Layer-by-layer unsupervised clustering of statistically relevant fluctuations in noisy time-series data of complex dynamical systems

Complex systems are typically characterized by intricate internal dynamics that are often hard to elucidate. Ideally, this requires methods that allow to detect and classify in an unsupervised way the microscopic dynamical events occurring in the system. However, decoupling statistically relevant fluctuations from the internal noise remains most often nontrivial. Here, we describe "