%0 Journal Article
	%A Shumin Hou and  Yourong Li and  Sanxing Zhao 
	%D 2007
	%J International Journal of Mathematical and Computational Sciences
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 2, 2007
	%T Detecting the Nonlinearity in Time Series from Continuous Dynamic Systems Based on Delay Vector Variance Method
	%U https://publications.waset.org/pdf/8521
	%V 2
	%X Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

	%P 169 - 174