SURROGATE DATA PATHOLOGIES AND THE FALSE-POSITIVE REJECTION OF THE NULL HYPOTHESIS
- RAPP, P. E. Department of Pharmacology and Physiology, The Medical College of Pennsylvania and Hahnemann University, The Arthur P. Noyes Clinical Research Center, Norristown State Hospital, Norristown, Pennsylvania, USA
- CELLUCCI, C. J. Department of Physics, Ursinus College, Collegeville, Pennsylvania, USA
- WATANABE, T. A. A. Department of Pharmacology and Physiology, The Medical College of Pennsylvania and Hahnemann University, The Arthur P. Noyes Clinical Research Center, Norristown State Hospital, Norristown, Pennsylvania, USA
- ALBANO, A. M. Physics Department, Bryn Mawr College, Bryn Mawr, Pennsylvania, USA
- SCHMAH, T. I. Département de Mathématiques, École Polytechnique Fédérale de Lausanne, Lausanne, Switzerland
- 2011-11-20
Published in:
- International Journal of Bifurcation and Chaos. - World Scientific Pub Co Pte Lt. - 2001, vol. 11, no. 04, p. 983-997
English
It is shown that inappropriately constructed random phase surrogates can give false-positive rejections of the surrogate null hypothesis. Specifically, the procedure erroneously indicated the presence of deterministic, nonlinear structure in a time series that was constructed by linearly filtering normally distributed random numbers. It is shown that the erroneous identification was due to numerical errors in the estimation of the signal's Fourier transform. In the example examined here, the introduction of data windowing into the algorithm eliminated the false-positive rejection of the null hypothesis. Additional guidelines for the use of surrogates are considered, and the results of a comparison test of random phase surrogates, Gaussian scaled surrogates and iterative surrogates are presented.
- Language
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- English
- Open access status
- green
- Identifiers
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- DOI 10.1142/s021812740100250x
- ISSN 0218-1274
- Persistent URL
- https://sonar.ch/global/documents/256538
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