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Feature request: nonparametric power-law surrogates #133

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kahaaga opened this issue Dec 7, 2022 · 0 comments
Open

Feature request: nonparametric power-law surrogates #133

kahaaga opened this issue Dec 7, 2022 · 0 comments

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@kahaaga
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kahaaga commented Dec 7, 2022

Is your feature request related to a problem? Please describe.

Moore et al. (2022) introduces an algorithm to generate surrogate data that obeys the same power-law distribution as the original data. The algorithm takes integer-valued time series as input, and works by prime-factor-decomposing each data point, and then shuffling prime factors in some way (I haven't read the paper in detail).

This looks like a method we should offer.

References

https://journals.aps.org/prx/abstract/10.1103/PhysRevX.12.021056

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