Distinguishing Nonlinear Stochasticity from Linear Stochasticity and Nonlinear Determinism

抄録

We propose two tests for distinguishing nonlinear stochasticity from linear stochasticity and nonlinear determinism based on a time series. One method makes a distinction between stochasticity and determinism using permutations, while the other method highlights the differences between linearity and nonlinearity using surrogate data and test statistics, which are not directly related to determinism or predictability. We analyze the validity of these two tests using toy models.