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Subject: Physics - Data Analysis; Statistics and Probability
Subject: Physics - Data Analysis; Statistics and Probability
Subject: Nonlinear Sciences - Adaptation and Self-Organizing Systems
Subject: Physics - Biological Physics
Subject: Physics - Computational Physics
Subject: Physics - Medical Physics


Year: 2012


Type: Article



Title: Inference of time-evolving coupled dynamical systems in the presence of noise


Author: Stankovski, Tomislav
Author: Duggento, Andrea
Author: McClintock, Peter V E
Author: Stefanovska, Aneta



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.


Publisher:


Relation: Physical review letters



Identifier: oai:repository.ukim.mk:20.500.12188/1463
Identifier: http://hdl.handle.net/20.500.12188/1463
Identifier: 10.1103/PhysRevLett.109.024101
Identifier: 109
Identifier: 2



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Inference of time-evolving coupled dynamical systems in the presence of noise201212