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published by the press syndicate of the university of cambridge The publisher has used its best endeavours to ensure that the URLs for external websites referred to in this book are correct and active at the time of going to press. However, the publisher has no responsibility for the websites and can make no guarantee that a site will remain live or that(More)
In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set, it is not possible to reconstruct the invariant measure up to an arbitrarily fine resolution and an arbitrarily high embedding dimension. These restrictions limit our ability to distinguish between signals generated by(More)
The false nearest neighbor method introduced by Kennel et al. [Phys. Rev. A 45, 3403 (1992)] is revisited and modified in order to ensure a correct distinction between low-dimensional chaotic data and noise. Still, correlated noise processes can yield vanishing percentages of false nearest neighbors for rather low embedding dimensions and can be mistaken(More)
We analyze prediction schemes for stochastic time series data. We propose that under certain conditions, a scalar time series, obtained from a vector-valued Markov process can be modeled as a finite memory Markov process in the observable. The transition rules of the process are easily computed using simple nonlinear time series predictors originally(More)
We investigate an experimentally feasible synthetic genetic network consisting of two phase repulsively coupled repressilators, which evokes multiple coexisting stable attractors with different features. We perform a bifurcation analysis to determine and classify the dynamical structure of the system. Moreover, some of the dynamical regimes found, such as(More)
We introduce a directionality index for a time series based on a comparison of neighboring values. It can distinguish unidirectional from bidirectional coupling, as well as reveal and quantify asymmetry in bidirectional coupling. It is tested on a numerical model of coupled van der Pol oscillators, and applied to cardiorespiratory data from healthy(More)
Intuitively, music has both predictable and unpredictable components. In this paper, we assess this qualitative statement in a quantitative way using common time series models fitted to state-of-the-art music descriptors. These descriptors cover different musical facets and are extracted from a large collection of real audio recordings comprising a variety(More)
The reconstruction of Fokker-Planck equations from observed time series data suffers strongly from finite sampling rates. We show that previously published results are degraded considerably by such effects. We present correction terms which yield a robust estimation of the diffusion terms, together with a novel method for one-dimensional problems. We apply(More)
In a finite-size Abelian sandpile model, extreme avalanches are repelling each other. Taking a time series of the avalanche size and using a decision variable derived from that, we predict the occurrence of a particularly large avalanche in the next time step. The larger the magnitude of these target avalanches, the better is their predictability. The(More)