title: Time series with tailored nonlinearities.
abstract: It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations.
authors.affiliation: Deutsches Zentrum für Luft- und Raumfahrt, Forschungsgruppe Komplexe Plasmen, Münchner Straße 20, 82234 Weßling, Germany.
authors.forename: C
authors.initials: C
authors.lastname: Räth
authors.affiliation: Deutsches Zentrum für Luft- und Raumfahrt, Forschungsgruppe Komplexe Plasmen, Münchner Straße 20, 82234 Weßling, Germany.
authors.forename: I
authors.initials: I
authors.lastname: Laut