@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{EbelingMolgedeyKurthsetal.2002, author = {Ebeling, Werner and Molgedey, Lutz and Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Entropy, complexity, predictability, and data analysis of time series and letter sequences}, isbn = {3-540-41324-3}, year = {2002}, abstract = {The structure of time series and letter sequences is investigated using the concepts of entropy and complexity. First conditional entropy and transinformation are introduced and several generalizations are discussed. Further several measures of complexity are introduced and discussed. The capability of these concepts to describe the structure of time series and letter sequences generated by nonlinear maps, data series from meteorology, astrophysics, cardiology, cognitive psychology and finance is investigated. The relation between the complexity and the predictability of informational strings is discussed. The relation between local order and the predictability of time series is investigated.}, language = {en} } @article{WesselSchwarzSaparinetal.2002, author = {Wessel, Niels and Schwarz, Udo and Saparin, Peter and Kurths, J{\"u}rgen}, title = {Symbolic dynamics for medical data analysis}, isbn = {3-936142-09-2}, year = {2002}, abstract = {Observational data of natural systems, as measured in medical measurements are typically quite different from those obtained in laboratories. Due to the peculiarities of these data, wellknown characteristics, such as power spectra or fractal dimension, often do not provide a suitable description. To study such data, we present here some measures of complexity, which are basing on symbolic dynamics. Firstly, a motivation for using symbolic dynamics and measures of complexity in data analysis based on the logistic map is given and next, two applications to medical data are shown. We demonstrate that symbolic dynamics is a useful tool for the risk assessment of patients after myocardial infarction as well as for the evaluation of th e architecture of human cancellous bone.}, language = {en} } @article{CserDonnerSchwarzetal.2002, author = {Cser, Adrienn and Donner, Reik Volker and Schwarz, Udo and Otto, Andreas H. and Geiger, M. and Feudel, Ulrike}, title = {Towards a better understanding of laser beam melt ablation using methods of statistical analysis}, isbn = {88-87030-44-8}, year = {2002}, abstract = {Laser beam melt ablation, as a contact free machining process, offers several advantages compared to conventional processing mechanisms. Although the idea behind it is rather simple, the process has a major limitation: with increasing ablation rate surface quality of the workpiece processed declines rapidly. The structures observed show a clear dependence of the line energy. In dependence of this parameter several regimes of the process have been separated. These are clearly distinguishable as well in the surfaces obtained as in the signals gained by the measurement of the process emissions which is the observed quantity chosen.}, language = {en} }