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Surrogate methods

Random shuffle surrogates

Valid inputs

Random shuffle 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.randomshuffle — Function.

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

Generate a random constrained surrogate for ts. Destroys any linear correlation in the signal, but preserves its amplitude distribution.

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

randomshuffle(a::AbstractArray{Number, 2}; cols = 1:size(d, 2))

Column-wise random shuffle 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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randomshuffle(E::Embeddings.AbstractEmbedding;
                cols = 1:size(E.points, 1))

Column-wise random shuffle surrogate of an embedding. cols controls which variables of the embedding are shuffled.

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

Column-wise random shuffle surrogate of a Dataset. cols controls which variables of the embedding are shuffled.

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