TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen T1 - The unscented Kalman filter : a powerful tool for data analysis Y1 - 2004 ER - TY - BOOK A1 - Donner, Reik Volker A1 - Cser, Adrienn A1 - Schwarz, Udo A1 - Otto, Andreas H. A1 - Feudel, Ulrike T1 - An approach to a process model of laser beam melt ablation using methods of linear and non-linear data analysis N2 - As a non-contact process laser beam melt ablation offers several advantages compared to conventional processing mechanisms. During ablation the surface of the workpiece is molten by the energy of a CO2-laser beam, this melt is then driven out by the impulse of an additional process gas. Although the idea behind laser beam melt ablation is rather simple, the process itself has a major limitation in practical applications: with increasing ablation rate surface quality of the workpiece processed declines rapidly. With different ablation rates different surface structures can be distinguished, which can be characterised by suitable surface parameters. The corresponding regimes of pattern formation are found in linear and non-linear statistical properties of the recorded process emissions as well. While the ablation rate can be represented in terms of the line-energy, this parameter does not provide sufficient information about the full behaviour of the system. The dynamics of the system is dominated by oscillations due to the laser cycle but includes some periodically driven non-linear processes as well. Upon the basis of the measured time series, a corresponding model is developed. The deeper understanding of the process can be used to develop strategies for a process control. Y1 - 2004 SN - 3-527-40430-9 ER - TY - JOUR A1 - Wessel, Niels A1 - Aßmus, Joerg A1 - Weidermann, Frank A1 - Konvicka, Jan A1 - Nestmann, S. A1 - Neugebauer, R. A1 - Schwarz, Udo A1 - Kurths, Jürgen T1 - Modeling thermal displacements in modular tool systems N2 - 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. Y1 - 2004 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 - BOOK A1 - Donner, Reik Volker A1 - Cser, Adrienn A1 - Schwarz, Udo A1 - Otto, Andreas H. A1 - Feudel, Ulrike T1 - An approach to a process model of laser beam melt ablation using methods of linear and non-linear data analysis N2 - As a non-contact process laser beam melt ablation offers several advantages compared to conventional processing mechanisms. During ablation the surface of the workpiece is molten by the energy of a CO2-laser beam, this melt is then driven out by the impulse of an additional process gas. Although the idea behind laser beam melt ablation is rather simple, the process itself has a major limitation in practical applications: with increasing ablation rate surface quality of the workpiece processed declines rapidly. With different ablation rates different surface structures can be distinguished, which can be characterised by suitable surface parameters. The corresponding regimes of pattern formation are found in linear and non-linear statistical properties of the recorded process emissions as well. While the ablation rate can be represented in terms of the line-energy, this parameter does not provide sufficient information about the full behaviour of the system. The dynamics of the system is dominated by oscillations due to the laser cycle but includes some periodically driven non-linear processes as well. Upon the basis of the measured time series, a corresponding model is developed. The deeper understanding of the process can be used to develop strategies for a process control. Y1 - 2003 SN - 3-928921-88-6 ER - TY - JOUR A1 - Wessel, Niels A1 - Schwarz, Udo A1 - Saparin, Peter A1 - Kurths, Jürgen T1 - Symbolic dynamics for medical data analysis N2 - 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. Y1 - 2002 UR - http://www.agnld.uni-potsdam.de/~shw/Paper/EUROATTRACTOR2000.ps SN - 3-936142-09-2 ER - TY - JOUR A1 - Cser, Adrienn A1 - Donner, Reik Volker A1 - Schwarz, Udo A1 - Otto, Andreas H. A1 - Geiger, M. A1 - Feudel, Ulrike T1 - Towards a better understanding of laser beam melt ablation using methods of statistical analysis N2 - Laser beam melt ablation, as a contact free machining process, offers several advantages compared to conventional processing mechanisms. Although the idea behind it is rather simple, the process has a major limitation: with increasing ablation rate surface quality of the workpiece processed declines rapidly. The structures observed show a clear dependence of the line energy. In dependence of this parameter several regimes of the process have been separated. These are clearly distinguishable as well in the surfaces obtained as in the signals gained by the measurement of the process emissions which is the observed quantity chosen. Y1 - 2002 SN - 88-87030-44-8 ER - TY - JOUR A1 - Ebeling, Werner A1 - Molgedey, Lutz A1 - Kurths, Jürgen A1 - Schwarz, Udo T1 - Entropy, complexity, predictability, and data analysis of time series and letter sequences N2 - 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. Y1 - 2002 UR - http://www.pik-potsdam.de/~kropp/myown/book.html SN - 3-540-41324-3 ER - TY - JOUR A1 - Sitz, Andre A1 - Schwarz, Udo A1 - Kurths, Jürgen A1 - Voss, Henning U. T1 - Estimation of parameters and unobserved components for nonlinear systems from noisy time series N2 - We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data. Y1 - 2002 UR - http://pre.aps.org/ ER - TY - INPR A1 - Voss, Henning A1 - Kurths, Jürgen A1 - Schwarz, Udo T1 - Reconstruction of grand minima of solar activity from Delta 14 C data : linear and nonlinear signal analysis N2 - Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record. T3 - NLD Preprints - 28 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-14083 ER -