Inference of time-evolving coupled dynamical systems in the presence of noise
Journal
Physical review letters
Date Issued
2012-07-13
Author(s)
Duggento, Andrea
McClintock, Peter V E
Stefanovska, Aneta
DOI
10.1103/PhysRevLett.109.024101
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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