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Jan 13, 2014

Discussion of “Testing Stationarity with Wavelet-Based Surrogates” by Megan McCullough and Ahsan Kareem

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Publication: Journal of Engineering Mechanics
Volume 140, Issue 4
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References

Borgnat, P., and Flandrin, P. (2009). “Stationarization via surrogates.” J. Stat. Mech., 2009(01), 0100114.
Borgnat, P., Flandrin, P., Honeine, P., Richard, C., and Xiao, J. (2010). “Testing stationarity with surrogates: A time-frequency approach.” IEEE Trans. Signal Process., 58(7), 3459–3470.
Bullmore, E., et al. (2001). “Colored noise and computational inference in neurophysiological (fMRI) time series analysis: Resampling methods in time and wavelet domains.” Hum. Brain Mapp., 12(2), 61–78.
Keylock, C. J. (2006). “Constrained surrogate time series with preservation of the mean and variance structure.” Phys. Rev. E, 73(3), 036707.
Keylock, C. J. (2007). “A wavelet-based method for surrogate data generation.” Physica D, 225(2), 219–228.
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Keylock, C. J. (2012). “A resampling method for generating synthetic hydrological time series with preservation of cross-correlative structure and higher order properties.” Water Resour. Res., 48(12), W12521.
Keylock, C. J., Tokyay, T. E., and Constantinescu, G. (2011). “A method for characterising the sensitivity of turbulent flow fields to the structure of inlet turbulence.” J. Turbul., 12(45), 1–30.
Liang, J., and Parks, T. W. (1996). “A translation-invariant wavelet representation algorithm with applications.” IEEE Trans. Signal Process., 44(2), 225–232.
Muzy, J., Bacry, E., and Arneodo, A. (1991). “Wavelets and multifractal formalism for singular signals application to turbulence data.” Phys. Rev. Lett., 67(25), 3515–3518.
Percival, D. B., and Walden, A. T. (2000). Wavelet methods for time series analysis, Cambridge University Press, Cambridge, U.K.
Schreiber, T., and Schmitz, A. (1996). “Improved surrogate data for nonlinearity tests.” Phys. Rev. Lett., 77(4), 635–638.

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Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 140Issue 4April 2014

History

Received: Mar 6, 2013
Accepted: Aug 9, 2013
Published online: Jan 13, 2014
Published in print: Apr 1, 2014

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Christopher J. Keylock [email protected]
Prize Senior Lecturer, Dept. of Civil and Structural Engineering, Sir Frederick Mappin Building, Univ. of Sheffield, Mappin St., Sheffield S1 3JD, U.K. E-mail: [email protected]

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