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Recurrence plots have recently been recognized as a powerful tool for the analysis of data. Not only the visualization of structures of the time series but also the possibility to estimate invariants from them and the possibility to analyze non-stationary data sets are remarkable. However, the question of how much information is encoded in such a two-dimensional and binary representation has not been discussed so far. In this Letter we show that-under some conditions-it is possible to reconstruct an attractor from the recurrence plot, at least topologically. This means that all relevant dynamical information is contained in the plot. (C) 2004 Elsevier B.V. All rights reserved
In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a low numerical cost. We exemplify our results for the Rossler system, the funnel attractor and the Mackey-Glass system. In the last part of the paper we estimate dynamical invariants for data from some fluid dynamical experiments and confirm previous evidence for low dimensional chaos in this experimental system. (C) 2004 American Institute of Physics
We present different tests for phase synchronization which improve the procedures currently used in the literature. This is accomplished by using a two-samples test setup and by utilizing insights and methods from directional statistics and bootstrap theory. The tests differ in the generality of the situation in which they can be applied as well as in their complexity, including computational cost. A modification of the resampling technique of the bootstrap is introduced, making it possible to fully utilize data from time series.
A method for the multivariate analysis of statistical phase synchronization phenomena in empirical data is presented. A first statistical approach is complemented by a stochastic dynamic model, to result in a data analysis algorithm which can in a specific sense be shown to be a generic multivariate statistical phase synchronization analysis. The method is applied to EEG data from a psychological experiment, obtaining results which indicate the relevance of this method in the context of cognitive science as well as in other fields.
In this article we review the application of the synchronization theory to the analysis of multivariate biological signals. We address the problem of phase estimation from data and detection and quantification of weak interaction, as well as quantification of the direction of coupling. We discuss the potentials as well as limitations and misinterpretations of the approach
We study the effects of mutual and external chaotic phase synchronization in ensembles of bursting oscillators. These oscillators (used for modeling neuronal dynamics) are essentially multiple time scale systems. We show that a transition to mutual phase synchronization takes place on the bursting time scale of globally coupled oscillators, while on the spiking time scale, they behave asynchronously. We also demonstrate the effect of the onset of external chaotic phase synchronization of the bursting behavior in the studied ensemble by a periodic driving applied to one arbitrarily taken neuron. We also propose an explanation of the mechanism behind this effect. We infer that the demonstrated phenomenon can be used efficiently for controlling bursting activity in neural ensembles
We study phase synchronization effects of chaotic oscillators with a type-I intermittency behavior. The external and mutual locking of the average length of the laminar stage for coupled discrete and continuous in time systems is shown and the mechanism of this synchronization is explained. We demonstrate that this phenomenon can be described by using results of the parametric resonance theory and that this correspondence enables one to predict and derive all zones of synchronization
Being one of the fundamental phenomena in nonlinear science, synchronization of oscillations has permanently remained an object of intensive research. Development of many asymptotic methods and numerical simulations has allowed an understanding and explanation of various phenomena of self-synchronization. But even in the classical case of coupled van der Pol oscillators a full description of all possible dynamical regimes, their mutual transitions and characteristics is still lacking. We present here a study of the phenomenon of mutual synchronization for two non-scalar- coupled non-identical limit-cycle oscillators and analyze phase, frequency and amplitude characteristics of synchronization regimes. A series of bifurcation diagrams that we obtain exhibit various regions of qualitatively different behavior. Among them we find mono-, bi- and multistability regions, beating and "oscillation death" ones; also a region, where one of the oscillators dominates the other one is observed. The frequency characteristics that we obtain reveal three qualitatively different types of synchronization: (i) on the mean frequency (the in-phase synchronization), (ii) with a shift from the mean frequency caused by a conservative coupling term (the anti-phase synchronization), and (iii) on the frequency of one of the oscillators (when one oscillator dominates the other). (C) 2003 Elsevier B.V. All rights reserved
We study numerically the behavior of the autocorrelation function (ACF) and the power spectrum of spiral attractors without and in the presence of noise. It is shown that the ACF decays exponentially and has two different time scales. The rate of the ACF decrease is defined by the amplitude fluctuations on small time intervals, i.e., when tau < tau(cor), and by the effective diffusion coefficient of the instantantaneous phase on large time intervals. it is also demonstrated that the ACF in the Poincare map also decreases according to the exponential law exp(-lambda(+)k), where lambda(+) is the positive Lyapunov exponent. The obtained results are compared with the theory of fluctuations for the Van der Pol oscillator
This paper treats a problem of reconstructing ordinary differential equation from a single analytic time series with observational noise. We suppose that the noise is Gaussian (white). The investigation is presented in terms of classical theory of dynamical systems and modern time series analysis. We restrict our considerations on time series obtained as a numerical analytic solution of autonomous ordinary differential equation, solved with respect to the highest derivative and with polynomial right-hand side. In case of an approximate numerical solution with a rather small error, we propose a geometrical basis and a mathematical algorithm to reconstruct a low-order and low-power polynomial differential equation. To reduce the noise the given time series is smoothed at every point by moving polynomial averages using the least-squares method. Then a specific form of the least-squares method is applied to reconstruct the polynomial right-hand side of the unknown equation. We demonstrate for monotonous, periodic and chaotic solutions that this technique is very efficient
Biochemical and genetic regulatory systems that involve low concentrations of molecules are inherently noisy. This intrinsic stochasticity, has received considerable interest recently, leading to new insights about the sources and consequences of noise in complex systems of genetic regulation. However, most prior work was devoted to the reduction of fluctuation and the robustness of cellular function with respect to intrinsic noise. Here, we focus on several scenarios in which the inherent molecular fluctuations are not merely a nuisance, but act constructively and bring about qualitative changes in the dynamics of the system. It will be demonstrated that in many typical situations biochemical and genetic regulatory systems may utilize intrinsic noise to their advantage. (C) 2002 Elsevier Ireland Ltd. All rights reserved
Correlations, as observed between the concentrations of metabolites in a biological sample, may be used to gain additional information about the physiological state of a given tissue. in this mini-review, we discuss the integration of these observed correlations into metabolomic networks and their relationships with the underlying biochemical pathways
We investigate the relationship between the loss of synchronization and the onset of shadowing breakdown via unstable dimension variability in complex systems. In the neighborhood of the critical transition to strongly nonhyperbolic behavior, the system undergoes on-off intermittency with respect to the synchronization state. There are potentially severe consequences of these facts on the validity of the computer-generated trajectories obtained from dynamical systems whose synchronization manifolds share the same nonhyperbolic properties
We study frequency selectivity in noise-induced subthreshold signal processing in a system with many noise- supported stochastic attractors which are created due to slow variable diffusion between identical excitable elements. Such a coupling provides coexisting of several average periods distinct from that of an isolated oscillator and several phase relations between elements. We show that the response of the coupled elements under different noise levels can be significantly enhanced or reduced by forcing some elements in resonance with these new frequencies which correspond to appropriate phase relations
Higher variability in rainfall and river discharge could be of major importance in landslide generation in the north-western Argentine Andes. Annual layered (varved) deposits of a landslide dammed lake in the Santa Maria Basin (26°S, 66°W) with an age of 30,000 14C years provide an archive of precipitation variability during this time. The comparison of these data with present-day rainfall observations tests the hypothesis that increased rainfall variability played a major role in landslide generation. A potential cause of such variability is the El Niño/ Southern Oscillation (ENSO). The causal link between ENSO and local rainfall is quantified by using a new method of nonlinear data analysis, the quantitative analysis of cross recurrence plots (CRP). This method seeks similarities in the dynamics of two different processes, such as an ocean-atmosphere oscillation and local rainfall. Our analysis reveals significant similarities in the statistics of both modern and palaeo-precipitation data. The similarities in the data suggest that an ENSO-like influence on local rainfall was present at around 30,000 14C years ago. Increased rainfall, which was inferred from a lake balance modeling in a previous study, together with ENSO-like cyclicities could help to explain the clustering of landslides at around 30,000 14C years ago.
Observational data of natural systems, as measured in medical measurements are typically quite different from those obtained in laboratories. Due to the peculiarities of these data, wellknown characteristics, such as power spectra or fractal dimension, often do not provide a suitable description. To study such data, we present here some measures of complexity, which are basing on symbolic dynamics. Firstly, a motivation for using symbolic dynamics and measures of complexity in data analysis based on the logistic map is given and next, two applications to medical data are shown. We demonstrate that symbolic dynamics is a useful tool for the risk assessment of patients after myocardial infarction as well as for the evaluation of th e architecture of human cancellous bone.
We show that external fluctuations are able to induce propagation of harmonic signals through monostable media. This property is based on the phenomenon of doubly stochastic resonance, where the joint action of multiplicative noise and spatial coupling induces bistability in an otherwise monostable extended medium, and additive noise resonantly enhances the response of the system to a harmonic forcing. Under these conditions, propagation of the harmonic signal through the unforced medium i observed for optimal intensities of the two noises. This noise-induced propagation is studied and quantified in a simple model of coupled nonlinear electronic circuits.
We report on the effect of vibrational resonance in a spatially extended system of coupled noisy oscillators under the action of two periodic forces, a low-frequency one (signal) and a high-frequency one (carrier). Vibrational resonance manifests itself in the fact that for optimally selected values of high-frequency force amplitude, the response of the system to a low-frequency signal is optimal. This phenomenon is a synthesis of two effects, a noise- induced phase transition leading to bistability, and a conventional vibrational resonance, resulting in the optimization of signal processing. Numerical simulations, which demonstrate this effect for an extended system, can be understood by means of a zero-dimensional "effective" model. The behavior of this "effective" model is also confirmed by an experimental realization of an electronic circuit.
Estimation of parameters and unobserved components for nonlinear systems from noisy time series
(2002)
We study the problem of simultaneous estimation of parameters and unobserved states from noisy data of nonlinear time-continuous systems, including the case of additive stochastic forcing. We propose a solution by adapting the recently developed statistical method of unscented Kalman filtering to this problem. Due to its recursive and derivative-free structure, this method minimizes the cost function in a computationally efficient and robust way. It is found that parameters as well as unobserved components can be estimated with high accuracy, including confidence bands, from heavily noise-corrupted data.
We analyse time series from a study on bimanual rhythmic movements in which the speed of performance (the external control parameter) was experimentally manipulated. Using symbolic transformations as a visualization technique we observe qualitative changes in the dynamics of the timing patterns. Such phase transitions are quantitatively described by measures of complexity. Using these results we develop an advanced symbolic coding which enables us to detect important dynamical structures. Furthermore, our analysis raises new questions concerning the modelling of the underlying human cognitive-motor system.
We demonstrate the existence of phase synchronization of two chaotic rotators. Contrary to phase synchronization of chaotic oscillators, here the Lyapunov exponents corresponding to both phases remain positive even in the synchronous regime. Such frequency locked dynamics with different ratios of frequencies are studied for driven continuous-time rotators and for discrete circle maps. We show that this transition to phase synchronization occurs via a crisis transition to a band-structured attractor.
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
Recurrence-plot-based measures of complexity and its application to heart-rate-variability data
(2002)
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there are several nonlinear methods which however require rather long time observations. To overcome these difficulties, we propose measures of complexity based on vertical structures in recurrence plots and apply them to the logistic map as well as to heart rate variability data. For the logistic map these measures enable us not only to detect transitions between chaotic and periodic states, but also to identify laminar states, i.e. chaos-chaos transitions. The traditional recurrence quantification analysis fails to detect the latter transitions. Applying our new measures to the heart rate variability data, we are able to detect and quantify the laminar phases before a life-threatening cardiac arrhythmia occurs thereby facilitating a prediction of such an event. Our findings could be of importance for the therapy of malignant cardiac arrhythmias.
We propose a technique to calculate large-scale dimension densities in both higher-dimensional spatio-temporal systems and low-dimensional systems from only a few data points, where known methods usually have an unsatisfactory scaling behavior. This is mainly due to boundary and finite size effects. With our rather simple method we normalize boundary effects and get a significant correction of the dimension estimate. This straightforward approach is basing on rather general assumptions. So even weak coherent structures obtained from small spatial couplings can be detected with this method, what is impossible by using the Lyapunov-dimension density. We demonstrate the efficiency of our technique for coupled logistic maps, coupled tent maps, the Lorenz-attractor and the Roessler-attractor.
We have recently reported the phenomenon of doubly stochastic resonance [Phys. Rev. Lett. 85, 227 (2000)], a synthesis of noise-induced transition and stochastic resonance. The essential feature of this phenomenon is that multiplicative noise induces a bimodality and additive noise causes stochastic resonance behavior in the induced structure. In the present paper we outline possible applications of this effect and design a simple lattice of electronic circuits for the experimental realization of doubly stochastic resonance.
Competitive random sequential adsorption of point and fixed-sized particles: analytical results
(2001)
Chen et al. [Phys. Rev. E 61, 2559 (2000)] recently proposed an extension of the concept of phase for discrete chaotic systems. Using the newly introduced definition of phase they studied the dynamics of coupled map lattices and compared these dynamics with phase synchronization of coupled continuous-time chaotic systems. In this paper we illustrate by two simple counterexamples that the angle variable introduced by Chen et al. fails to satisfy the basic requirements to the proper phase. Furthermore, we argue that an extension of the notion of phase synchronization to generic discrete maps is doubtful.
The transition from fully synchronized behavior to two-cluster dynamics is investigated for a system of N globally coupled chaotic oscillators by means of a model of two coupled logistic maps. An uneven distribution of oscillators between the two clusters causes an asymmetry to arise in the coupling of the model system. While the transverse period-doubling bifurcation remains essentially unaffected by this asymmetry, the transverse pitchfork bifurcation is turned into a saddle-node bifurcation followed by a transcritical riddling bifurcation in which a periodic orbit embedded in the synchronized chaotic state loses its transverse stability. We show that the transcritical riddling transition is always hard. For this, we study the sequence of bifurcations that the asynchronous point cycles produced in the saddle-node bifurcation undergo, and show how the manifolds of these cycles control the magnitude of asynchronous bursts. In the case where the system involves two subpopulations of oscillators with a small mismatch of the parameters, the transcritical riddling will be replaced by two subsequent saddle-node bifurcations, or the saddle cycle involved in the transverse destabilization of the synchronized chaotic state may smoothly shift away from the synchronization manifold. In this way, the transcritical riddling bifurcation is substituted by a symmetry-breaking bifurcation, which is accompanied by the destruction of a thin invariant region around the symmetrical chaotic state.
The rescaling of geological data series to a geological reference time series is of major interest in many investigations. For example, geophysical borehole data should be correlated to a given data series whose time scale is known in order to achieve an age-depth function or the sedimentation rate for the borehole data. Usually this synchronization is performed visually and by hand. Instead of using this wiggle matching by eye, we present the application of cross recurrence plots for such tasks. Using this method, the synchronization and rescaling of geological data to a given time scale is much easier and faster than by hand.
We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.
Ventricular tachycardia or fibrillation (VT) as fatal cardiac arrhythmias are the main factors triggering sudden cardiac death. The objective of this recurrence quantification analysis approach is to find early signs of sustained VT in patients with an implanted cardioverter-defibrillator (ICD). These devices are able to safeguard patients by returning their hearts to a normal rhythm via strong defibrillatory shocks; additionally, they are able to store at least 1000 beat-to-beat intervals immediately before the onset of a life-threatening arrhythmia. We study the
Standard time and frequency parameters of heart rate variability (HRV) describe only linear and periodic behaviour, whereas more complex relationships cannot be recognised. A method that may be capable of assessing more complex properties is the non-linear measure of 'renormalised entropy.' A new concept of the method, RE(AR), has been developed, based on a non-linear renormalisation of autoregressive spectral distributions. To test the hypothesis that renormalised entropy may improve the result of high-risk stratification after myocardial infarction, it is applied to a clinical pilot study (41 subjects) and to prospective data of the St George's Hospital post- infarction database (572 patients). The study shows that the new RE(AR) method is more reproducible and more stable in time than a previously introduced method (p<0.001). Moreover, the results of the study confirm the hypothesis that on average, the survivors have negative values of RE(AR) (-0.11+/-0.18), whereas the non-survivors have positive values (0.03+/-0.22, p<0.01). Further, the study shows that the combination of an HRV triangular index and RE(AR) leads to a better prediction of sudden arrhythmic death than standard measurements of HRV. In summary, the new RE(AR) method is an independent measure in HRV analysis that may be suitable for risk stratification in patients after myocardial infarction.
Doubly stochastic resonance
(2000)
We report the effect of doubly stochastic resonance which appears in nonlinear extended systems if the influence of noise is twofold: A multiplicative noise induces bimodality of the mean field of the coupled network and an independent additive noise governs the dynamic behavior in response to small periodic driving. For optimally selected values of the additive noise intensity stochastic resonance is observed, which is manifested by a maximal coherence between the dynamics of the mean field and the periodic input. Numerical simulations of the signal-to-noise ratio and theoretical results from an effective two state model are in good quantitative agreement.
Ventricular tachycardia or fibrillation (VT-VF) as fatal cardiac arrhythmias are the main factors triggering sudden cardiac death. The objective of this study is to find early signs of sustained VT-VF in patients with an implanted cardioverter-defibrillator (ICD). These devices are able to safeguard patients by returning their hearts to a normal rhythm via strong defibrillatory shocks; additionally, they store the 1000 beat-to-beat intervals immediately before the onset of a life-threatening arrhythmia. We study these 1000 beat-to-beat intervals of 17 chronic heart failure ICD patients before the onset of a life-threatening arrhythmia and at a control time, i.e., without a VT-VF event. To characterize these rather short data sets, we calculate heart rate variability parameters from the time and frequency domain, from symbolic dynamics as well as the finite-time growth rates. We find that neither the time nor the frequency domain parameters show significant differences between the VT-VF and the control time series. However, two parameters from symbolic dynamics as well as the finite-time growth rates discriminate significantly both groups. These findings could be of importance in algorithms for next generation ICD's to improve the diagnostics and therapy of VT-VF.
The effect of additive noise on transitions in nonlinear systems far from equilibrium is studied. It is shown that additive noise in itself can induce a hidden phase transition, which is similar to the transition induced by multiplicative noise in a nonlinear oscillator [P. Landa and A. Zaikin, Phys. Rev. E 54, 3535 (1996)]. Investigation of different nonlinear models that demonstrate phase transitions induced by multiplicative noise shows that the influence of additive noise upon such phase transitions can be crucial: additive noise can either blur such a transition or stabilize noise-induced oscillations.
The main intention of this contribution is to discuss different nonlinear approaches to heart rate and blood pressure variability analysis for a better understanding of the cardiovascular regulation. We investigate measures of complexity which are based on symbolic dynamics, renormalised entropy and the finite time growth rates. The dual sequence method to estimate the baroreflex sensitivity and the maximal correlation method to estimate the nonlinear coupling between time series are employed for analysing bivariate data. The latter appears to be a suitable method to estimate the strength of the nonlinear coupling and the coupling direction. Heart rate and blood pressure data from clinical pilot studies and from very large clinical studies are analysed. We demonstrate that parameters from nonlinear dynamics are useful for risk stratification after myocardial infarction, for the prediction of life-threatening cardiac events even in short time series, and for modelling the relationship between heart rate and blood pressure regulation. These findings could be of importance for clinical diagnostics, in algorithms for risk stratification, and for therapeutic and preventive tools of next generation implantable cardioverter defibrillators.
Seismic quiescence as an indicator for large earthquakes in a system of self-organized criticality
(2000)
Contents: 1 Introduction 2 Experiment 3 Data 4 Symbolic dynamics 4.1 Symbolic dynamics as a tool for data analysis 4.2 2-symbols coding 4.3 3-symbols coding 5 Measures of complexity 5.1 Word statistics 5.2 Shannon entropy 6 Testing for stationarity 6.1 Stationarity 6.2 Time series of cycle durations 6.3 Chi-square test 7 Control parameters in the production of rhythms 8 Analysis of relative phases 9 Discussion 10 Outlook
Climatic changes are of major importance in landslide generation in the Argentine Andes. Increased humidity as a potential influential factor was inferred from the temporal clustering of landslide deposits during a period of significantly wetter climate, 30,000 years ago. A change in seasonality was tested by comparing past (inferred from annual-layered lake deposits, 30,000 years old) and modern (present-day observations) precipitation changes. Quantitative analysis of cross recurrence plots were developed to compare the influence of the El Nino/Southern Oscillation (ENSO) on present and past rainfall variations. This analysis has shown the stronger influence of NE trades in the location of landslide deposits in the intra-andean basin and valleys, what caused a higher contrast between summer and winter rainfall and an increasing of precipitation in La Nina years. This is believed to reduce thresholds for landslide generation in the arid to semiarid intra-andean basins and valleys.
Similar power laws for foreshock and aftershock sequences in a spring block model for earthquakes
(1999)
We use the concept of phase synchronization for the analysis of noisy nonstationary bivariate data. Phase synchronization is understood in a statistical sense as an existence of preferred values of the phase difference, and two techniques are proposed for a reliable detection of synchronous epochs. These methods are applied to magnetoencephalograms and records of muscle activity of a Parkinsonian patient. We reveal that
The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.