Practical implementation of nonlinear time series methods: The TISEAN package

Nonlinear time series analysis is becoming a more and more reliable tool for the study of complicated dynamics from measurements. The concept of low-dimensional chaos has proven to be fruitful in the understanding of many complex phenomena despite the fact that very few natural systems have actually been found to be low dimensional deterministic in the sense of the theory. In order to evaluate the long term usefulness of the nonlinear time series approach as inspired by chaos theory, it will be important that the corresponding methods become more widely accessible. This paper, while not a proper review on nonlinear time series analysis, tries to make a contribution to this process by describing the actual implementation of the algorithms, and their proper usage. Most of the methods require the choice of certain parameters for each specific time series application. We will try to give guidance in this respect. The scope and selection of topics in this article, as well as the implementational choices that have been made, correspond to the contents of the software package TISEAN which is publicly available from http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as an extended manual for the TISEAN programs. It fills the gap between the technical documentation and the existing literature, providing the necessary entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at http://www.mpipks-dresden.mpg.de/~tisea

Detecting and quantifying stellar magnetic fields -- Sparse Stokes profile approximation using orthogonal matching pursuit

In the recent years, we have seen a rapidly growing number of stellar magnetic field detections for various types of stars. Many of these magnetic fields are estimated from spectropolarimetric observations (Stokes V) by using the so-called center-of-gravity (COG) method. Unfortunately, the accuracy of this method rapidly deteriorates with increasing noise and thus calls for a more robust procedure that combines signal detection and field estimation. We introduce an estimation method that provides not only the effective or mean longitudinal magnetic field from an observed Stokes V profile but also uses the net absolute polarization of the profile to obtain an estimate of the apparent (i.e., velocity resolved) absolute longitudinal magnetic field. By combining the COG method with an orthogonal-matching-pursuit (OMP) approach, we were able to decompose observed Stokes profiles with an overcomplete dictionary of wavelet-basis functions to reliably reconstruct the observed Stokes profiles in the presence of noise. The elementary wave functions of the sparse reconstruction process were utilized to estimate the effective longitudinal magnetic field and the apparent absolute longitudinal magnetic field. A multiresolution analysis complements the OMP algorithm to provide a robust detection and estimation method. An extensive Monte-Carlo simulation confirms the reliability and accuracy of the magnetic OMP approach.Comment: A&A, in press, 15 pages, 14 figure

Bayesian system identification for structures considering spatial and temporal correlation

The decreasing cost and improved sensor and monitoring system technology (e.g. fiber optics and strain gauges) have led to more measurements in close proximity to each other. When using such spatially dense measurement data in Bayesian system identification strategies, the correlation in the model prediction error can become significant. The widely adopted assumption of uncorrelated Gaussian error may lead to inaccurate parameter estimation and overconfident predictions, which may lead to sub-optimal decisions. This paper addresses the challenges of performing Bayesian system identification for structures when large datasets are used, considering both spatial and temporal dependencies in the model uncertainty. We present an approach to efficiently evaluate the log-likelihood function, and we utilize nested sampling to compute the evidence for Bayesian model selection. The approach is first demonstrated on a synthetic case and then applied to a (measured) real-world steel bridge. The results show that the assumption of dependence in the model prediction uncertainties is decisively supported by the data. The proposed developments enable the use of large datasets and accounting for the dependency when performing Bayesian system identification, even when a relatively large number of uncertain parameters is inferred.Comment: 33 pages, 16 figures; Revised after reviewer comments, corrected typos, recreated figure