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Surrogate methods

Amplitude-adjusted Fourier transform (AAFT) surrogates

Valid inputs

AAFT surrogates may be generated from the following inputs:

  • AbstractArray{T, 1} instances (scalar-valued data series)
  • AbstractArray{Number, 2} instances (multivarate scalar-valued data series), for which surrogates are generated column-wise.
  • Dataset instances from DynamicalSystems.jl, for which surrogates are generated column-wise.
  • Embedding instances, for which surrogates are generated variable-wise (row-wise on the points).

Documentation

# TimeseriesSurrogates.aaft — Function.

aaft(ts::AbstractArray{T, 1} where T)

Generate a realization of an amplitude adjusted Fourier transform (AAFT) surrogate [1].

ts Is the time series for which to generate an AAFT surrogate realization.

Literature references

  1. J. Theiler et al., Physica D 58 (1992) 77-94 (1992).
aaft(a::AbstractArray{Number, 2}; cols = 1:size(d, 2))

Column-wise amplitude-adjusted Fourier transform (AAFT) surrogate of an array, where each column is a scalar-valued time series. cols controls which variables of the embedding are shuffled.

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aaft(E::Embeddings.AbstractEmbedding; cols = 1:size(E.points, 1))

Column-wise amplitude-adjusted Fourier transform (AAFT) surrogate of an embedding. cols controls which variables of the embedding are shuffled.

source

aaft(d::DynamicalSystemsBase.Dataset; cols = 1:size(d, 2))

Column-wise amplitude-adjusted Fourier transform (AAFT) surrogate of a Dataset. cols controls which variables of the embedding are shuffled.

source