Combining the ApEn statistic with surrogate data analysis for the detection of nonlinear dynamics in time series

2004/02/05 by Randall A. LaViolette, LaViolette, Randall A., Charles R. Tolle +6
Engineering · Physics and Astronomy · #Chaos control and synchronization #Chaotic Dynamics (nlin.CD) #Control Systems and Identification #FOS: Physical sciences #Fault Detection and Control Systems #nlin.CD

paper · pdf · doi:10.48550/arxiv.nlin/0402007

27 pages, 5 figures, 44 references

arxiv created 2004/02/05 · openalex publication_date 2004/02/05 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We tested the natural combination of surrogate data analysis with the ApEn regularity statistic developed by Pincus [Proc. Natl. Acad. Sci. USA 88 (1991) 2297] by applying it to some popular models of nonlinear dynamics and publicly available experimental time series. We found that this easily implemented combination provided a useful method for discriminating signals governed by nonlinear dynamics from those governed by linear dynamics and noise. An apparently novel physical interpretation of ApEn also is supplied.

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