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Surrogate Data

version (8.71 KB) by Temu
A number of generation methods for `surrogate' data, i.e., realisations of a time series under the a


Updated 02 Mar 2005

No License

This is a fairly specialised bunch of MATLAB code, with the sole intention of helping out people who really want to apply surrogate data testing in their projects. It is not a tutorial on what surrogate data is, or how they should be used. It simply contains a number of m-files for generating different types of surrogates (as, e.g., explained in Schreiber and Schmitz, 2000, Physica D, 142, 346--382).

Anyway, I know *I* would have been very, very happy if I had seen this collection a couple of years ago. ;P

Cite As

Temu (2021). Surrogate Data (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
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