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Revisiting Algorithms for Generating Surrogate Time Series

Papadakis, I. E.; Brinkmann, W.; Gliozzi, M. +1 more

The method of surrogates is one of the key concepts of nonlinear data analysis. Here, we demonstrate that commonly used algorithms for generating surrogates often fail to generate truly linear time series. Rather, they create surrogate realizations with Fourier phase correlations leading to nondetections of nonlinearities. We argue that reliable s…