Home > Research > Publications & Outputs > Inference of Time-Evolving Coupled Dynamical Sy...

Associated organisational unit

Electronic data

  • E024101

    Rights statement: © 2012 American Physical Society

    Final published version, 1.42 MB, PDF document

    Available under license: None


Text available via DOI:

View graph of relations

Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Article number024101
<mark>Journal publication date</mark>9/07/2012
<mark>Journal</mark>Physical review letters
Issue number2
Number of pages5
Publication StatusPublished
<mark>Original language</mark>English


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.

Bibliographic note

© 2012 American Physical Society