Complex systems are composed of a large number of subsystems behaving in a collective manner. In such systems, which are usually far from equilibrium, collective behavior arises due to self-organization and results in the formation of temporal, spatial, spatio-temporal and functional structures. The dynamics of order parameters in complex systems are generally non-stationary and can interact with each other in nonlinear manner. As a result, the analysis of the behavior of complex systems must be based on the assessment of the nonlinear interactions, as well as the determination of the characteristics and the strength of the fluctuating forces. This leads to the problem of retrieving a...