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A method to synchronize two chaotic systems with anticipation or lag, coupled in the drive response mode, is proposed. The coupling involves variable delay with three time scales. The method has the advantage that synchronization is…

Chaotic Dynamics · Physics 2015-05-13 G. Ambika , R. E. Amritkar

Entanglement detection typically relies on linear inequalities for mean values of certain observables (entanglement witnesses), where violation indicates entanglement. We provide a general method to improve any of these inequalities for…

Quantum Physics · Physics 2007-05-23 Otfried Gühne , Norbert Lütkenhaus

This short note suggests a heuristic method for detecting the dependence of random time series that can be used in the case when this dependence is relatively weak and such that the traditional methods are not effective. The method requires…

Statistical Finance · Quantitative Finance 2012-02-03 Nikolai Dokuchaev

We propose an informal test for stationarity in a time series which checks for the compatibility of nonlinear approximations to the dynamics made in different segments of the sequence. The segments are compared directly, rather than via…

chao-dyn · Physics 2009-10-31 Thomas Schreiber

Motivated by neuroscience applications, we introduce the concept of qualitative detection, that is, the problem of determining on-line the current qualitative dynamical behavior (e.g., resting, oscillating, bursting, spiking etc.) of a…

Optimization and Control · Mathematics 2018-10-10 Ying Tang , Alessio Franci , Romain Postoyan

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Statistical differentiability of the measure along the reconstructed trajectory is a good candidate to quantify determinism in time series. The procedure is based upon a formula that explicitly shows the sensitivity of the measure to…

Chaotic Dynamics · Physics 2009-10-31 Guillermo J. Ortega , Enrique Louis

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…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

Synchronization of coupled continuous-time linear systems is studied in a general setting. For identical neutrally-stable linear systems that are detectable from their outputs, it is shown that a linear output feedback law exists under…

Optimization and Control · Mathematics 2008-01-22 S. Emre Tuna

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Information Theory · Computer Science 2016-02-09 German Gomez-Herrero , Wei Wu , Kalle Rutanen , Miguel C. Soriano , Gordon Pipa , Raul Vicente

Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques. Discerning the presence…

Applications · Statistics 2019-03-21 Pietro Verzelli , Laura Sacerdote

A method for detecting possible non-deterministic dynamics underlying a time series is introduced. Non-deterministic dynamics may arise due to the failure of the Lipschitz condition in the equations of motion. At a singular point, the phase…

chao-dyn · Physics 2008-02-03 D. D. Dixon , M. Zak , J. P. Zbilut

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

Chaotic Dynamics · Physics 2015-06-24 Elizabeth Bradley , Holger Kantz

We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…

Methodology · Statistics 2024-04-25 Kenneth D. Harris , Alex E. Yuan

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

chao-dyn · Physics 2008-02-03 Bjoern Lillekjendlie , Dimitris Kugiumtzis , Nils Christophersen

Most of the time series in nature are a mixture of signals with deterministic and random dynamics. Thus the distinction between these two characteristics becomes important. Distinguishing between chaotic and aleatory signals is difficult…

Data Analysis, Statistics and Probability · Physics 2017-09-13 D. M. Mateos , L. Riveaud , P. W. Lamberti

An approach based on the kernel methods for capturing the nonlinear interdependence between two signals is introduced. It is demonstrated that the proposed approach is useful for characterizing generalized synchronization with a successful…

Chaotic Dynamics · Physics 2009-11-11 Hiromichi Suetani , Yukito Iba , Kazuyuki Aihara

Many temporal networks exhibit multiple system states, such as weekday and weekend patterns in social contact networks. The detection of such distinct states in temporal network data has recently been explored as it helps reveal underlying…

Social and Information Networks · Computer Science 2020-08-20 Shun Cao , Hiroki Sayama