Published April 6, 2018 | Version v1

Non-stationary surrogate time series

Description

R codes implementing the non-stationary surrogate algorithm described in: 

M. Chavez, B. Cazelles (2018). Detecting dynamic spatial correlation patterns with generalized wavelet coherence and non-stationary surrogate data. Arxiv: 1801.04778  [physics.data-an]

Briefly, in contrast with classical methods, the surrogate data used here are realisations of a non-stationary stochastic process, preserving both the amplitude and time-frequency distributions of original data.

To reproduce the results in the figure, please run the routine instructionsSurrogates.R (it requires the R packages pragma, signal, and viridis)

IMPORTANT: R codes for the standard stationary surrogates are those made by Henning Rust, available here

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