Inference of time-evolving coupled dynamical systems in the presence of noise

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips and enables the evolution of the coupling functions and other parameters to be followed. It...

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Bibliographic Details
Published in:Physical review letters 2012-07, Vol.109 (2), p.024101-024101, Article 024101
Main Authors: Stankovski, Tomislav, Duggento, Andrea, McClintock, Peter V E, Stefanovska, Aneta
Format: Article
Language:English
Subjects:
Fourier Analysis
Models, Theoretical
Oscillometry
Periodicity
Signal-To-Noise Ratio
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Summary:A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips and enables the evolution of the coupling functions and other parameters to be followed. It is based on phase dynamics, with Bayesian inference of the time-evolving parameters achieved by shaping the prior densities to incorporate knowledge of previous samples. The method is tested numerically and applied to reveal and quantify the time-varying nature of cardiorespiratory interactions.
ISSN:0031-9007
1079-7114
DOI:10.1103/PhysRevLett.109.024101