Skip to main content

Testing the order of discrete Markov chains using surrogate data

van der Heyden, Marcel J., Diks, Cees G., Hoekstra, Bart P.T., DeGoede, Jacob (1998) Testing the order of discrete Markov chains using surrogate data. Physica D: Nonlinear Phenomena, 117 (1-4). pp. 299-313. ISSN 0167-2789. (doi:10.1016/S0167-2789(97)00315-1) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:17224)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Official URL:
http://dx.doi.org/10.1016/S0167-2789(97)00315-1

Abstract

Tests of the null-hypothesis that a symbolic sequence is of nth Markov order are described. These tests are based on resampling methods similar to the method of surrogate data used to test continuous time series for nonlinear structure. The size and power of these symbolic surrogate tests are estimated using binary and heptary test-sequences of known order. Conditioning on a sufficient statistic under the null-hypothesis yields an estimated true size which closely approximates the nominal size and increases the power of the test with respect to the unconditional test. We apply one method to a symbolic sequence derived from the Rossler system and to a binary and heptary representation of an interspike interval sequence of an electroreceptor of the weakly electric eel Apteronotus Leptorhynchus.

Item Type: Article
DOI/Identification number: 10.1016/S0167-2789(97)00315-1
Uncontrolled keywords: Markov chain; model order; surrogate data; nonlinear systems; neural spike train; symbolic dynamics
Subjects: Q Science > QA Mathematics (inc Computing science)
Q Science > QC Physics
Divisions: Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science
Depositing User: Tara Puri
Date Deposited: 01 Jun 2009 20:27 UTC
Last Modified: 16 Nov 2021 09:55 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/17224 (The current URI for this page, for reference purposes)

University of Kent Author Information

  • Depositors only (login required):

Total unique views for this document in KAR since July 2020. For more details click on the image.