Nonlinearity and nonstationarity: the use of surrogate data in interpreting fluctuations

\Surrogate data" is the basis for a technique for testing a time series for nonlin-ear dynamics and process nonstationarities. The theory behind surrogate data is brieey described, along with an algorithm for generating it. Examples are given of its use in detecting nonlinearity in heart rate signals, detecting non-stationarity, and estimating the sampling distribution of complicated statistics of heart rate variability.