@article{RomanoThielSchwarzetal.2001, author = {Romano, Maria Carmen and Thiel, Marco and Schwarz, Udo and Kurths, J{\"u}rgen and Lange, Holger and Hauhs, M.}, title = {Conceptual model of runoff from a forested catchment}, year = {2001}, abstract = {We investigate the relationship between precipitation and runoff data from a small forested catchment in the Harz mountains (Germany). For this purpose, we develop a conceptual model including memory effects to predict the runoff signal using the precipitation data as input. An enhanced variant of the model also includes air temperature as input variable. We show in terms of correlation functions that this model describes main dynamical properties of the runoff, especially the delay between rain event and runoff response as the annual persistence in the runoff data.}, language = {en} } @article{ThielRomanoSchwarzetal.2001, author = {Thiel, Marco and Romano, Maria Carmen and Schwarz, Udo and Kurths, J{\"u}rgen and Hasinger, G{\"u}nther and Belloni, Tomaso}, title = {Nonlinear Time series analysis of the X-ray flux of compact objects}, issn = {0004-640x}, year = {2001}, abstract = {We analyse the X-ray light curves of compact objects using linear and nonlinear time series analysis methods. A Power Density Spectrum (PDS) describes the overall second order properties of the observed data well. To look beyond we propose the nonlinear Q-statistic to detect an asymmetry of the time series. This allows us to find relevant time scales. This method even grants a subclassification of the known states of X-ray sources.}, 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{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} } @article{RomanoThielKurthsetal.2005, author = {Romano, Maria Carmen and Thiel, M. and Kurths, J{\"u}rgen and Kiss, Istvan Z. and Hudson, J. L.}, title = {Detection of synchronization for non-phase-coherent and non-stationary data}, issn = {0295-5075}, year = {2005}, abstract = {We present a new method to detect phase as well as generalized synchronization in a wide class of complex systems. It is based on the recurrences of the system's trajectory to the neighborhood of a former state in phase space. We illustrate the applicability of the algorithm for the paradigmatic chaotic Rossler system in the funnel regime and for noisy data, where other methods to detect phase synchronization fail. Furthermore, we demonstrate for electrochemical experiments that the method can easily detect phase and generalized synchronization in non-phase- coherent and even non-stationary time series}, language = {en} } @article{ThielRomanoKurths2006, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen}, title = {Spurious structures in recurrence plots induced by embedding}, doi = {10.1007/s11071-006-2010-9}, year = {2006}, abstract = {In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect. In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay}, language = {en} } @article{ThielRomanoKurthsetal.2006, author = {Thiel, Marco and Romano, Maria Carmen and Kurths, J{\"u}rgen and Rolfs, Martin and Kliegl, Reinhold}, title = {Twin surrogates to test for complex synchronisation}, doi = {10.1209/epl/i2006-10147-0}, year = {2006}, abstract = {We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of Rossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems}, language = {en} } @article{ZouThielRomanoetal.2006, author = {Zou, Yong and Thiel, M. and Romano, Maria Carmen and Kurths, J{\"u}rgen and Bi, Q.}, title = {Shrimp structure and associated dynamics in parametrically excited oscillators}, series = {International journal of bifurcation and chaos : in applied sciences and engineering}, volume = {16}, journal = {International journal of bifurcation and chaos : in applied sciences and engineering}, number = {12}, publisher = {World Scientific Publ. Co}, address = {Singapore}, issn = {0218-1274}, doi = {10.1142/S0218127406016987}, pages = {3567 -- 3579}, year = {2006}, abstract = {We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.}, language = {en} }