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

Tomislav Stankovski, Andrea Duggento, Peter V. E. McClintock, and Aneta Stefanovska
Phys. Rev. Lett. 109, 024101 – Published 9 July 2012
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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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  • Received 21 February 2012

DOI:https://doi.org/10.1103/PhysRevLett.109.024101

© 2012 American Physical Society

Authors & Affiliations

Tomislav Stankovski1, Andrea Duggento2, Peter V. E. McClintock1, and Aneta Stefanovska1,*

  • 1Department of Physics, Lancaster University, Lancaster, LA1 4YB, United Kingdom
  • 2Medical Physics Section, Faculty of Medicine, Tor Vergata University, Rome, Italy

  • *aneta@lancaster.ac.uk

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Issue

Vol. 109, Iss. 2 — 13 July 2012

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