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Surrogate data testing for linearity is frequently applied to confirm the results of nonlinear time series analysis. We argue that this, in general, is not possible.

Chaotic Dynamics · Physics 2009-10-31 J. Timmer

A critical task in systems biology is the identification of genes that interact to control cellular processes by transcriptional activation of a set of target genes. Many methods have been developed to use statistical correlations in…

Quantitative Methods · Quantitative Biology 2010-11-24 Adam A. Margolin , Kai Wang , Andrea Califano , Ilya Nemenman

An important problem in time series analysis is the discrimination between non-stationarity and longrange dependence. Most of the literature considers the problem of testing specific parametric hypotheses of non-stationarity (such as a…

Statistics Theory · Mathematics 2016-07-19 Philip Preuß , Kemal Sen , Holger Dette

The first part of this Review describes a few of the main methods that have been employed in non-linear time series analysis with special reference to biological applications (biomechanics). The second part treats the physical basis of…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Frank G. Borg

Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…

Data Analysis, Statistics and Probability · Physics 2019-07-24 C Granero-Belinchón , S. Roux , P. Abry , N. Garnier

Multiscale entropy (MSE) has been widely used to examine nonlinear systems involving multiple time scales, such as biological and economic systems. Conversely, Allan variance has been used to evaluate the stability of oscillators, such as…

Chaotic Dynamics · Physics 2023-05-03 Naoki Asuke , Tomoki Yamagami , Takatomo Mihana , André Röhm , Ryoichi Horisaki , Makoto Naruse

Multi-electrode neurophysiological recordings produce massive quantities of data. Multivariate time series analysis provides the basic framework for analyzing the patterns of neural interactions in these data. It has long been recognized…

Quantitative Methods · Quantitative Biology 2007-05-23 Mingzhou Ding , Yonghong Chen , Steven L. Bressler

Multivariate entropy quantification algorithms are becoming a prominent tool for the extraction of information from multi-channel physiological time-series. However, in the analysis of physiological signals from heterogeneous organ systems,…

Information Theory · Computer Science 2023-01-18 Evangelos Kafantaris , Tsz-Yan Milly Lo , Javier Escudero

Identifying patterns of relations among the units of a complex system from measurements of their activities in time is a fundamental problem with many practical applications. Here, we introduce a method that detects dependencies of any…

Physics and Society · Physics 2026-03-09 Andrea Civilini , Fabrizio de Vico Fallani , Vito Latora

Recent developments in experimental neuroscience make it possible to simultaneously record the activity of thousands of neurons. However, the development of analysis approaches for such large-scale neural recordings have been slower than…

Neurons and Cognition · Quantitative Biology 2022-10-18 Rufus Mitchell-Heggs , Seigfred Prado , Giuseppe P. Gava , Mary Ann Go , Simon R. Schultz

The cooperative behaviour of interacting neurons and synapses is studied using models and methods from statistical physics. The competition between training error and entropy may lead to discontinuous properties of the neural network. This…

Disordered Systems and Neural Networks · Physics 2017-02-08 Wolfgang Kinzel

Information theory is a practical and theoretical framework developed for the study of communication over noisy channels. Its probabilistic basis and capacity to relate statistical structure to function make it ideally suited for studying…

Neurons and Cognition · Quantitative Biology 2015-01-09 Simon R. Schultz , Robin A. A. Ince , Stefano Panzeri

Human brains exhibit highly organized multiscale neurophysiological dynamics. Understanding those dynamic changes and the neuronal networks involved is critical for understanding how the brain functions in health and disease. Functional…

Neurons and Cognition · Quantitative Biology 2024-09-09 Manuel Morante , Kristian Frølich , Naveed ur Rehman

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to…

Neurons and Cognition · Quantitative Biology 2017-07-05 Luca Ambrogioni , Marcel A. J. van Gerven , Eric Maris

Functional magnetic resonance imaging (fMRI) data provides information concerning activity in the brain and in particular the interactions between brain regions. Resting state fMRI data is widely used for inferring connectivities in the…

Applications · Statistics 2019-03-04 Christina Stoehr , John A D Aston , Claudia Kirch

We generalize the method of surrogate data of testing for nonlinearity in time series to the case that the data are sampled with uneven time intervals. The null hypothesis will be that the data have been generated by a linear stochastic…

chao-dyn · Physics 2009-10-31 Andreas Schmitz , Thomas Schreiber

We investigate the relative merit of phase-based methods---mean phase coherence, unweighted and weighted phase lag index---for estimating the strength of interactions between dynamical systems from empirical time series which are affected…

Neurons and Cognition · Quantitative Biology 2014-09-16 Stephan Porz , Matthäus Kiel , Klaus Lehnertz

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

All neuroimaging modalities have their own strengths and limitations. A current trend is toward interdisciplinary approaches that use multiple imaging methods to overcome limitations of each method in isolation. At the same time…

Methodology · Statistics 2023-03-30 Pratim Guha Niyogi , Martin A. Lindquist , Tapabrata Maiti

The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by sensitively detecting correlations among the Fourier phases.…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Korbinian Schreiber , Heike I. Modest , Christoph Räth