@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{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{SpahnKrivovSremcevicetal.2003, author = {Spahn, Frank and Krivov, Alexander V. and Sremcevic, Miodrag and Schwarz, U. and Kurths, J{\"u}rgen}, title = {Stochastic forces in circumplanetary dust dynamics}, year = {2003}, abstract = {Charged dust grains in circumplanetary environments experience, beyond various deterministic forces, also stochastic perturbations caused, by fluctuations of the magnetic field, the charge of the grains, by chaotic rotation of aspherical grains, etc. Here we investigate the dynamics of a dust population in a circular orbit around a planet which is perturbed by a stochastic planetary magnetic field B', modeled by an isotropically Gaussian white noise. The resulting perturbation equations give rise to a modified diffusion of the inclinations i and eccentricities e. The diffusion coefficient is found to be D proportional to w^2 O /n^2 , where the gyrofrequency, the Kepler frequency, and the synodic frequency are denoted by w , O, and n, respectively. This behavior has been checked against numerical simulations. We have chosen dust grains (1 m in radius) ejected from Jupiter's satellite Europa in circular equatorial orbits around Jupiter and integrated numerically their trajectories over their typical lifetimes (100 years). The particles were exposed to a Gaussian fluctuating magnetic field B' with the same statistical properties as in the analytical treatment. These simulations have confirmed the analytical results. The theoretical studies showed the statistical properties of B' to be of decisive importance. To estimate them, we analyzed the magnetic field data obtained by the Galileo spacecraft magnetometer at Jupiter and found almost Gaussian fluctuations of about 5\% of the mean field and exponentially decaying correlations. This results in a diffusion of orbital inclinations and eccentricities of the dust grains of about ten percent over the lifetime of the particles. For smaller dusty motes or for close-in particles (e.g., in Jovian gossamer rings) stochastics might well dominate the dynamics.}, 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{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{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} } @article{MarwanKurths2009, author = {Marwan, Norbert and Kurths, J{\"u}rgen}, title = {Comment on "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" by Rohde et al. : [Physica D 237 (2008) 619-629]}, issn = {0167-2789}, doi = {10.1016/j.physd.2009.04.018}, year = {2009}, abstract = {In the recent article "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" (Physica D 237 (2008) 619-629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process.}, language = {en} } @article{KurthsSchwarz1993, author = {Kurths, J{\"u}rgen and Schwarz, Udo}, title = {Application of techniques of nonlinear dynamics to SS Cyg}, isbn = {0-7503-0282-8}, year = {1993}, abstract = {We look for structural properties in the light curve of the dwarf nova SS Cyg by means of techniques from nonlinear dynamics. Applying the popular Grassberger-Procaccia procedure, Cannizzo and Goddings (1988) showed that there is no evidence for a low-dimensional attractor underlying this record. Because there are some hints for order in the light curve, we search for other signatures of deterministic systems. Therefore, we use other methods recently developed in this theory, such as local linear prediction and recurrence maps. Our main findings are: i] the prediction error grows exponentially during outburst phases, but via a power law in the quiescent states, ii] there are some rather regular patterns in this light curve which sometimes recur, but the recurrence is not regular. This leads to the following conclusions: i] The outburst dynamics shows a higher degree of order than the quiescent one. There are some hints for deterministic chaos in the outburst behavior. ii] The light curve is a complex mixture of deterministic and stochastic structures. The analysis presented in this paper shows that methods of nonlinear dynamics can be an efficient tool for the study of complex processes, even if there is no evidence for a low-dimensional attractor.}, language = {en} }