Surrogate Data

A number of generation methods for `surrogate' data, i.e., realisations of a time series under the a

Description

This is a fairly specialised bunch of MATLAB code, with the sole intention of helping out people who really want to apply surrogate data testing in their projects. It is not a tutorial on what surrogate data is, or how they should be used. It simply contains a number of m-files for generating different types of surrogates (as, e.g., explained in Schreiber and Schmitz, 2000, Physica D, 142, 346--382).

Anyway, I know *I* would have been very, very happy if I had seen this collection a couple of years ago. ;P

• MATLAB release: MATLAB 6.5 (R13)
• Other requirements: Background knowledge on surrogate data, but I don't think they meant that by "other requirements"

[p u]

Thanks for providing this toolbox. Very useful.

[A G]

end2end.m does not work:
??? Undefined function or variable 'minmin'.
On line 26 ==> [v ind1 ind2] = minmin(D_2);

[S M]

Thank you so much for sharing this toolbox, absolutely fantastic!!

[balakumar subramanian]

plz furnish some more details which will be useful to us (Engg.. Students))

[C C]

amazing.

[Liao Fuyuan]

fine