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

Stankovski, Tomislav and Duggento, Andrea and McClintock, Peter V. E. and Stefanovska, Aneta (2012) Inference of Time-Evolving Coupled Dynamical Systems in the Presence of Noise. Physical review letters, 109 (2). ISSN 0031-9007

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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.

Item Type:
Journal Article
Journal or Publication Title:
Physical review letters
Additional Information:
© 2012 American Physical Society
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
63925
Deposited By:
Deposited On:
23 Apr 2013 15:22
Refereed?:
Yes
Published?:
Published
Last Modified:
04 Jul 2020 01:48