@article{SitzSchwarzKurths2004, author = {Sitz, Andre and Schwarz, Udo and Kurths, J{\"u}rgen}, title = {The unscented Kalman filter : a powerful tool for data analysis}, year = {2004}, language = {en} } @article{WesselKonvickaWeidermannetal.2004, author = {Wessel, Niels and Konvicka, Jan and Weidermann, Frank and Nestmann, S. and Neugebauer, R. and Schwarz, U. and Wessel, A. and Kurths, J{\"u}rgen}, title = {Predicting thermal displacements in modular tool systems}, issn = {1054-1500}, year = {2004}, abstract = {In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally inducedaccuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems. errors can be estimated with 1-2 micrometer}, language = {en} } @article{WesselAssmusWeidermannetal.2004, author = {Wessel, Niels and Aßmus, Joerg and Weidermann, Frank and Konvicka, Jan and Nestmann, S. and Neugebauer, R. and Schwarz, Udo and Kurths, J{\"u}rgen}, title = {Modeling thermal displacements in modular tool systems}, year = {2004}, abstract = {In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally induced errors can be estimated with 1-2\${mu m}\$ accuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems.}, language = {en} } @article{MontbrioKurthsBlasius2004, author = {Montbrio, Ernest and Kurths, J{\"u}rgen and Blasius, Bernd}, title = {Synchronization of two interacting populations of oscillators}, year = {2004}, abstract = {We analyze synchronization between two interacting populations of different phase oscillators. For the important case of asymmetric coupling functions, we find a much richer dynamical behavior compared to that of symmetrically coupled populations of identical oscillators. It includes three types of bistabilities, higher order entrainment and the existence of states with unusual stability properties. All possible routes to synchronization of the populations are presented and some stability boundaries are obtained analytically. The impact of these findings for neuroscience is discussed.}, language = {en} } @article{AllefeldKurths2004, author = {Allefeld, Carsten and Kurths, J{\"u}rgen}, title = {An approach to multivariate phase synchronization analysis and its application to event-related potentials}, issn = {0218-1274}, year = {2004}, abstract = {A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields}, language = {en} } @article{VossTimmerKurths2004, author = {Voss, Henning U. and Timmer, Jens and Kurths, J{\"u}rgen}, title = {Modeling and identification of nonlinear systems}, issn = {0218-1274}, year = {2004}, language = {en} } @article{AnishchenkoVadivasovaKurthsetal.2004, author = {Anishchenko, Vadim S. and Vadivasova, T. E. and Kurths, J{\"u}rgen and Okrokvertskhov, G. A. and Strelkova, G. I.}, title = {Autocorrelation function and spectral linewidth of spiral chaos in a physical experiment}, issn = {1063-651X}, year = {2004}, abstract = {We present results of physical experiments where we measure the autocorrelation function (ACF) and the spectral linewidth of the basic frequency of a spiral chaotic attractor in a generator with inertial nonlinearity both without and in the presence of external noise. It is shown that the ACF of spiral attractors decays according to an exponential law with a decrement which is defined by the phase diffusion coefficient. It is also established that the evolution of the instantaneous phase can be approximated by a Wiener random process}, language = {en} } @article{BeimGrabenSaddyKurths2004, author = {Beim Graben, Peter and Saddy, Douglas and Kurths, J{\"u}rgen}, title = {Untitled}, year = {2004}, language = {de} } @article{LindTitzKuhlbrodtetal.2004, author = {Lind, P. G. and Titz, Sven Holger and Kuhlbrodt, Till and Corte-Real, J. A. M. and Kurths, J{\"u}rgen and Gallas, J. A. C. and Feudel, Ulla}, title = {Coupled bistable maps : a tool to study convection parameterization in ocean models}, issn = {0218-1274}, year = {2004}, abstract = {We present a study of ocean convection parameterization based on a novel approach which includes both eddy diffusion and advection and consists of a two-dimensional lattice of bistable maps. This approach retains important features of usual grid models and allows to assess the relative roles of diffusion and advection in the spreading of convective cells. For large diffusion our model exhibits a phase transition from convective patterns to a homogeneous state over the entire lattice. In hysteresis experiments we find staircase behavior depending on stability thresholds of local convection patterns. This nonphysical behavior is suspected to induce spurious abrupt changes in the spreading of convection in ocean models. The final steady state of convective cells depends not only on the magnitude of the advective velocity but also on its direction, implying a possible bias in the development of convective patterns. Such bias points to the need for an appropriate choice of grid geometry in ocean modeling}, language = {en} } @article{AllefeldKurths2004, author = {Allefeld, Carsten and Kurths, J{\"u}rgen}, title = {Testing for phase synchronization}, issn = {0218-1274}, year = {2004}, abstract = {We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-sample test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series}, language = {en} } @article{GamezZhouTimmermannetal.2004, author = {Gamez, A. J. and Zhou, Changsong and Timmermann, A. and Kurths, J{\"u}rgen}, title = {Nonlinear dimensionality reduction in climate data}, issn = {1023-5809}, year = {2004}, abstract = {Linear methods of dimensionality reduction are useful tools for handling and interpreting high dimensional data. However, the cumulative variance explained by each of the subspaces in which the data space is decomposed may show a slow convergence that makes the selection of a proper minimum number of subspaces for successfully representing the variability of the process ambiguous. The use of nonlinear methods can improve the embedding of multivariate data into lower dimensional manifolds. In this article, a nonlinear method for dimensionality reduction, Isomap, is applied to the sea surface temperature and thermocline data in the tropical Pacific Ocean, where the El Nino-Southern Oscillation (ENSO) phenomenon and the annual cycle phenomena interact. Isomap gives a more accurate description of the manifold dimensionality of the physical system. The knowledge of the minimum number of dimensions is expected to improve the development of low dimensional models for understanding and predicting ENSO}, language = {en} } @article{BoveBoccalettiBragardetal.2004, author = {Bove, I. and Boccaletti, Stefano and Bragard, Jean and Kurths, J{\"u}rgen and Mancini, H.}, title = {Frequency entrainment of nonautonomous chaotic oscillators}, year = {2004}, abstract = {We give evidence of frequency entrainment of dominant peaks in the chaotic spectra of two coupled chaotic nonautonomous oscillators. At variance with the autonomous case, the phenomenon is here characterized by the vanishing of a previously positive Lyapunov exponent in the spectrum, which takes place for a broad range of the coupling strength parameter. Such a state is studied also for the case of chaotic oscillators with ill-defined phases due to the absence of a unique center of rotation. Different phase synchronization indicators are used to circumvent this difficulty}, language = {en} } @article{MaraunKurths2004, author = {Maraun, Douglas and Kurths, J{\"u}rgen}, title = {Cross wavelet analysis: significance testing and pitfalls}, issn = {1023-5809}, year = {2004}, abstract = {In this paper, we present a detailed evaluation of cross wavelet analysis of bivariate time series. We develop a statistical test for zero wavelet coherency based on Monte Carlo simulations. If at least one of the two processes considered is Gaussian white noise, an approximative formula for the critical value can be utilized. In a second part, typical pitfalls of wavelet cross spectra and wavelet coherency are discussed. The wavelet cross spectrum appears to be not suitable for significance testing the interrelation between two processes. Instead, one should rather apply wavelet coherency. Furthermore we investigate problems due to multiple testing. Based on these results, we show that coherency between ENSO and NAO is an artefact for most of the time from 1900 to 1995. However, during a distinct period from around 1920 to 1940, significant coherency between the two phenomena occurs}, language = {en} } @article{RomanoThielKurthsetal.2004, author = {Romano, Maria Carmen and Thiel, Marco and Kurths, J{\"u}rgen and von Bloh, Werner}, title = {Multivariate recurrence plots}, issn = {0375-9601}, year = {2004}, abstract = {We propose a new approach to calculate recurrence plots of multivariate time series, based on joint recurrences in phase space. This new method allows to estimate dynamical invariants of the whole system, like the joint Renyi entropy of second order. We use this entropy measure to quantitatively study in detail the phase synchronization of two bidirectionally coupled chaotic systems and identify different types of transitions to chaotic phase synchronization in dependence on the coupling strength and the frequency mismatch. By means of this analysis we find several new phenomena, such a chaos-period-chaos transition to phase synchronization for rather large coupling strengths. (C) 2004 Elsevier B.V. All rights reserved}, language = {en} } @article{ThielRomanoSchwarzetal.2004, author = {Thiel, M. and Romano, Maria Carmen and Schwarz, Udo and Kurths, J{\"u}rgen and Timmer, Jens}, title = {Surrogate-based hypothesis test without surrogates}, issn = {0218-1274}, year = {2004}, abstract = {Fourier surrogate data are artificially generated time series, that - based on a resampling scheme - share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1}, language = {en} } @article{VossTimmerKurths2004, author = {Voss, Henning U. and Timmer, Jens and Kurths, J{\"u}rgen}, title = {Nonlinear dynamical system identification from uncertain and indirect measurements}, issn = {0218-1274}, year = {2004}, abstract = {We review the problem of estimating parameters and unobserved trajectory components from noisy time series measurements of continuous nonlinear dynamical systems. It is first shown that in parameter estimation techniques that do not take the measurement errors explicitly into account, like regression approaches, noisy measurements can produce inaccurate parameter estimates. Another problem is that for chaotic systems the cost functions that have to be minimized to estimate states and parameters are so complex that common optimization routines may fail. We show that the inclusion of information about the time-continuous nature of the underlying trajectories can improve parameter estimation considerably. Two approaches, which take into account both the errors-in-variables problem and the problem of complex cost functions, are described in detail: shooting approaches and recursive estimation techniques. Both are demonstrated on numerical examples}, language = {en} } @article{ZhouKurths2004, author = {Zhou, Changsong and Kurths, J{\"u}rgen}, title = {Resonant patterns in noisy active media}, issn = {1063-651X}, year = {2004}, abstract = {We investigate noise-controlled resonant response of active media to weak periodic forcing, both in excitable and oscillatory regimes. In the excitable regime, we find that noise-induced irregular wave structures can be reorganized into frequency-locked resonant patterns by weak signals with suitable frequencies. The resonance occurs due to a matching condition between the signal frequency and the noise-induced inherent time scale of the media. m:1 resonant regions similar to the Arnold tongues in frequency locking of self-sustained oscillatory media are observed. In the self-sustained oscillatory regime, noise also controls the oscillation frequency and reshapes significantly the Arnold tongues. The combination of noise and weak signal thus could provide an efficient tool to manipulate active extended systems in experiments}, language = {en} } @article{TokudaKurthsAllariaetal.2004, author = {Tokuda, I. and Kurths, J{\"u}rgen and Allaria, Eugenio and Meucci, Riccardo and Boccaletti, Stefano and Arecchi, Fortunato Tito}, title = {Predicting phase synchronization in a spiking chaotic CO2 laser}, issn = {1063-651X}, year = {2004}, abstract = {An approach is presented for the reconstruction of phase synchronization phenomena in a chaotic CO2 laser from experimental data. We analyze this laser system in a regime able to phase synchronize with a weak sinusoidal forcing. Our technique recovers the synchronization diagram of the experimental system from only few measurement data sets, thus allowing the prediction of the regime of phase synchronization as well as nonsynchronization in a broad parameter space of forcing frequency and amplitude without further experiments}, language = {en} } @article{ThielRomanoKurths2004, author = {Thiel, M. and Romano, Maria Carmen and Kurths, J{\"u}rgen}, title = {How much information is contained in a recurrence plot?}, issn = {0375-9601}, year = {2004}, abstract = {Recurrence plots have recently been recognized as a powerful tool for the analysis of data. Not only the visualization of structures of the time series but also the possibility to estimate invariants from them and the possibility to analyze non-stationary data sets are remarkable. However, the question of how much information is encoded in such a two-dimensional and binary representation has not been discussed so far. In this Letter we show that-under some conditions-it is possible to reconstruct an attractor from the recurrence plot, at least topologically. This means that all relevant dynamical information is contained in the plot. (C) 2004 Elsevier B.V. All rights reserved}, language = {en} } @article{ThielRomanoReadetal.2004, author = {Thiel, M. and Romano, Maria Carmen and Read, P. L. and Kurths, J{\"u}rgen}, title = {Estimation of dynamical invariants without embedding by recurrence plots}, issn = {1054-1500}, year = {2004}, abstract = {In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey-Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system. (C) 2004 American Institute of Physics}, language = {en} }