title: Analysis of time series from stochastic processes
abstract: Analysis of time series from stochastic processes governed by a Langevin equation is discussed. Several applications for the analysis are proposed based on estimates of drift and diffusion coefficients of the Fokker-Planck equation. The coefficients are estimated directly from a time series. The applications are illustrated by examples employing various synthetic time series and experimental time series from metal cutting.
authors.affiliation: Faculty of Mechanical Engineering, University of Ljubljana, Askerceva 6, SI-1000 Ljubljana, Slovenia.
authors.initials: J
authors.lastname: Gradisek
authors.initials: S
authors.lastname: Siegert
authors.initials: R
authors.lastname: Friedrich
authors.initials: I
authors.lastname: Grabec