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): 024101. ISSN 0031-9007
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.