@article{SitzSchwarzKurthsetal.2002, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen and Voss, Henning U.}, title = {Estimation of parameters and unobserved components for nonlinear systems from noisy time series}, year = {2002}, abstract = {We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.}, language = {en} } @article{VossKurthsSchwarz1996, author = {Voss, Henning U. and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Reconstruction of grand minima of solar activity from radiocarbon data : linear and nonlinear signal analysis}, year = {1996}, abstract = {Using a special technique of data analysis, we have found out 34 grand minima of solar activity in a 7,700 years long C14 record. The method used rests on a proper filtering of the C14 record and the extrapolation of verifiable results for the later history back in time. Additionally, we have applied a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of grand minima by Eddy, but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested esp. the model of Barnes et al. There are hints for that the grand minima might solely be driven by the 209--year period found in the C14 record.}, language = {en} } @book{VossKurthsSchwarz1996, author = {Voss, Henning U. and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Reconstruction of grand minima of solar activity from radiocarbon data : linear and nonlinear signal analysis}, series = {Preprint NLD}, volume = {28}, journal = {Preprint NLD}, publisher = {Univ.}, address = {Potsdam}, pages = {14 S.}, year = {1996}, language = {en} } @article{FeudelJansenKurthsetal.1997, author = {Feudel, Ulrike and Jansen, Wolfgang and Kurths, J{\"u}rgen and Schwarz, Udo and Voss, Henning U.}, title = {Solar variability : simple models and proxy data}, isbn = {4-274-90187-4}, year = {1997}, language = {en} } @article{TimmerSchwarzVossetal.2000, author = {Timmer, Jens and Schwarz, Udo and Voss, Henning U. and Wardinski, Ingo and Belloni, Tomaso and Hasinger, G{\"u}nther and VanDerKlis, Michael and Kurths, J{\"u}rgen}, title = {Linear and Nonlinear Time Series Analysis of the Black Hole Candidate Cygnus X-1}, year = {2000}, abstract = {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 overall 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.}, language = {en} }