{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,27]],"date-time":"2025-03-27T17:56:29Z","timestamp":1743098189872,"version":"3.40.3"},"publisher-location":"Cham","reference-count":21,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319287232"},{"type":"electronic","value":"9783319287256"}],"license":[{"start":{"date-parts":[[2016,1,1]],"date-time":"2016-01-01T00:00:00Z","timestamp":1451606400000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2016]]},"DOI":"10.1007\/978-3-319-28725-6_1","type":"book-chapter","created":{"date-parts":[[2016,5,30]],"date-time":"2016-05-30T05:11:14Z","timestamp":1464585074000},"page":"3-11","source":"Crossref","is-referenced-by-count":1,"title":["A Direct Method for the Langevin-Analysis of Multidimensional Stochastic Processes with Strong Correlated Measurement Noise"],"prefix":"10.1007","author":[{"given":"Teresa","family":"Scholz","sequence":"first","affiliation":[]},{"given":"Frank","family":"Raischel","sequence":"additional","affiliation":[]},{"given":"Pedro G.","family":"Lind","sequence":"additional","affiliation":[]},{"given":"Matthias","family":"W\u00e4chter","sequence":"additional","affiliation":[]},{"given":"Vitor V.","family":"Lopes","sequence":"additional","affiliation":[]},{"given":"Bernd","family":"Lehle","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2016,5,31]]},"reference":[{"issue":"5","key":"1_CR1","doi-asserted-by":"crossref","first-page":"87","DOI":"10.1016\/j.physrep.2011.05.003","volume":"506","author":"R. Friedrich","year":"2011","unstructured":"Friedrich, R., Peinke, J., Sahimi, M., Tabar, M.R.R.: Approaching complexity by stochastic methods: from biological systems to turbulence. Phys. Rep. 506(5), 87\u2013162 (2011)","journal-title":"Phys. Rep."},{"issue":"6","key":"1_CR2","doi-asserted-by":"crossref","first-page":"1145","DOI":"10.1007\/s10955-013-0803-z","volume":"152","author":"B. Lehle","year":"2013","unstructured":"Lehle, B.: Stochastic time series with strong, correlated measurement noise: Markov analysis in n dimensions. J. Stat. Phys. 152(6), 1145\u20131169 (2013)","journal-title":"J. Stat. Phys."},{"key":"1_CR3","doi-asserted-by":"crossref","unstructured":"Risken, H., Frank, T.: The Fokker-Planck Equation. Springer Series in Synergetics, vol.\u00a018. Springer, Berlin, Heidelberg (1996)","DOI":"10.1007\/978-3-642-61544-3_4"},{"key":"1_CR4","doi-asserted-by":"crossref","first-page":"863","DOI":"10.1103\/PhysRevLett.78.863","volume":"78","author":"R. Friedrich","year":"1997","unstructured":"Friedrich, R., Peinke, J.: Description of a turbulent cascade by a Fokker-Planck equation. Phys. Rev. Lett. 78, 863\u2013866 (1997)","journal-title":"Phys. Rev. Lett."},{"key":"1_CR5","doi-asserted-by":"crossref","first-page":"383","DOI":"10.1017\/S0022112001003597","volume":"433","author":"C. Renner","year":"2001","unstructured":"Renner, C., Peinke, J., Friedrich, R.: Experimental indications for Markov properties of small-scale turbulence. J. Fluid Mech. 433, 383\u2013409 (2001)","journal-title":"J. Fluid Mech."},{"key":"1_CR6","doi-asserted-by":"crossref","first-page":"767","DOI":"10.1038\/381767a0","volume":"381","author":"S. Ghashghaieand","year":"1996","unstructured":"Ghashghaieand, S., Breymann, W., Peinke, J., Talkner, P., Dodge, Y.: Turbulent cascades in foreign exchange markets. Nature 381, 767\u2013770 (1996)","journal-title":"Nature"},{"key":"1_CR7","doi-asserted-by":"crossref","first-page":"138701","DOI":"10.1103\/PhysRevLett.110.138701","volume":"110","author":"P. Milan","year":"2013","unstructured":"Milan, P., W\u00e4chter, M., Peinke, J.: Turbulent character of wind energy. Phys. Rev. Lett., 110, 138701 (2013)","journal-title":"Phys. Rev. Lett."},{"key":"1_CR8","doi-asserted-by":"crossref","first-page":"042146","DOI":"10.1103\/PhysRevE.88.042146","volume":"88","author":"F. Raischel","year":"2013","unstructured":"Raischel, F., Scholz, T., Lopes, V.V., Lind, P.G.: Uncovering wind turbine properties through two-dimensional stochastic modeling of wind dynamics. Phys. Rev. E 88, 042146 (2013)","journal-title":"Phys. Rev. E"},{"key":"1_CR9","doi-asserted-by":"crossref","first-page":"208103","DOI":"10.1103\/PhysRevLett.106.208103","volume":"106","author":"V. Zaburdaev","year":"2011","unstructured":"Zaburdaev, V., Uppaluri, S., Pfohl, T., Engstler, M., Friedrich, R., Stark, H.: Langevin dynamics deciphers the motility pattern of swimming parasites. Phys. Rev. Lett. 106, 208103 (2011)","journal-title":"Phys. Rev. Lett."},{"issue":"39","key":"1_CR10","doi-asserted-by":"crossref","first-page":"3507","DOI":"10.1016\/j.physleta.2009.07.073","volume":"373","author":"D. Lamouroux","year":"2009","unstructured":"Lamouroux, D., Lehnertz, K.: Kernel-based regression of drift and diffusion coefficients of stochastic processes. Phys. Lett. A 373(39), 3507\u20133512 (2009)","journal-title":"Phys. Lett. A"},{"key":"1_CR11","doi-asserted-by":"crossref","first-page":"026705","DOI":"10.1103\/PhysRevE.85.026705","volume":"85","author":"D. Kleinhans","year":"2012","unstructured":"Kleinhans, D.: Estimation of drift and diffusion functions from time series data: a maximum likelihood framework. Phys. Rev. E 85, 026705 (2012)","journal-title":"Phys. Rev. E"},{"key":"1_CR12","doi-asserted-by":"crossref","first-page":"021113","DOI":"10.1103\/PhysRevE.83.021113","volume":"83","author":"B. Lehle","year":"2011","unstructured":"Lehle, B.: Analysis of stochastic time series in the presence of strong measurement noise. Phys. Rev. E 83, 021113 (2011)","journal-title":"Phys. Rev. E"},{"key":"1_CR13","doi-asserted-by":"crossref","first-page":"2081","DOI":"10.1016\/j.physleta.2012.05.017","volume":"376","author":"F. Raischel","year":"2012","unstructured":"Raischel, F., Russo, A., Haase, M., Kleinhans, D., Lind, P.G.: Optimal variables for describing evolution of no2 concentration. Phys. Lett. A 376, 2081\u20132089 (2012)","journal-title":"Phys. Lett. A"},{"key":"1_CR14","doi-asserted-by":"crossref","first-page":"031103","DOI":"10.1103\/PhysRevE.84.031103","volume":"84","author":"V.V. Vasconcelos","year":"2011","unstructured":"Vasconcelos, V.V., Raischel, F., Haase, M., Peinke, J., W\u00e4chter, M., Lind, P.G., Kleinhans, D.: Principal axes for stochastic dynamics. Phys. Rev. E 84, 031103 (2011)","journal-title":"Phys. Rev. E"},{"key":"1_CR15","doi-asserted-by":"crossref","first-page":"090603","DOI":"10.1103\/PhysRevLett.97.090603","volume":"97","author":"F. B\u00f6ttcher","year":"2006","unstructured":"B\u00f6ttcher, F., Peinke, J., Kleinhans, D., Friedrich, R., Lind, P.G., Haase, M.: Reconstruction of complex dynamical systems affected by strong measurement noise. Phys. Rev. Lett. 97, 090603 (2006)","journal-title":"Phys. Rev. Lett."},{"key":"1_CR16","doi-asserted-by":"crossref","first-page":"041125","DOI":"10.1103\/PhysRevE.81.041125","volume":"81","author":"P.G. Lind","year":"2010","unstructured":"Lind, P.G. Haase, M., B\u00f6ttcher, F., Peinke, J., Kleinhans, D., Friedrich, R.: Extracting strong measurement noise from stochastic time series: applications to empirical data. Phys. Rev. E 81, 041125 (2010)","journal-title":"Phys. Rev. E"},{"key":"1_CR17","doi-asserted-by":"crossref","first-page":"012007","DOI":"10.1088\/1742-6596\/285\/1\/012007","volume":"285","author":"J. Carvalho","year":"2011","unstructured":"Carvalho, J., Raischel, F., Haase, M., Lind, P.G.: Evaluating strong measurement noise in data series with simulated annealing method. J. Phys. Conf. Ser. 285, 012007 (2011)","journal-title":"J. Phys. Conf. Ser."},{"key":"1_CR18","doi-asserted-by":"crossref","first-page":"25","DOI":"10.1007\/s10107-004-0559-y","volume":"106","author":"A. W\u00e4chter","year":"2006","unstructured":"W\u00e4chter, A., Biegler, L.T.: On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming. Math. Program. 106, 25\u201357 (2006)","journal-title":"Math. Program."},{"key":"1_CR19","unstructured":"Andersson, J., Houska, B., Diehl, M.: Towards a computer algebra system with automatic differentiation for use with object-oriented modelling languages. In: Proceedings of the 3rd International Workshop on Equation-Based Object-Oriented Modeling Languages and Tools, Oslo, pp. 99\u2013105 (2010)"},{"key":"1_CR20","unstructured":"HSL: A collection of Fortran codes for large scale scientific computation. http:\/\/www.hsl.rl.ac.uk\/ (2013)"},{"key":"1_CR21","doi-asserted-by":"crossref","unstructured":"Scholz, T., Raischel, F., Wchter, M., Lehle, B., Lopes, V.V., Lind, P.G., Peinke, J.: Parameter-free resolution of the superposition of stochastic signals. Phys. Rev. E (2016, submitted)","DOI":"10.1016\/j.physleta.2016.09.057"}],"container-title":["Contributions to Statistics","Time Series Analysis and Forecasting"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-28725-6_1","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,8]],"date-time":"2019-09-08T21:23:22Z","timestamp":1567977802000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-28725-6_1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016]]},"ISBN":["9783319287232","9783319287256"],"references-count":21,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-28725-6_1","relation":{},"ISSN":["1431-1968"],"issn-type":[{"type":"print","value":"1431-1968"}],"subject":[],"published":{"date-parts":[[2016]]}}}