The study of many dynamical systems relies on the analysis of experimentally-recorded sequences of events for which information is encoded in the sequence of interevent intervals. A correct interpretation of the results of the application of analytical techniques to these sequences requires the assessment of statistical significance. In most cases, the corresponding null-hypothesis distribution is unknown, thus forbidding an evaluation of the significance. An alternative solution, which is efficient in the case of continuous signals, is provided by the generation of surrogate data that share statistical and spectral properties with the original dataset. However, in the case of event sequences, the available algorithms for the generation of surrogate data can become cumbersome and computationally demanding. In this work, we present a new method for the generation of surrogate event sequences that relies on the joint distribution of successive interevent intervals. Our method,which was tested on both synthetic and experimental sequences, performs equally well or even better than conventional methods in terms of interevent interval distribution and autocorrelation while abating the computational time by at least one order of magnitude.

Generation of surrogate event sequences via joint distribution of successive inter-event intervals / Ricci, Leonardo; Castelluzzo, Michele; Minati, Ludovico; Perinelli, Alessio. - In: CHAOS. - ISSN 1054-1500. - 29:12(2019), p. 121102. [10.1063/1.5138250]

Generation of surrogate event sequences via joint distribution of successive inter-event intervals

Ricci, Leonardo;Castelluzzo, Michele;Minati, Ludovico;Perinelli, Alessio
2019-01-01

Abstract

The study of many dynamical systems relies on the analysis of experimentally-recorded sequences of events for which information is encoded in the sequence of interevent intervals. A correct interpretation of the results of the application of analytical techniques to these sequences requires the assessment of statistical significance. In most cases, the corresponding null-hypothesis distribution is unknown, thus forbidding an evaluation of the significance. An alternative solution, which is efficient in the case of continuous signals, is provided by the generation of surrogate data that share statistical and spectral properties with the original dataset. However, in the case of event sequences, the available algorithms for the generation of surrogate data can become cumbersome and computationally demanding. In this work, we present a new method for the generation of surrogate event sequences that relies on the joint distribution of successive interevent intervals. Our method,which was tested on both synthetic and experimental sequences, performs equally well or even better than conventional methods in terms of interevent interval distribution and autocorrelation while abating the computational time by at least one order of magnitude.
2019
12
Ricci, Leonardo; Castelluzzo, Michele; Minati, Ludovico; Perinelli, Alessio
Generation of surrogate event sequences via joint distribution of successive inter-event intervals / Ricci, Leonardo; Castelluzzo, Michele; Minati, Ludovico; Perinelli, Alessio. - In: CHAOS. - ISSN 1054-1500. - 29:12(2019), p. 121102. [10.1063/1.5138250]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/247710
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