Abstract
Linear transformation techniques such as singular value decomposition (SVD) have been used widely to gain insight into the qualitative dynamics of data generated by dynamical systems. There have been several reports in the past that had pointed out the susceptibility of linear transformation approaches in the presence of nonlinear correlations. In this tutorial review, the local dispersion along with the surrogate testing is suggested to discriminate nonlinear correlations arising in deterministic and non-deterministic settings.
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