  A method is proposed to reconstruct a cyclic time-inhomogeneous Markov pro-
cess from measured data. First, a time-inhomogeneous Markov model is fit to the
data, taken here from measurements on a wind turbine. From the time-dependent
transition matrices, the time-dependent Kramers-Moyal coefficients of the
corresponding stochastic process are computed. Further applications of this
method are discussed.
