Modelling of Dynamical Systems & Time Series Analysis

Goals:

• Detection and description of typical signatures of time series (periods, scaling exponents, dependencies)
• Prediction (e.g. weather forecasting)
• Modelling of time series (e.g. parameter estimation for the equation of motion).

Methods and topics:

• Stationarity (Annette)
• Measures of complexity and symbolic dynamics (Annette)
• Surrogate data. Interpretation of recurrence plots (Marco & Mamen)
• Recurrence plots (Online RPs, Norbert, Oddball)
• Wavelet analysis (Marco E)
• Dimension density (Corinna)
• Synchronization analysis (Carsten, Michael), SPP 1114, Clap /usr/bin/mme/audioplay clap.wav
• ACE and nonlinear regression (Niels, Henning, Mamen)
• Forecasting (Christine, Niels)
• UKF, Estimation of model parameter (VW-Stiftung, Andre)
• Cluster analysis

Applications:

• Hydrology (Mamen)
• Paleomagnetism (Norbert), SPP 1097 * SPP 1097 * Abstracts
• X-ray flux (Marco)
• Chip formation ( VW-Stiftung, Andre)
• Thermo-elastic deformation, Projekt bei der VW-Stiftung (Niels)
• Earthquakes (Gert, Sebastian)
• Cognitive processes (Ralf, Peter, Carsten)
• Medical physics (Niels)
• Ecology (Bernd)
• CRP on DNA Sequences (genetics: Nobert)
• Magnetic field fluctuations: Magnetometer, Galileo spacecraft, Horizon Machine, M. Kivelson: Planetary Magnetospheres, Jupiter after Galileo and Cassini: 17 - 21 June, 2002 * Dual spin
• Laser Beam Melt Ablation: EIS: Statistical parameters of a control strategy of laser beam melt ablation, ICME, ICBM 3-5 July 2002, Ischia (Naples), Italy, Towards a New Control Strategy of Laser Beam Melt Ablation based on the Investigation of Non-Linear Dynamical Effects

Toolboxes:

A] Tools developed by the Potsdam group (Norbert Marwan, Andre Sitz)

B] Tips & Utilities

• Nonlinear Time Series Analysis: TISEAN 2.1 (Rainer Hegger * Holger Kantz * Thomas Schreiber)
• Press: Numerical Recipes
• iTSA
• NLyzer
• Qualitative Analysis of Low Dimensional Deterministic Dynamical Systems: XPP - Tutorial, CANDYS, AUTO, DsTools for Nonlinear Dynamics, Software for maps
• Alias Matlab: Octave, SciLab
• MATLAB ( Intro, News): System Identification Toolbox & Nonlinear Control Design Blockset, Wavelet Problems, Wavelet Software
• TSA tools: On-line statistical software for astronomy and related fields
• R - statistical computing and graphics, R Archive Network, SciSoft
• Bayes C++: Doc
• REDUCE, REDUCE 3.6 Online Test, REDUCE Session
• Linux-Befehle
• 8 bit ASCII, PDF & PostScript, LaTeX, Classes
• iso8859-1 HTML, SELFHTML, HTML, Quick Reference, Plain, MathML, EURO sign: € or € or € , Internet terms
• Special functions, random numbers

Homepage

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