter 19 in Nonlinear Dynamics and Statistics, 2001, pp 453-473 from Springer

Abstract: Abstract After a brief review of a nonlinearity test based on information theoretic functionals (redundancies) and surrogate data technique, we discuss problems of this and similar tests for nonlinearity. In particular, we stress that a formal rejection of a linear stochastic null hypothesis does not automatically mean evidence for nonlinear dynamical origin of studied data. In an example we show how a variable variance could be mistaken for nonlinearity in a series of surface air pressures. Therefore we find a detection of nonlinearity in a series of sunspot numbers insufficient for an identification of a mechanism underlying the sunspot cycle. As a solution in this case we propose to test for a property of nonlinear oscillators — mutual dependence between their instantaneous amplitude and frequency. This behavior is detected m yearly and monthly records of the sunspot numbers using histogram-adjusted isospectral surrogate data and Barnes model as ARMA surrogates. The instantaneous amplitudes and frequencies are obtained by means of the analytic signal approach using the discrete Hilbert transform. In several tests the amplitude-frequency correlation has been found significant on levels ranging from p

Keywords: Nonlinear Oscillator; Surrogate Data; Sunspot Cycle; Instantaneous Amplitude; Experimental Time Series (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0177-9_19

Ordering information: This item can be ordered from
http://www.springer.com/9781461201779

DOI: 10.1007/978-1-4612-0177-9_19

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().