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

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Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise. / Stankovski, Tomislav; Duggento, Andrea; McClintock, Peter V. E. et al.
In: Physical review letters, Vol. 109, No. 2, 024101, 09.07.2012.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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Stankovski T, Duggento A, McClintock PVE, Stefanovska A. Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise. Physical review letters. 2012 Jul 9;109(2):024101. doi: 10.1103/PhysRevLett.109.024101

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@article{6823bf9dc8324348ba0d2e00f0954ae4,
title = "Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise",
abstract = "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.",
keywords = "Coupled oscillators, Bayesian inference , Time-dependent , synchronization , coupling function, noise",
author = "Tomislav Stankovski and Andrea Duggento and McClintock, {Peter V. E.} and Aneta Stefanovska",
note = "{\textcopyright} 2012 American Physical Society",
year = "2012",
month = jul,
day = "9",
doi = "10.1103/PhysRevLett.109.024101",
language = "English",
volume = "109",
journal = "Physical review letters",
issn = "0031-9007",
publisher = "American Physical Society",
number = "2",

}

RIS

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 -