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The following toolboxes for modelling of dynamical systems and time series analysis were developed in the Interdisciplinary Center for Dynamics of Complex Systems and the Potsdam Institute for Climate Impact Research (PIK):

• ACE – Nonlinear Regression Analysis
  Voss, H., Kurths, J.: Reconstruction of nonlinear time delay models from data by the use of optimal transformations, Phys. Lett. A, 234, 1997, 336-344, doi:10.1016/S0375-9601(97)00598-7.
  Voss, H., Kolodner, P., Abel, M., Kurths, J.: Amplitude equations from spatiotemporal binary-fluid convection data. Phys. Rev. Lett., 83(17), 1999, 3422-3425, doi:10.1103/PhysRevLett.83.3422.

• Adaptive Filtering Procedure
  Wessel, N., Voss, A., Malberg, H., Ziehmann, Ch., Voss, H. U., Schirdewan, A., Meyerfeldt, U., Kurths, J.: Nonlinear analysis of complex phenomena in cardiological data, Herzschr. Elektrophys., 11(3), 2000, 159-173, doi:10.1007/s003990070035.

• Cross Recurrence Plot Toolbox (Ver 5.16 (R28.13a), last mod. 27-Apr-2012 15:28:02)
  Marwan, N., Wessel, N., Meyerfeldt, U., Schirdewan, A., Kurths, J.: Recurrence Plot Based Measures of Complexity and its Application to Heart Rate Variability Data, Phys. Rev. E, 66(2), 2002, 026702, doi:10.1103/PhysRevE.66.026702.
  Marwan, N., Thiel, M., Nowaczyk, N. R.: Cross Recurrence Plot Based Synchronization of Time Series, Nonlin. Proc. Geophys., 9, 2002, 325-331, url:www.copernicus.org/EGU/npg/9/325.htm.
  Marwan, N., Kurths, J.: Nonlinear analysis of bivariate data with cross recurrence plots, Phys. Lett. A, 302(5-6), 2002, 299-307, doi:10.1016/S0375-9601(02)01170-2.
  Marwan, N., Romano, M. C., Thiel, M., Kurths, J.: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 2007, 237-329, 10.1016/j.physrep.2006.11.001.
  Schinkel, S., Marwan, N., Dimigen, O. Kurths, J.: Confidence Bounds of recurrence-based complexity measures, Physics Letters A, 373(26), 2009, 2245-2250, 10.1016/j.physleta.2009.04.045.

• Commandline Recurrence Plots (Ver 1.13z, last mod. 2006-03-08)
  Marwan, N., Romano, M. C., Thiel, M., Kurths, J.: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 2007, 237-329, 10.1016/j.physrep.2006.11.001.
  

• Identification of Coupling Direction
  Rosenblum, M. G., Cimponeriu, L., Bezerianos, A., Patzak, A. and Mrowka, R.: Identification of coupling direction: Application to cardiorespiratory interaction, Phys. Rev. E, 65, 2002, 041909, doi:10.1103/PhysRevE.65.041909.

• K2 - Dynamical Invariants by Recurrence Plots
  Thiel, M., Romano, M. C., J. Kurths, J.: Analytical Description of Recurrence Plots of white noise and chaotic processes, Izvestija vyssich ucebnych zavedenij/ Prikladnaja nelinejnaja dinamika - Applied Nonlinear Dynamics, 11(3), 2003, 20-30.
  Marwan, N., Romano, M. C., Thiel, M., Kurths, J.: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 2007, 237-329, 10.1016/j.physrep.2006.11.001.

• NEXCF - Cross-correlation estimates for non-equidistantly sampled time series
  Rehfeld, K., Marwan, N., Heitzig, J., Kurths, J.: Comparison of correlation analysis techniques for irregularly sampled time series, Nonlin. Proc. Geophys., 18(3), 389-404, 2011.
  

• DS Prolog
  Hübner, S.: Wissensbasierte Modellierung von Klassifikatoren für Zeit-Frequenz-Muster in PCM-Daten, Logos Verlag, Berlin, ISBN 978-3-8325-1596-6, 2007.

• System Identification Tool (Ver 1.6.1 (R9.3b), last mod. 25-Feb-2008 12:34:15)
  Sitz, A., Schwarz, U., Kurths, J., Voss, H. U.: Estimation of parameters and unobserved components for nonlinear systems from noisy time series, Phys. Rev. E, 66, 2002, 016210, doi:10.1103/PhysRevE.66.016210.

• SOWAS – Wavelet Spectral and Coherence Analysis
  Maraun, D., Kurths, J.: Cross Wavelet Analysis. Significance Testing and Pitfalls, Nonlin. Proc. Geoph., 11, 2004, 505-514, www.copernicus.org/EGU/npg/11/4/505.htm.

If you use data, software or other stuff from this web site, please cite the corresponding publication and this web site (tocsy.pik-potsdam.de)!

Information and contact:
Norbert Marwan

The authors of the programmes are responsible for their submissions.

last modified: 2012-02-20, 15:59:27