activity
19982023
most citedPractical implementation of nonlinear time series methods: The TISEAN package

1.5k citations · 3.9k across the 75 of their papers we have counts for

collaborators

76 papers

nlin.AO2023★ 6 cited

Complexity and transition to chaos in coupled Adler-type oscillators

D. Estevez-Moya, E. Estevez-Rams, H. Kantz

Coupled non-linear oscillators are ubiquitous in dynamical studies. A wealth of behaviors have been found mostly for globally coupled systems. From a complexity perspective, less s…

nlin.AO2023★ 2 cited

Inferring nonlinear fractional diffusion processes from single trajectories

Johannes A. Kassel, Benjamin Walter, Holger Kantz

We present a method to infer the arbitrary space-dependent drift and diffusion of a nonlinear stochastic model driven by multiplicative fractional Gaussian noise from a single traj…

physics.flu-dyn2022★ 6 cited

Scale-dependent Error Growth in Navier--Stokes Simulations

Nazmi Burak Budanur, Holger Kantz

We estimate the maximal Lyapunov exponent at different resolutions and Reynolds numbers in large eddy (LES) and direct numerical simulations (DNS) of sinusoidally-driven Navier--St…

cond-mat.stat-mech2022★ 5 cited

Local equilibrium properties of ultraslow diffusion in the Sinai model

Amin Padash, Erez Aghion, Alexander Schulz +4

We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1…

q-fin.ST2022★ 1 cited

Collective behavior of stock prices in the time of crisis as a response to the external stimulus

Maryam Zamani, Sander Paekivi, Philipp Meyer +1

We analyze the interaction between stock prices of big companies in the USA and Germany using Granger Causality. We claim that the increase in pair-wise Granger causality interacti…

cs.LG2021★ 18 cited

Data-Driven Interaction Analysis of Line Failure Cascading in Power Grid Networks

Abdorasoul Ghasemi, Holger Kantz

We use machine learning tools to model the line interaction of failure cascading in power grid networks. We first collect data sets of simulated trajectories of possible consecutiv…