Introductory concepts 21
5. repeat steps 3 and 4 many times to construct the distribution of the statistics;
6. use that distribution to compute the probability of observing the original or
more extreme value of statistics for processes conforming to the null hypothe-
sis.
Two approaches to surrogate data construction will be described below. The sim-
plest question one would like to answer is whether there is evidence for any dynamics
at all in the time series, i.e., if there are any relations between the consecutive sam-
ples. The null hypothesis in this case is that the observed data is fully described by a
series in which each sample is an independent random variable taken from identical
distribution. The surrogate data can be generated by shuf ...