M Peifer

Publications (2)3.51 Total impact

• Source

  Available from: uni-bremen.de

  Article: Mixing properties of the Rössler system and consequences for coherence and synchronization analysis.

  M Peifer, B Schelter, M Winterhalder, J Timmer
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  ABSTRACT: Cross-spectral and synchronization analysis of two independent, identical chaotic Rössler systems suggest a coupling although there is no interaction. This spuriously detected interaction can either be explained by the absence of mixing or by finite size effects. To decide which alternative holds the phase dynamics is studied by a model of the fluctuations derived from the system's equations. The basic assumption of the model is a diffusive character for the system which corresponds to mixing. Comparison of theoretical properties of the model with empirical properties of the Rössler system suggests that the system is mixing but the rate of mixing appears to be rather low.
  Physical Review E 09/2005; 72(2 Pt 2):026213. · 2.26 Impact Factor
• Source

  Available from: psu.edu

  Article: On studentising and blocklength selection for the bootstrap on time series.

  M Peifer, B Schelter, B Guschlbauer, B Hellwig, C H Lücking, J Timmer
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  ABSTRACT: For independent data, non-parametric bootstrap is realised by resampling the data with replacement. This approach fails for dependent data such as time series. If the data generating process is at least stationary and mixing, the blockwise bootstrap by drawing subsamples or blocks of the data saves the concept. For the blockwise bootstrap a blocklength has to be selected. We propose a method for selecting the optimal blocklength. To improve the finite size properties of the blockwise bootstrap, studentised statistics is considered. If the statistic can be represented as a smooth function model this studentisation can be approximated efficiently. The studentised blockwise bootstrap method is applied for testing hypotheses on medical time series.
  Biometrical Journal 07/2005; 47(3):346-57. · 1.25 Impact Factor