Dresden 2020 – scientific programme

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CPP: Fachverband Chemische Physik und Polymerphysik

CPP 42: Data analytics for dynamical systems I (joint session SOE/BP/CPP/DY)

CPP 42.10: Talk

Tuesday, March 17, 2020, 12:45–13:00, GÖR 226

Reconstruction of nonlinear correlations and dynamical laws — Mirko Rossini, Konstantin Schmitz, and •Jürgen Stockburger — ICQ, Ulm University, Germany

Time series taken from a stationary process may feature dependencies far more subtle than linear correlations. We introduce a method based on non-linear feature extraction which can uncover and quantify such dependencies. Its utility is demonstrated using both synthetic and real-world data.