TY - JOUR
A1 - Thiel, Marco
A1 - Romano, Maria Carmen
A1 - Schwarz, Udo
A1 - Kurths, Jürgen
A1 - Hasinger, Günther
A1 - Belloni, Tomaso
T1 - Nonlinear Time series analysis of the X-ray flux of compact objects
N2 - 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.
Y1 - 2001
SN - 0004-640x
ER -
TY - JOUR
A1 - Romano, Maria Carmen
A1 - Thiel, Marco
A1 - Schwarz, Udo
A1 - Kurths, Jürgen
A1 - Lange, Holger
A1 - Hauhs, M.
T1 - Conceptual model of runoff from a forested catchment
N2 - 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.
Y1 - 2001
UR - http://journals.worldscientific.com.sg/ijbc/11/1110/S0218127401003619.html
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 - Thiel, M.
A1 - Romano, Maria Carmen
A1 - Read, P. L.
A1 - Kurths, Jürgen
T1 - Estimation of dynamical invariants without embedding by recurrence plots
N2 - 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
Y1 - 2004
SN - 1054-1500
ER -
TY - JOUR
A1 - Thiel, M.
A1 - Romano, Maria Carmen
A1 - Kurths, Jürgen
T1 - How much information is contained in a recurrence plot?
N2 - 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
Y1 - 2004
SN - 0375-9601
ER -
TY - JOUR
A1 - Romano, Maria Carmen
A1 - Thiel, Marco
A1 - Kurths, Jürgen
A1 - von Bloh, Werner
T1 - Multivariate recurrence plots
N2 - 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
Y1 - 2004
SN - 0375-9601
ER -
TY - JOUR
A1 - Romano, Maria Carmen
A1 - Thiel, M.
A1 - Kurths, Jürgen
A1 - Kiss, Istvan Z.
A1 - Hudson, J. L.
T1 - Detection of synchronization for non-phase-coherent and non-stationary data
N2 - 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
Y1 - 2005
SN - 0295-5075
ER -
TY - JOUR
A1 - Zou, Yong
A1 - Thiel, M.
A1 - Romano, Maria Carmen
A1 - Kurths, Jürgen
A1 - Bi, Q.
T1 - Shrimp structure and associated dynamics in parametrically excited oscillators
JF - International journal of bifurcation and chaos : in applied sciences and engineering
N2 - 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.
KW - bifurcation analysis
KW - recurrence plot
KW - period doubling
KW - intermittency
Y1 - 2006
U6 - http://dx.doi.org/10.1142/S0218127406016987
SN - 0218-1274
VL - 16
IS - 12
SP - 3567
EP - 3579
PB - World Scientific Publ. Co
CY - Singapore
ER -
TY - JOUR
A1 - Kurths, Jürgen
A1 - Romano, Maria Carmen
A1 - Thiel, Marco
A1 - Osipov, Grigory V.
A1 - Ivanchenko, Mikhail V.
A1 - Kiss, Istvan Z.
A1 - Hudson, John L.
T1 - Synchronization analysis of coupled noncoherent oscillators
N2 - We present two different approaches to detect and quantify phase synchronization in the case of coupled non- phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the Rossler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators
Y1 - 2006
UR - http://www.springerlink.com/content/102972
U6 - http://dx.doi.org/10.1007/s11071-006-1957-x
SN - 0924-090X
ER -
TY - JOUR
A1 - Thiel, Marco
A1 - Romano, Maria Carmen
A1 - Kurths, Jürgen
T1 - Spurious structures in recurrence plots induced by embedding
N2 - 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
Y1 - 2006
U6 - http://dx.doi.org/10.1007/s11071-006-2010-9
ER -