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Surrogate data : ウィキペディア英語版
Surrogate data
Surrogate data (see Surrogate data testing) usually refers to time series data that is produced using well-defined (linear) models like ARMA processes that reproduce various statistical properties like the autocorrelation structure of a measured data set. The resulting surrogate data can then for example be used for testing for non-linear structure in the empirical data.
==References==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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