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Observability is the property that enables to distinguish two different locations in $n$-dimensional state space from a reduced number of measured variables, usually just one. In high-dimensional systems it is therefore important to make…

Neurons and Cognition · Quantitative Biology 2019-05-06 Luis A. Aguirre , Leonardo L. Portes , Christophe Letellier

Multivariate Singular Spectrum Analysis (MSSA) is a powerful and widely used nonparametric method for multivariate time series, which allows the analysis of complex temporal data from diverse fields such as finance, healthcare, ecology, and…

Methodology · Statistics 2024-07-08 Fabio Centofanti , Mia Hubert , Biagio Palumbo , Peter J. Rousseeuw

Detection of a signal in a noisy time series using Monte Carlo singular spectrum analysis (MC-SSA) is studied from the statistical viewpoint. The MC-SSA test consists of simultaneous testing of several hypotheses related to the presence of…

Methodology · Statistics 2022-07-29 Nina Golyandina

We introduce Multivariate Circulant Singular Spectrum Analysis (M-CiSSA) to provide a comprehensive framework to analyze fluctuations, extracting the underlying components of a set of time series, disentangling their sources of variation…

Signal Processing · Electrical Eng. & Systems 2023-08-24 Juan Bógalo , Pilar Poncela , Eva Senra

Using multi-scale ideas from wavelet analysis, we extend singular-spectrum analysis (SSA) to the study of nonstationary time series of length $N$ whose intermittency can give rise to the divergence of their variance. SSA relies on the…

chao-dyn · Physics 2015-06-24 P. Yiou , D. Sornette , M. Ghil

Many real-world systems are often regarded as weakly coupled limit-cycle oscillators, in which each oscillator corresponds to a dynamical system with many degrees of freedom that have collective oscillations. One of the most practical…

Adaptation and Self-Organizing Systems · Physics 2022-11-21 Takahiro Arai , Yoji Kawamura , Toshio Aoyagi

This paper addresses important control and observability aspects of the phase synchronization of two oscillators. To this aim a feedback control framework is proposed based on which issues related to master-slave synchronization are…

Chaotic Dynamics · Physics 2018-06-26 Luis Antonio Aguirre , Leandro Freitas

We introduce and analyze a variant of multivariate singular spectrum analysis (mSSA), a popular time series method to impute and forecast a multivariate time series. Under a spatio-temporal factor model we introduce, given $N$ time series…

Machine Learning · Computer Science 2022-06-22 Anish Agarwal , Abdullah Alomar , Devavrat Shah

We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of…

Data Analysis, Statistics and Probability · Physics 2010-03-15 Stephan Bialonski , Klaus Lehnertz

The entrainment between weakly-coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the…

Neurons and Cognition · Quantitative Biology 2019-02-27 Ludovico Minati , Natsue Yoshimura , Mattia Frasca , Stanislaw Drozdz , Yasuharu Koike

Stochastic approximation (SA) that involves multiple coupled sequences, known as multiple-sequence SA (MSSA), finds diverse applications in the fields of signal processing and machine learning. However, existing theoretical understandings…

Machine Learning · Computer Science 2024-10-18 Yue Huang , Zhaoxian Wu , Shiqian Ma , Qing Ling

Synchronization is central to many complex systems in engineering physics (e.g., the power-grid, Josephson junction circuits, and electro-chemical oscillators) and biology (e.g., neuronal, circadian, and cardiac rhythms). Despite these…

Adaptation and Self-Organizing Systems · Physics 2017-01-13 Dane Taylor , Per Sebastian Skardal , Jie Sun

Time series analysis is fundamental to characterizing the variability inherent in multi-wavelength emissions from blazars. However, a major observational challenge lies in the need for well-sampled, temporally uniform data, which is often…

High Energy Astrophysical Phenomena · Physics 2025-10-23 P. Peñil , N. Torres-Albà , A. Rico , S. Buson , M. Ajello , A. Domínguez , S. Adhikari

Singular spectrum analysis (SSA) as a nonparametric tool for decomposition of an observed time series into sum of interpretable components such as trend, oscillations and noise is considered. The separability of these series components by…

Methodology · Statistics 2016-01-25 Nina Golyandina , Alex Shlemov

We present an analytical scheme to achieve optimal synchronization in multiplex networks of frustrated and non-frustrated phase oscillators. We derive a multiplex synchrony alignment function (MSAF) for that purpose, the expression of which…

Adaptation and Self-Organizing Systems · Physics 2020-04-22 Prosenjit Kundu , Pitambar Khanra , Chittaranjan Hens , Pinaki Pal

We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 G. Greco , D. Kondrashov , S. Kobayashi , M. Ghil , M. Branchesi , C. Guidorzi , G. Stratta , M. Ciszak , F. Marino , A. Ortolan

Synchronization is an emergent and fundamental phenomenon in nature and engineered systems. Understanding the stability of a synchronized phenomenon is crucial for ensuring functionality in various complex systems. The stability of the…

Adaptation and Self-Organizing Systems · Physics 2025-03-17 Suman Acharyya , Priodyuti Pradhan , Chandrakala Meena

In this paper, a novel adaptive-gain Second Order Sliding Mode (SOSM) observer is proposed for multicell converters by considering it as a class of hybrid systems. The aim is to reduce the number of voltage sensors by estimating the…

Systems and Control · Computer Science 2013-05-31 Jianxing Liu , Salah Laghrouche , M. Harmouche , Maxime Wack

Phase-Rectified Signal Averaging (PRSA) was shown to be a powerful tool for the study of quasi-periodic oscillations and nonlinear effects in non-stationary signals. Here we present a bivariate PRSA technique for the study of the…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Aicko Y. Schumann , Jan W. Kantelhardt , Axel Bauer , Georg Schmidt

Synchronization processes in populations of identical networked oscillators are in the focus of intense studies in physical, biological, technological and social systems. Here we analyze the stability of the synchronization of a network of…

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