TY - JOUR A1 - Winterhalder, Matthias A1 - Schelter, B A1 - Kurths, Jürgen A1 - Schulze-Borthage, A A1 - Timmer, Jens T1 - Sensitivity and specificity of coherence and phase synchronization analysis N2 - In this Letter, we show that coherence and phase synchronization analysis are sensitive but not specific in detecting the correct class of underlying dynamics. We propose procedures to increase specificity and demonstrate the power of the approach by application to paradigmatic dynamic model systems. (c) 2006 Elsevier B.V. All rights reserved Y1 - 2006 UR - http://www.sciencedirect.com/science/article/pii/S0375960106004002 ( 11.07.2011] U6 - https://doi.org/10.1016/j.physleta.2006.03.018 ER - TY - JOUR A1 - Schelter, Björn A1 - Winterhalder, Matthias A1 - Dahlhaus, Rainer A1 - Kurths, Jürgen A1 - Timmer, Jens T1 - Partial phase synchronization for multivariate synchronizing systems N2 - Graphical models applying partial coherence to multivariate time series are a powerful tool to distinguish direct and indirect interdependencies in multivariate linear systems. We carry over the concept of graphical models and partialization analysis to phase signals of nonlinear synchronizing systems. This procedure leads to the partial phase synchronization index which generalizes a bivariate phase synchronization index to the multivariate case and reveals the coupling structure in multivariate synchronizing systems by differentiating direct and indirect interactions. This ensures that no false positive conclusions are drawn concerning the interaction structure in multivariate synchronizing systems. By application to the paradigmatic model of a coupled chaotic Roessler system, the power of the partial phase synchronization index is demonstrated Y1 - 2006 UR - http://prl.aps.org/abstract/PRL/v96/i20/e208103 U6 - https://doi.org/10.1103/Physrevlett.96.208103 ER - TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Modeling and identification of nonlinear systems Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Maraun, Douglas A1 - Rust, H. W. A1 - Timmer, Jens T1 - Tempting long-memory : on the interpretation of DFA results N2 - We study the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) and argue that power-law scaling of the fluctuation function and thus long-memory may not be assumed a priori but have to be established. This requires the investigation of the local slopes. We account for the variability characteristic for stochastic processes by calculating empirical confidence regions. Comparing a long-memory with a short-memory model shows that the inference of long-range correlations from a finite amount of data by means of DFA is not specific. We remark that scaling cannot be concluded from a straight line fit to the fluctuation function in a log-log representation. Furthermore, we show that a local slope larger than alpha=0.5 for large scales does not necessarily imply long memory. We also demonstrate, that it is not valid to conclude from a finite scaling region of the fluctuation function to an equivalent scaling region of the autocoffelation function. Finally, we review DFA results for the Prague temperature data set and show that long-range correlations cannot not be concluded unambiguously Y1 - 2004 SN - 1023-5809 ER - TY - JOUR A1 - Thiel, M. A1 - Romano, Maria Carmen A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Timmer, Jens T1 - Surrogate-based hypothesis test without surrogates N2 - 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 Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Voss, Henning U. A1 - Timmer, Jens A1 - Kurths, Jürgen T1 - Nonlinear dynamical system identification from uncertain and indirect measurements N2 - 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 Y1 - 2004 SN - 0218-1274 ER - TY - JOUR A1 - Kopitzki, K. A1 - Warnke, P. C. A1 - Saparin, Peter A1 - Kurths, Jürgen A1 - Timmer, Jens T1 - Comment on "Kullback-Leibler and renormalized entropies: Applications to electroencephalograms of epilepsy patients" Y1 - 2002 ER - TY - JOUR A1 - Timmer, Jens A1 - Schwarz, Udo A1 - Voss, Henning U. A1 - Wardinski, Ingo A1 - Belloni, Tomaso A1 - Hasinger, Günther A1 - VanDerKlis, Michael A1 - Kurths, Jürgen T1 - Linear and Nonlinear Time Series Analysis of the Black Hole Candidate Cygnus X-1 N2 - 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. Y1 - 2000 UR - http://pre.aps.org/ ER -