Publications
Publications of Holger Kantz
(Articles in journals and peer-reviewed book chapters only)
Prediction error growth in a more realistic atmospheric toy model with three spatiotemporal scales Passive tracer advection in the equatorial Pacific region: statistics, correlations, and a model of fractional Brownian motion Statistical inference of one-dimensional persistent nonlinear time series and application to predictions |
Moses, Noah and Joseph Effects in Lévy Walks Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories Work fluctuation theorem for a brownian particle in a non confining potential Characterizing variability and predictability for air pollutants with stochastic models Role of thermal fluctuations in biological copying mechanisms Time reversal symmetry and the difference between relaxations and building-up periods Anomalous diffusion in the citation time series of scientific publications Benchmarking prediction skill in binary El Niño forecasts Using Climate Factors to Estimate Flood Economic Loss Risk Time averaging and emerging nonergodicity upon resetting of fractional Brownian motion and heterogeneous diffusion processes |
Data-driven model of the power-grid frequency dynamics Stochastic properties of the frequency dynamics in real and synthetic power grids Identifying characteristic timescales in power grid frequency fluctuations with DFA Probabilistic properties of detrended fluctuation analysis for Gaussian processes Robust regional clustering and modeling of nonstationary summer temperature extremes across Germany Stochastic resonance and hysteresis in climate with state dependent fluctuations An ARFIMA-based model for daily precipitation amounts with direct access to fluctuations Evolution and Transformation of Scientific Knowledge over the Sphaera Corpus: A Network Study Rare Events in Complex Systems Spring onset forecast using harmonic analysis on daily mean temperature in Germany On star-convex volumes in 2-D hydrodynamical flows and their relevance for coherent transport On the Motion of Substance in a Channel of a Network: Extended Model and New Classes of Probability Distributions |
The Emergence of Epistemic Communities in the Sphaera Corpus: Mechanisms of Knowledge Evolution Apparent Violations of the second law in two-level systems Logical response induced by temperature asymmetry A simple decomposition of European temperature variability capturing the variance from days to a decade Power law error growth in multi-hierarchical chaotic systems – a dynamical mechanism for finite prediction horizon Inferring characteristic timescales from the effect of autoregressive dynamics on detrended fluctuation analysis Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average |
Theoretical foundation of detrending methods for fluctuation analysis such as detrended fluctuation analysis and detrending moving average |
Large deviations of time-averaged statistics for Gaussian processes |
Heterogeneous diffusion in comb and fractal grid structures |
Anomalous diffusion and the Moses effect in an aging deterministic model |
Reproducing Long-Range Correlations in Global Mean Temperatures in Simple Energy Balance Models |
Large-deviation probabilities for correlated Gaussian processes and intermittent dynamical systems |
An extended transfer operator approach to identify separatrices in open flows |
Scale-invariant Green-Kubo relation for time-averaged diffusivity |
Infinite invariant densities due to intermittency in a nonlinear oscillator |
Early warning signal for interior crises in excitable systems |
Stochastic dynamics and the predictability of big hits in online videos |
Anomalous diffusion on a fractal mesh |
Heterogeneous diffusion in comb and fractal grid structures |
Ageing effects in ultraslow continuous time random walks |
Generalized Langevin equation with tempered memory kernel |
Rare and Extreme Events |
Die Niederschläge auf dem Fichtelberg |
Confidence intervals for time averages in the presence of long-range correlations, a case study on Earth surface temperature anomalies |
Skill of Data-based Predictions versus Dynamical Models - A Case Study on Extreme Temperature Anomalies |
Detrended fluctuation analysis and the difference between external drifts and intrinsic diffusionlike nonstationarity |
Optimal extraction of collective oscillations from unreliable measurements |
Comb model with slow and ultraslow diffusion |
A model of return intervals between earthquake events |
Renewal theory for a system with internal states |
Phytoplankton dynamics in the Southern California Bight indicate a complex mixture of transport and biology |
The relationship between the detrendend fluctuation analysis and the autocorrelation function of a signal |
Data-driven prediction and prevention of extreme events in a spatially extended excitable system |
Distributed-order diffusion equations and multifractality: Models and solutions |
Questionable dynamical evidence for causality between galactic cosmic rays and interannual variation in global temperature |
Fluctuation theorem between non-equilibrium states in an RC-circuit |
Diffusion and Fokker-Planck-Smoluchowski equations with generalised memory kernel |
Nonlinear time-series analysis revisited |
Skill of data based predictions versus dynamical models - case study on extreme temperature anomalies |
The fluctuation function of the detrended fluctuation analysis - Investigation on the AR(1) process |
Fractional diffusion on a fractal grid comb |
Predicting complex systems - who cares about chaos? |
Extreme events due to localization of energy |
Localisation and universal fluctuations in ultraslow diffusion processes |
Observing spatio-temporal clustering and separation using interevent distributions of regional earthquakes |
Improved predictions of rare events using the Crooks fluctuation theorem |
Crooks' fluctuation theorem for a process on a two dimensional fluid field |
Differential Landauer's principle |
Fluctuations of 1/f noise and the low-frequency cutoff paradox |
The problem of spurious Lyapunov exponentes in time series analysis and its solution by covariant Lyapunov vectors |
Application of the method of simplest equation for obtaining exact traveling-wave solutions |
Limiting distributions of continuous-time random walks with superheavy-tailed waiting times |
Covariant Lyapunov Vectors from Reconstructed Dynamics: The Geometry behind True and Spurious Lyapunov Exponents |
Biased diffusion inside regular islands under random symplectic perturbations |
Rank histograms of stratified Monte-Carlo ensembles |
On the predictability of outliers in ensemble forecasts |
Predictability of Music Descriptor Time Series and its Application to Cover Song Detection |
Asymptotic solutions of decoupled continuous-time random walks with superheavy-tailed waiting time and heavy-tailed jump length distributions |
Thermodynamic cost of measurements |
Predicting outliers in ensemble forecasts |
Continuous-time random walk with a superheavy-tailed distribution of waiting times |
Probability distribution function for systems driven by superheavy-tailed noise |
Comment on "Conditional Exceedance Probabilities" |
Hopping over a heat barrier |
The concept of exchangeability in ensemble forecasting |
Prediction of extreme events in the OFC model on a small world network |
Continuous-time random walk theory of superslow diffusion |
Biased diffusion in a piecewise linear random potential |
1/f noise in a model for weak ergodicity breaking |
Crooks' fluctuation theorem for the fluctuating lattice-Boltzmann model |
Langevin equation with super-heavy-tailed noise |
Modified method of simplest equation and its application to nonlinear PDEs |
Anomalous biased diffusion in a randomly layered medium |
Bivariate time-periodic Fokker-Planck model for freeway traffic |
Predicting extreme avalanches in self-organized critical sandpiles |
A first order geometric auto regressive process for boundary layer wind speed simulation |
Optimal Markov approximations and generalized embeddings |
Directed transport in periodically rocked random sawtooth potentials |
Statistical analysis and stochastic modelling of boundary layer wind speed |
Parameters of the fractional Fokker-Planck equation |
Finite size effects on the statistics of extreme events in the BTW model |
Nonlinear Physics Everywhere: From Molecules to Cities |
Return interval distribution of extreme events and long-term memory |
Joint probability distributions and multipoint correlations of the continuous-time random walk |
Multistability of synthetic genetic networks with repressive cell-to-cell communication |
How Does the Quality of a Prediction Depend on the Magnitude of the Events under Study? |
Direction of coupling from phases of interacting oscillators: A permutation information approach |
Prevalence of marginally unstable periodic orbits in chaotic billiards |
Usage of the Mori-Zwanzig method in time series analysis |
Influence of the event magnitude on the predictability of an extreme event |
Fast Hamiltonian chaos: Heat bath without thermodynamic limit |
Dynamical quantities and their numerical analysis by saddle periodic orbits |
Improvement of speech recognition by nonlinear noise reduction |
Hypothesis of strong chaos and anomalous diffusion in coupled symplectic maps |
Curved structures in recurrence plots: The role of the sampling time |
Vertical chaos and horizontal diffusion in the bouncing-ball billiard |
Precursors of extreme increments |
Hölder-exponent-based test for long-range correlations in pseudorandom sequences |
Extreme events in nature - a challenge to the understanding of complex dynamics |
Reactions to extreme events: Moving threshold model |
Accuracy and efficiency of reduced stochastic models for chaotic Hamiltonian systems with time scale separation |
Stickiness in Hamiltonian systems: From sharply divided to hierarchical phase space |
On the trap of extinction and its elimination |
Stickiness in mushroom billiards |
Recurrence plot analysis of nonstationary data: the understanding of curved patterns |
Recurrence time analysis, long-term correlations, and extreme events |
Effective dynamics in Hamiltonian systems with mixed phase space |
Hamiltonian chaos acts like a finite energy reservoir: Accuracy of the Fokker-Planck approximation |
Anti-deterministic behaviour in discrete systems that are less predictable than noise |
Long range correlations and rare events in boundary layer wind fields |
Long-term correlations and multifractality in surface wind speed |
Complex dynamics in simple systems with periodic parameter oscillations |
Frequency domain conditions for the existence of almost periodic solutions in evolutionary variational inequalities |
Random matrix approach to multivariate correlations: Some limiting cases |
Markov chain model for turbulent wind speed data |
Fast chaos versus white noise - entropy analysis and Fokker Planck model for the slow dynamics |
Stochastic analysis of surface roughness |
Genetic distance in sequence space of evolving populations |
Robustness versus sensitivity - can biological systems behave chaotically? |
Elimination of fast chaotic degrees of freedom: On the accuracy of the Born approximation |
Nonequilibrium physics meets time series analysis: measuring probability currents from data series |
Noise induced fluctuations of period lengths of stable periodic orbits |
Effects of random noise on a simple class of growing network models |
Analysing the information flow between financial time series - an improved estimator for transfer entropy |
Comment on: Indispensable finite time corrections for Fokker-Planck equations from time series data |
Phase space reconstruction and nonlinear predictions for stationary and nonstationary Markovian processes |
Combined methods for the prediction of dynamic instabilities in sheet metal spinning |
Markov models from data by simple nonlinear time series predictors in delay embedding spaces |
Optimizing of Recurrence Plots for Noise Reduction |
Unexpected robustness-against-noise of a class of nonhyperbolic chaotic attractors |
Invariant densities of delayed maps with large delay |
Indispensible finite time corrections for Fokker-Planck equations from time series data |
Noise reduction for human voice by local projections in reconstructed phase spaces |
Stochastic Modelling: Replacing fast degrees of freedom by stochastic processes |
Reconstruction of the parameter spaces of dynamical systems |
Time series analysis in reconstructed phase spaces |
Periodic orbits and topological entropy of delayed maps |
The auto-synchronized wavelet transform analysis for automatic accoustic quality control |
Analysis of vocal disorder in feature spaces |
Determination of the Dynamical Properties of Ferroelectrics using Nonlinear Time Series Analysis |
Detecting nonlinear structure and predicting turbulent gusts in surface wind velocities |
Chaos or Noise - Difficulties of a Distinction |
Coping with non-stationarity by overembedding |
Denoising human speech signals using chaoslike features |
Identification and characterization of systems with delayed feedback: (II) Application |
Identification and characterization of systems with delayed feedback: (I) Theory |
Coarse grained dynamical entropies - investigation of high-entropic dynamical systems |
On the relation between coupled map lattices and kinetic Ising models |
Local estimates for entropy densities in coupled map lattices |
Some considerations on Poincaré maps for chaotic flows |
Induction motor failure detection using geometric signal separation |
Characterization of sensitivity to finite perturbations |
Improved false nearest neighbour method to detect determinism in time series data |
Experimental verification of noise induced attractor deformation |
Practical implementation of nonlinear time series methods: The TISEAN package |
Fitting partial differential equations to space-time dynamics |
Human ECG: nonlinear deterministic versus stochastic aspects |
Identifying and modelling delay feedback systems |
Dynamical properties of a ferroelectric capacitor observed through nonlinear time series analysis |
Analysing local observations of weakly coupled maps |
The transition from deterministic chaos to a stochastic process |
The structure of generating paritions for two-dimensional maps |
Inferring chaotic dynamics from time series: On which length scale determinism becomes visible |
Scalar observations from a class of high-dimensional chaotic systems: Limitations of the time delay embedding |
Improved cost functions for modelling noisy chaotic time series |
Dimension estimates for intermittent signals |
Embedding of sequences of time intervals |
Effective deterministic models for chaotic motion perturbed by interactive noise |
Homoclinic tangencies and non-normal Jacobians - effects of noise in non-hyperbolic systems |
Unbiased reconstruction of the dynamics underlying a noisy chaotic time series |
Enlarged scaling ranges in entropy and dimension estimates |
Observing and Predicting chaotic signals: Is 2% noise too much? |
Shock waves and time scales to reach equipartition in the Fermi-Pasta-Ulam model |
Dimension Estimates and Physiological Data |
Noise in Chaotic Data: Diagnosis and treatment |
Quantifying the closeness of fractal measures |
Equipartition Thresholds in Chains of Anharmonic Oscillators |
Self-Consistent Check of the Validity of Gibbs Calculus Using Dynamical Variables |
Gibbsian Check of the Validity of Gibbsian Calculation Through Dynamical Observables |
A Robust Method to Estimate the Maximal Liapunov Exponent of a Time Series |
Nonlinear Noise Reduction: A Case Study on Experimental Data |
Noise Reduction by Local Reconstruction of the Dynamics, |
On Noise Reduction Methods for Chaotic Data |
On the Quantization of the Three-Particle Toda Lattice |
On a Forest Fire Model with Supposed Self-Organized Criticality |
On the Symbolic Dynamics of the Hénon Map |
Vanishing Stability Thresholds in the Thermodynamic Limit of Nonintegrable Conservative Systems |
Internal Arnold Diffusion and Chaos Thresholds in Coupled Symplectic Maps |
Chaos in Low Dimensional Hamiltonian Maps |
Generating Partitions for the Dissipative Hénon Map |
Universal Scaling of Long-Time Tails in Hamiltonian Systems? |
Repellers, Semi-Attractors and Long-Lived Chaotic Transients |
last update May 2019