Max-Planck-Institut für Physik komplexer Systeme

Winter School on Nonlinear Time Series Analysis

Dresden, Germany * February 11-21, 1998

Topics covered by the main lectures and computer labs:

dynamical systems / linear time series analysis / phase space methods / embedding / predictability / Lyapunov exponents / dimensions / entropies / data preprocessing / SVD / nonlinear noise reduction / nonlinear modeling and prediction / surrogate data / extensive chaos / high-dimensional signals / nonstationarity / 1/f noise

Topics covered by focus talks:

synchronisation (Peter Grassberger) / controlling chaos (Celso Grebogi) / hypothesis testing, surrogate data (James Theiler) / periodic orbit analysis (Freddy Christiansen) / signal separation in ECG data (Thomas Schreiber) / financial data (NN) / embedding theory (Jim Yorke) / atmospheric data (Lenny Smith) / epilepsy prediction (Klaus Lehnertz)

Topics presented by the participants

Participants will be asked to present their own data analysis problems/ school-related research projects in a poster session. Selected posters will be given oportunity for oral presentation.