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In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst…

Machine Learning · Statistics 2022-01-21 Stefanos Bennett , Mihai Cucuringu , Gesine Reinert

As the complexity of production processes increases, the diversity of data types drives the development of network monitoring technology. This paper mainly focuses on an online algorithm to detect serially correlated directed networks…

Applications · Statistics 2021-12-17 Miaomiao Yu , Yuhao Zhou , Fugee Tsung

A theoretical and experimental investigation is presented on the intermodal coupling between the flexural vibration modes of a single clamped-clamped beam. Nonlinear coupling allows an arbitrary flexural mode to be used as a self-detector…

Mesoscale and Nanoscale Physics · Physics 2010-09-14 H. J. R. Westra , M. Poot , H. S. J. van der Zant , W. J. Venstra

Estimating causal interactions in complex dynamical systems is an important problem encountered in many fields of current science. While a theoretical solution for detecting the causal interactions has been previously formulated in the…

Data Analysis, Statistics and Probability · Physics 2020-01-20 Jakub Kořenek , Jaroslav Hlinka

When employing non-linear methods to characterise complex systems, it is important to determine to what extent they are capturing genuine non-linear phenomena that could not be assessed by simpler spectral methods. Specifically, we are…

Methodology · Statistics 2021-09-22 Pedro A. M. Mediano , Fernando E. Rosas , Adam B. Barrett , Daniel Bor

We quantify nonlinear interactions between coupled complex processes, when the system is subject to noise and not all its components are measurable. Our method is applicable even when the system cannot be continuously monitored over time,…

Statistical Mechanics · Physics 2026-04-02 Erez Aghion , Nava Leibovich

In complex dynamical systems, the detection of coupling and its direction from observed time series is a challenging task. We study coupling in coupled Duffing oscillator systems in regular and chaotic dynamical regimes. By observing the…

Adaptation and Self-Organizing Systems · Physics 2021-06-22 Martin Brešar , Pavle Boškoski , Martin Horvat

A basic result in synchronization of linear systems via output coupling is presented. For identical discrete-time linear systems that are detectable from their outputs and neutrally stable, it is shown that a linear output feedback law…

Dynamical Systems · Mathematics 2008-01-21 S. Emre Tuna

This paper proposes an approach to addresses the control challenges posed by a fault-induced uncertainty in both the dynamics and control input effectiveness of a class of hierarchical nonlinear systems in which the high-level dynamics is…

Optimization and Control · Mathematics 2021-08-10 Sina Ameli , Olugbenga Moses Anubi

Causality defines the relationship between cause and effect. In multivariate time series field, this notion allows to characterize the links between several time series considering temporal lags. These phenomena are particularly important…

Methodology · Statistics 2023-06-01 Antonin Arsac , Aurore Lomet , Jean-Philippe Poli

We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…

Social and Information Networks · Computer Science 2015-05-13 Ronan Hamon , Pierre Borgnat , Patrick Flandrin , Céline Robardet

A wide variety of natural and human-made systems consist of a large set of dynamical units coupled into a complex structure. Breakdown of such systems can have a dramatic impact, as in the case of neurons in the brain or lines in an…

Systems and Control · Electrical Eng. & Systems 2021-04-08 Robin Delabays , Laurent Pagnier , Melvyn Tyloo

We consider the problem of inferring causal relationships between two or more passively observed variables. While the problem of such causal discovery has been extensively studied especially in the bivariate setting, the majority of current…

Machine Learning · Statistics 2019-04-22 Ricardo Pio Monti , Kun Zhang , Aapo Hyvarinen

We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of…

Statistics Theory · Mathematics 2015-02-02 Alexander Schnurr , Herold Dehling

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

Quantitative Methods · Quantitative Biology 2017-04-11 Myrl G. Marmarelis

We propose two robust methods for anomaly detection in dynamic networks in which the properties of normal traffic are time-varying. We formulate the robust anomaly detection problem as a binary composite hypothesis testing problem and…

Networking and Internet Architecture · Computer Science 2015-03-10 Jing Wang , Ioannis Ch. Paschalidis

We introduce a technique to detect and quantify local functional dependencies between coupled chaotic systems. The method estimates the fraction of locally syncronized configurations, in a pair of signals with an arbitrary state of global…

Chaotic Dynamics · Physics 2009-11-10 L. Pastur , S. Boccaletti , P. L. Ramazza

We introduce a geometric method for identifying the coupling direction between two dynamical systems based on a bivariate extension of recurrence network analysis. Global characteristics of the resulting inter-system recurrence networks…

Data Analysis, Statistics and Probability · Physics 2013-01-08 Jan H. Feldhoff , Reik V. Donner , Jonathan F. Donges , N. Marwan , J. Kurths

This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…

Chaotic Dynamics · Physics 2017-02-13 Leandro M. Alonso

Using experimental data from three different rogue wave supporting systems, determinism and predictability of the underlying dynamics are evaluated with methods of nonlinear time series analysis. We included original records from the…

Atmospheric and Oceanic Physics · Physics 2015-03-03 Simon Birkholz , Carsten Brée , Ayhan Demircan , Günter Steinmeyer