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DY: Dynamik und Statistische Physik

DY 43: Nichtlineare Dynamik II

DY 43.5: Hauptvortrag

Donnerstag, 14. März 2002, 12:30–13:00, H3

Nonlinear time series analysis – does it help to gain physical understanding or at least to become rich? — •Holger Kantz — Max-Planck-Institut für Physik komplexer Systeme, Nöthnitzer Str. 38, D 01187 Dresden, Germany

The concept of phase space reconstruction from scalar time series data is briefly reviewed. It forms the basis for analysis schemes for dynamical phenomena represented by measurements of an experimental observable as a function of time. Beyond the presentation of the basic theoretical concepts which are derived from the theory of dynamical systems, we discuss recent achievements such as the treatment of nonstationary data or data from nonlinear stochastic processes. Finally, some succesful applications and obvious limitations are discussed in order to elucidate the issue risen by the title of the talk.