Surrogate data

Surrogate data (see Surrogate data testing) usually refers to time series data that is produced using well-defined (linear) models like ARMA processes that reproduce various statistical properties like the autocorrelation structure of a measured data set.[1] The resulting surrogate data can then for example be used for testing for non-linear structure in the empirical data.

References

  1. ↑ Prichard; Theiler (1994). "Generating surrogate data for time series with several simultaneously measured variables". Physical Review Letters 73 (7): 951–954. doi:10.1103/physrevlett.73.951.

Further reading