Abstract
We propose a measure for nonstationarity which is based on the analysis of distributions of temporal distances of neighboring vectors in state space. As an extension of previous techniques our method does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times from frequency distributions that would be expected under stationary conditions allows us to estimate the statistical significance of the method.
- Received 9 January 2002
DOI:https://doi.org/10.1103/PhysRevLett.88.244102
©2002 American Physical Society