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URL: http://www.agnld.uni-potsdam.de/~shw/Lehre/lehrangebot/2008SS-DAM/2008SS-DAM.html
Sommersemester 2008 * Vorlesung

Klausur am 4.9.2008 (Donnerstag) 11 - 12:30 Uhr in Raum 0.087, Haus 28

E. Olbrich, N. Marwan, A. Bergner, G. Zamora Lopez (Lecture/Computerpool)
Fri 11.00-12.30 Building 28, Room 0.104
E. Olbrich, U. Schwarz
Fri 13:00-15:00, Building 28, Room 0.087 (Computerpool/Lecture)
U. Schwarz (Exercises) (shw AT agnld.uni-potsdam.de)
Thu 11:00-12:30, Building 28, Room 0.104

44. Nonlinear data analysis and modeling in sciences

This lecture is one of the ``wahlobligatorischen Vorlesungen'' for the ``Wahlpflichtfach 1'' in ``Nichtlinearer Dynamik''.

Course assessment: Solve exercises, test in the computer lab



Nr. Due date Exercises: Discussed topics ** awk script** R* SC intro* R Intro* Python
1 25.4.2008 answer questions 4, 5 & 6a of uebung1.pdf only
2 8.5.2008 answer questions 2, 3, 4 and (7 or 10) of uebung2.pdf only. Monthly sunspot data
3 15.5.2008 Wavelet lecture * Online book on signal processing & uebung3.pdf
4 22.5.2008 TISEAN * uebung4.pdf
5 29.5.2008 TISEAN * uebung5.pdf
6 5.6.2008 Lecture * CRP toolbox (Marwan) * uebung6.pdf
7 12.6.2008 SSCygni.dat * uebung7.pdf
8 19.6.2008 uebung8.pdf
9 26.6.2008 Lecture * uebung9.pdf
Data 4.7.2008 NMR laser data
Test 4.9.2008 (Thursday) 11am - 12:30 in Room 0.087, Building 28, Test topics. You have to analyze some given data at the computer lab. You can use all material you have and the www!

Evaluation:

9 ECT-points all

Necessary condition to take part at the test: > 50 % of points of the exercises
Sufficient condition to get the ECT-points: > 50 % of points of the test

Literature:

Neil Gerschenfeld: The nature of mathematical modeling, Cambridge UP 1999
J. Honerkamp, Stochastische Dynamische Systeme, VCH Weinheim 1990
R. Schlittgen & B.H. Streitberg, Zeitreihenanalyse, R. Oldenbourg, M"unchen 1997
Marek Fisz, Wahrscheinlichkeitsrechnung und mathematische Statistik
Papoulis & Pillai: Probability, random variables and stochastic processes 2002
Cover: Elements in information theory, 2006
Uwe Hassler: Stochastische Integration und Zeitreihenmodellierung - Eine Einführung mit Anwendungen aus Finanzierung und Ökonometrie
L. Sachs: Angewandte Statistik Methodensammlung mit R
Uwe Ligges: Programmieren mit R Statistik und ihre Anwendungen, 2009
Jens-Peter Kreiß and Georg Neuhaus: Einführung in die Zeitreihenanalyse
Reinhard Viertl und Dietmar Hareter: Beschreibung und Analyse unscharfer Information Statistische Methoden für unscharfe Daten, 2006
Hastie, Tibshirani, Friedman: Elements of statistical learning, 2001
Duda, Hart, Stork: Pattern classification, 2001
Bishop: Pattern recognition and machine learning, 2006
H. Kantz & T. Schreiber, Nonlinear Time Series Analysis, Cambridge University Press 1997 ** TISEAN 2.1:
http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1/index.html
Sprott: Chaos and time-series analysis, Oxford Univ. Press, 2003
Steeb: The nonlinear workbook 2008
H. Rinne, Taschenbuch der Statistik, Harry Deutsch 2003
W.H. Press, S.A. Teukolsky, W.T. Vetterling & B.P. Flannery: Numerical Recipes in C, Cambridge University Press 1993
Script
Matlab - Signal Processing Toolbox

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