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  5. Analysis of methodical error of the spectral analysis using surrogate data technology

Analysis of methodical error of the spectral analysis using surrogate data technology

V.I. Vasylyshyn
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The analysis of surrogate interference and methodical error accompanying the using the surrogate data technology when implementing spectral analysis of observed signals is performed in the paper. The histograms of distributions of the surrogate interference for different number of signal harmonic components and different algorithms of generation of surrogate data. It is shown that surrogate interference is like signal and has a non-stationary character, that is has a periodically changed mean and non-significant fluctuations of variance relative to its mean value. In the case of high signal-to-noise ratio the contribution of surrogate interference in the methodical error becomes determinative.
Keywords: surrogate data, surrogate noise, method noise