Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise
Data Analysis, Statistics and Probability
2012-08-09 v2 Adaptation and Self-Organizing Systems
Biological Physics
Computational Physics
Medical Physics
Abstract
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.
Keywords
Cite
@article{arxiv.1206.1961,
title = {Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise},
author = {Tomislav Stankovski and Andrea Duggento and Peter V. E. McClintock and Aneta Stefanovska},
journal= {arXiv preprint arXiv:1206.1961},
year = {2012}
}
Comments
5 pages, 3 figures, accepted for Physical Review Letters