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arXiv · 1206.1961

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

Tomislav Stankovski·Andrea Duggento·Peter V. E. McClintock·Aneta Stefanovska
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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.

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Tomislav Stankovski, Andrea Duggento, Peter V. E. McClintock, Aneta Stefanovska. 2012-06-09. Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise. https://doi.org/10.1103/physrevlett.109.024101

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