Rights statement: © 2012 American Physical Society
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise
AU - Stankovski, Tomislav
AU - Duggento, Andrea
AU - McClintock, Peter V. E.
AU - Stefanovska, Aneta
N1 - © 2012 American Physical Society
PY - 2012/7/9
Y1 - 2012/7/9
N2 - 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.
AB - 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.
KW - Coupled oscillators
KW - Bayesian inference
KW - Time-dependent
KW - synchronization
KW - coupling function
KW - noise
UR - http://www.scopus.com/inward/record.url?scp=84863671560&partnerID=8YFLogxK
U2 - 10.1103/PhysRevLett.109.024101
DO - 10.1103/PhysRevLett.109.024101
M3 - Journal article
AN - SCOPUS:84863671560
VL - 109
JO - Physical review letters
JF - Physical review letters
SN - 0031-9007
IS - 2
M1 - 024101
ER -