{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,2]],"date-time":"2026-04-02T08:55:51Z","timestamp":1775120151109,"version":"3.50.1"},"reference-count":7,"publisher":"World Scientific Pub Co Pte Lt","issue":"01","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Bifurcation Chaos"],"published-print":{"date-parts":[[2009,1]]},"abstract":"<jats:p> In this paper we discuss two modifications of the surrogate data method based on phase randomization, see [Theiler et al., 1992]. By construction, phase randomized surrogates are circular stationary. In this respect they differ from the original time series. This can cause level inaccuracies of surrogate data tests. We will illustrate this. These inaccuracies are caused by end to end mismatches of the original time series. In this paper we will discuss two approaches to remedy this problem: resampling from subsequences without end to end mismatches and data tapering. Both methods can be understood as attempts to make non-circular data approximately circular. We will show that the first method works quite well for a large range of applications whereas data tapering leads only to improvements in some examples but can be very unstable otherwise. <\/jats:p>","DOI":"10.1142\/s0218127409022968","type":"journal-article","created":{"date-parts":[[2009,3,20]],"date-time":"2009-03-20T06:36:08Z","timestamp":1237530968000},"page":"403-408","source":"Crossref","is-referenced-by-count":5,"title":["EFFECT OF JUMP DISCONTINUITY FOR PHASE-RANDOMIZED SURROGATE DATA TESTING"],"prefix":"10.1142","volume":"19","author":[{"given":"ENNO","family":"MAMMEN","sequence":"first","affiliation":[{"name":"Department of Economics, University of Mannheim, L 7, 3-5, 68131 Mannheim, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"SWAGATA","family":"NANDI","sequence":"additional","affiliation":[{"name":"Indian Statistical Institute, 7, S.J.S. Sansanwal Marg, New Delhi 110016, India"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"THOMAS","family":"MAIWALD","sequence":"additional","affiliation":[{"name":"FDM, Freiburg Center for Data Analysis and Modelling, University of Freiburg, Eckerstr. 1, 79104 Freiburg, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"JENS","family":"TIMMER","sequence":"additional","affiliation":[{"name":"FDM, Freiburg Center for Data Analysis and Modelling, University of Freiburg, Eckerstr. 1, 79104 Freiburg, Germany"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2011,11,20]]},"reference":[{"key":"rf1","volume-title":"Time Series: Data Analysis and Theory","author":"Brillinger D. R.","year":"1981"},{"key":"rf2","first-page":"77","volume":"11","author":"Chan K. S.","journal-title":"Fields Instit. Commun."},{"key":"rf3","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-75632-3_2"},{"key":"rf4","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevE.70.016121"},{"key":"rf5","doi-asserted-by":"publisher","DOI":"10.1080\/02331880701736572"},{"key":"rf6","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-2789(00)00043-9"},{"key":"rf7","doi-asserted-by":"publisher","DOI":"10.1016\/0167-2789(92)90102-S"}],"container-title":["International Journal of Bifurcation and Chaos"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0218127409022968","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T20:03:35Z","timestamp":1565121815000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0218127409022968"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,1]]},"references-count":7,"journal-issue":{"issue":"01","published-online":{"date-parts":[[2011,11,20]]},"published-print":{"date-parts":[[2009,1]]}},"alternative-id":["10.1142\/S0218127409022968"],"URL":"https:\/\/doi.org\/10.1142\/s0218127409022968","relation":{},"ISSN":["0218-1274","1793-6551"],"issn-type":[{"value":"0218-1274","type":"print"},{"value":"1793-6551","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,1]]}}}