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Title: Inference of time-evolving coupled dynamical systems in the presence of noise
Authors: Stankovski, Tomislav 
Duggento, Andrea
McClintock, Peter V E
Stefanovska, Aneta
Keywords: Physics - Data Analysis; Statistics and Probability
Physics - Data Analysis; Statistics and Probability
Nonlinear Sciences - Adaptation and Self-Organizing Systems
Physics - Biological Physics
Physics - Computational Physics
Physics - Medical Physics
Issue Date: 13-Jul-2012
Journal: Physical review letters
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.
DOI: 10.1103/PhysRevLett.109.024101
Appears in Collections:Faculty of Medicine: Journal Articles

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