9月6日 Reik Donner:State space based nonlinear time series analysis using complex network methods

时间:2019-08-29浏览:107设置


讲座题目👩🏼‍⚖️:State space based nonlinear time series analysis using complex network methods

主讲人:Reik Donner

开始时间🤸🏽‍♀️:2019-09-06 08:30:00  结束时间👨🏻‍🦲:2019-09-06 09:30:00

讲座地址:闵行校区物理楼226报告厅

主办单位:物理与电子科学学院

  

报告人简介:

Since 2018 - Professor of Mathematics (Data   Science and Stochastic Modeling), Magdeburg-Stendal University of Applied Sciences, Magdeburg, Germany

2014–2019 Research Group Leader, Potsdam Institute for Climate Impact Research

2011 EGU Division Outstanding Young Scientist Award for Nonlinear Processes

2007 JSPS Postdoctoral Fellowship, 2009 Guest Professorship, Osaka Prefecture University, Sakai, Japan

2007-2014 Postdoctoral positions at Dresden   University of Technology, MPI for Physics of Complex Systems (Dresden),   Potsdam Institute for Climate Impact Research, MPI for Biogeochemistry (Jena)

1997 – 2007 Study of Physics and Mathematics   at Potsdam University, Germany

  

Division Science Officer for Time Series   Analysis and Big Data of the EGU Division Nonlinear Processes

Co-PI of the Belmont Forum/JPI Climate project GOTHAM, the German-Brazilian Research Training Group “Complex Processes in   Networks” and the EU Research Training Group CAFÉ

Editorial Board Member in currently four international journals


报告内容🩻:

Over the last about four decades, state space based methods have gained considerable importance in the field of nonlinear time series analysis. Beyond the notion of fractal dimensions that directly   derives from this framework, the concept of recurrences in state space and   their quantitative analysis has become a valuable starting point for the   detailed characterization of complex systems based on observational time   series.

In my talk, I will demonstrate how the proximity or similarity of dynamical states on a sample trajectory (defining their recurrence in the state space) of a system under study can be directly   translated into a network representation in terms of a random geometric   graph, which is referred to as the associated recurrence network. The potentials of this new perspective for complex system characterization will be discussed along with selected recent achievements in the field based on   both paradigmatic model systems and real-world observational time series.   Specific emphasis will be put on the interpretation of network transitivity as a generalized fractal dimension concept, together with some theoretical and practical challenges arising from it. Finally, I will discuss some recent achievements regarding the associated threshold selection and significance testing problems.

  


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