PRE 61 (2) 1 February 2000, Preprint
We analyze the variability in the X-ray lightcurves of the black hole
candidate Cygnus X-1 by linear and nonlinear time series
analysis methods.
While a linear model describes the over-all
second order properties of the observed data well,
surrogate data analysis reveals a significant
deviation from linearity. We discuss the relation between
shot noise models usually applied to analyze these data
and linear stochastic autoregressive models.
We debate statistical and interpretational issues of surrogate data
testing for the present context.
Finally, we suggest a combination of tools from linear and
nonlinear time series analysis methods as a procedure to test
the predictions of astrophysical models on observed data.
