Time series analysis of multivariate time-delayed systems with noise: Applications to laser physics and human movement.

T.D. Frank; R. Friedrich; P.J. Beek

doi:10.1142/S0219493705001456

Time series analysis of multivariate time-delayed systems with noise: Applications to laser physics and human movement.

T.D. Frank, R. Friedrich, P.J. Beek

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

A data analysis method is proposed to reconstruct evolution equations of stochastic systems with time-delayed feedback from experimental time series. Multivariate systems involving noise sources with arbitrary correlation times are considered. © World Scientific Publishing Company.

Original language	English
Pages (from-to)	297-306
Journal	Stochastics and Dynamics
Volume	05
Issue number	02
DOIs	https://doi.org/10.1142/S0219493705001456
Publication status	Published - 2005

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title = "Time series analysis of multivariate time-delayed systems with noise: Applications to laser physics and human movement.",

abstract = "A data analysis method is proposed to reconstruct evolution equations of stochastic systems with time-delayed feedback from experimental time series. Multivariate systems involving noise sources with arbitrary correlation times are considered. {\textcopyright} World Scientific Publishing Company.",

author = "T.D. Frank and R. Friedrich and P.J. Beek",

year = "2005",

doi = "10.1142/S0219493705001456",

language = "English",

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journal = "Stochastics and Dynamics",

issn = "0219-4937",

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AU - Friedrich, R.

AU - Beek, P.J.

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Y1 - 2005

N2 - A data analysis method is proposed to reconstruct evolution equations of stochastic systems with time-delayed feedback from experimental time series. Multivariate systems involving noise sources with arbitrary correlation times are considered. © World Scientific Publishing Company.

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DO - 10.1142/S0219493705001456

M3 - Article

SN - 0219-4937

VL - 05

SP - 297

EP - 306

JO - Stochastics and Dynamics

JF - Stochastics and Dynamics

IS - 02

ER -

Time series analysis of multivariate time-delayed systems with noise: Applications to laser physics and human movement.

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