基于替代数据法的地磁变化场时间序列非线性检验

Nonlinearity Test of the Geomagnetic Variation Field Time Series Based on the Surrogate Data Method

在3种不同零假设和6种不同非线性特征量条件下,对比分析了替代数据法对6种非线性混沌时间序列的检验性能,发现以互信息量作为非线性特征量时,替代数据法的检验性能最优.零假设为原始数据由线性相关随机过程经静态非线性变换产生,选用改进的幅度匹配傅里叶变换法产生100组替代数据,按照Sigma检验原理对长春、喀什、拉萨和满洲里等地磁台站的地磁变化场H,D,Z分量秒钟值进行非线性检验,发现地磁变化场存在非线性成分,为判定地磁变化场的非线性结构提供了理论依据和检验方法.

Considering three different null hypotheses,this paper has made a comparative analysis about the surrogate data method using six kinds of nonlinear chaotic time series and different nonlinear characteristic quantities. The result shows that the surrogate data method has the best performance while using mutual information as the nonlinear characteristic. With the null hypothesis of a linear correlated stochastic process which is generated by static and nonlinear transform,making 100 amplitude adjusted Fourier transformed （AAFT） surrogates,in accordance with the principle of Sigma test,the nonlinearity test of the H, D,Z components of geomagnetic variation field from Changchun, Kashi, Lasa and Manzhouli geomagnetic station is carried out and we also find that there is nonlinearity in geomagnetic variation field. Simultaneously, the article provides theoretical basis and test method for the determination of nonlinear structure in