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The incidence of cardiovascular diseases increases with the growth of the human population and an aging society, leading to very high expenses in the public health system. Therefore, it is challenging to develop sophisticated methods in order to improve medical diagnostics. The question whether the normal heart rate is chaotic or not is an attempt to elucidate the underlying mechanisms of cardiovascular dynamics and therefore a highly controversial topical challenge. In this contribution we demonstrate that linear and nonlinear parameters allow us to separate completely the data sets of the three groups provided for this controversial topic in nonlinear dynamics. The question whether these time series are chaotic or not cannot be answered satisfactorily without investigating the underlying mechanisms leading to them. We give an example of the dominant influence of respiration on heart beat dynamics, which shows that observed fluctuations can be mostly explained by respiratory modulations of heart rate and blood pressure (coefficient of determination: 96%). Therefore, we recommend reformulating the following initial question: "Is the normal heart rate chaotic?" We rather ask the following: " Is the normal heart rate 'chaotic' due to respiration?"
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
In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally inducedaccuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems. errors can be estimated with 1-2 micrometer
In the last decade, there has been an increasing interest in compensating thermally induced errors to improve the manufacturing accuracy of modular tool systems. These modular tool systems are interfaces between spindle and workpiece and consist of several complicatedly formed parts. Their thermal behavior is dominated by nonlinearities, delay and hysteresis effects even in tools with simpler geometry and it is difficult to describe it theoretically. Due to the dominant nonlinear nature of this behavior the so far used linear regression between the temperatures and the displacements is insufficient. Therefore, in this study we test the hypothesis whether we can reliably predict such thermal displacements via nonlinear temperature-displacement regression functions. These functions are estimated firstly from learning measurements using the alternating conditional expectation (ACE) algorithm and then tested on independent data sets. First, we analyze data that were generated by a finite element spindle model. We find that our approach is a powerful tool to describe the relation between temperatures and displacements for simulated data. Next, we analyze the temperature-displacement relationship in a silent real experimental setup, where the tool system is thermally forced. Again, the ACE-algorithm is powerful to estimate the deformation with high precision. The corresponding errors obtained by using the nonlinear regression approach are 10-fold lower in comparison to multiple linear regression analysis. Finally, we investigate the thermal behavior of a modular tool system in a working milling machine and get again promising results. The thermally induced errors can be estimated with 1-2${mu m}$ accuracy using this nonlinear regression analysis. Therefore, this approach seems to be very useful for the development of new modular tool systems.
We review the problem of estimating parameters and unobserved trajectory components from noisy time series measurements of continuous nonlinear dynamical systems. It is first shown that in parameter estimation techniques that do not take the measurement errors explicitly into account, like regression approaches, noisy measurements can produce inaccurate parameter estimates. Another problem is that for chaotic systems the cost functions that have to be minimized to estimate states and parameters are so complex that common optimization routines may fail. We show that the inclusion of information about the time-continuous nature of the underlying trajectories can improve parameter estimation considerably. Two approaches, which take into account both the errors-in-variables problem and the problem of complex cost functions, are described in detail: shooting approaches and recursive estimation techniques. Both are demonstrated on numerical examples
Using a special technique of data analysis, we have found out 34 grand minima of solar activity in a 7,700 years long C14 record. The method used rests on a proper filtering of the C14 record and the extrapolation of verifiable results for the later history back in time. Additionally, we have applied a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of grand minima by Eddy, but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested esp. the model of Barnes et al. There are hints for that the grand minima might solely be driven by the 209--year period found in the C14 record.
Reconstruction of nonlinear time delay models from data by the use of optimal transformations
(1997)
Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.
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
We study the noise-dependent dynamics in a chain of four very stiff excitable oscillators of the FitzHugh- Nagumo type locally coupled by inhibitor diffusion. We could demonstrate frequency- and noise-selective signal acceptance which is based on several noise-supported stochastic attractors that arise owing to slow variable diffusion between identical excitable elements. The attractors have different average periods distinct from that of an isolated oscillator and various phase relations between the elements. We explain the correspondence between the noise-supported stochastic attractors and the observed resonance peaks in the curves for the linear response versus signal frequency. (C) 2005 American Institute of Physics
Current reversal is an intriguing phenomenon that has been central to recent experimental and theoretical investigations of transport based on ratchet mechanism. By considering a system of two interacting ratchets, we demonstrate how the coupling can be used to control the reversals. In particular, we find that current reversal that exists in a single driven ratchet system can ultimately be eliminated with the presence of a second ratchet. For specific coupling strengths a current-reversal free regime has been detected. Furthermore, in the fully synchronized state characterized by the coupling threshold k(th), a specific driving amplitude a(opt) is found for which the transport is optimum.
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
Complex dynamical systems with many degrees of freedom may exhibit a wealth of collective phenomena related to high-dimensional chaos. This paper focuses on a lattice of coupled logistic maps to investigate the relationship between the loss of chaos synchronization and the onset of shadowing breakdown via unstable dimension variability in complex systems. In the neighborhood of the critical transition to strongly non-hyperbolic behavior, the system undergoes on-off intermittency with respect to the synchronization manifold. This has been confirmed by numerical diagnostics of synchronization and non-hyperbolic behavior, the latter using the statistical properties of finite-time Lyapunov exponents. (c) 2005 Elsevier B.V. All rights reserved
Spatial recurrence plots
(2006)
We propose an extension of the recurrence plot concept to perform quantitative analyzes of roughness and disorder of spatial patterns at a fixed time. We introduce spatial recurrence plots (SRPs) as a graphical representation of the pointwise correlation matrix, in terms of a two-dimensional spatial return plot. This technique is applied to the study of complex patterns generated by coupled map lattices, which are characterized by measures of complexity based on SRPs. We show that the complexity measures we propose for SRPs provide a systematic way of investigating the distribution of spatially coherent structures, such as synchronization domains, in lattice profiles. This approach has potential for many more applications, e.g., in surface roughness analyzes
The scaling behavior of rainfall has been extensively studied both in terms of event magnitudes and in terms of spatial extents of the events. Different heavy-tailed distributions have been proposed as candidates for both instances, but statistically rigorous treatments are rare. Here we combine the domains of event magnitudes and event area sizes by a spatiotemporal integration of 3-hourly rain rates corresponding to extreme events derived from the quasi-global high-resolution rainfall product Tropical Rainfall Measuring Mission 3B42. A maximum likelihood evaluation reveals that the distribution of spatiotemporally integrated extreme rainfall cluster sizes over the oceans is best described by a truncated power law, calling into question previous statements about scale-free distributions. The observed subpower law behavior of the distribution's tail is evaluated with a simple generative model, which indicates that the exponential truncation of an otherwise scale-free spatiotemporal cluster size distribution over the oceans could be explained by the existence of land masses on the globe.
An approach is presented for the reconstruction of phase synchronization phenomena in a chaotic CO2 laser from experimental data. We analyze this laser system in a regime able to phase synchronize with a weak sinusoidal forcing. Our technique recovers the synchronization diagram of the experimental system from only few measurement data sets, thus allowing the prediction of the regime of phase synchronization as well as nonsynchronization in a broad parameter space of forcing frequency and amplitude without further experiments
We analyze the variability in the x-ray lightcurves of the black hole candidate Cygnus X-1 by linear and nonlinear time series analysis methods. While a linear model describes the overall second order properties of the observed data well, surrogate data analysis reveals a significant deviation from linearity. We discuss the relation between shot noise models usually applied to analyze these data and linear stochastic autoregressive models. We debate statistical and interpretational issues of surrogate data testing for the present context. Finally, we suggest a combination of tools from linear and nonlinear time series analysis methods as a procedure to test the predictions of astrophysical models on observed data.
The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.
We analyse the X-ray light curves of compact objects using linear and nonlinear time series analysis methods. A Power Density Spectrum (PDS) describes the overall second order properties of the observed data well. To look beyond we propose the nonlinear Q-statistic to detect an asymmetry of the time series. This allows us to find relevant time scales. This method even grants a subclassification of the known states of X-ray sources.
In this paper, we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be only one centre in the brain that produces the fixational movements in both eyes or a close link between the two centres.
We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of Rossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems
In this paper we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be one centre only in the brain that produces the fixational movements in both eyes or a close link between two centres.
We present an approach to generate (multivariate) twin surrogates (TS) based on recurrence properties. This technique generates surrogates which correspond to an independent copy of the underlying system, i. e. they induce a trajectory of the underlying system starting at different initial conditions. We show that these surrogates are well suited to test for complex synchronisation and exemplify this for the paradigmatic system of R¨ossler oscillators. The proposed test enables to assess the statistical relevance of a synchronisation analysis from passive experiments which are typical in natural systems.
In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect. In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay
Fourier surrogate data are artificially generated time series, that - based on a resampling scheme - share the linear properties with an observed time series. In this paper we study a statistical surrogate hypothesis test to detect deviations from a linear Gaussian process with respect to asymmetry in time (Q-statistic). We apply this test to a Fourier representable function and obtain a representation of the asymmetry in time of the sample data, a characteristic for nonlinear processes, and the significance in terms of the Fourier coefficients. The main outcome is that we calculate the expected value of the mean and the standard deviation of the asymmetries of the surrogate data analytically and hence, no surrogates have to be generated. To illustrate the results we apply our method to the saw tooth function, the Lorenz system and to measured X-ray data of Cygnus X-1
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
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
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
We study prebifurcation fluctuation amplification in nonlinear oscillators subject to bifurcations of spontaneous symmetry breaking which are manifest in the doubling of stable equilibrium states. Our theoretical estimates of both the linear growth and the nonlinear saturation of the fluctuations are in good agreement with our results from numerical simulations. We show that in the saturation mode, the fluctuation variance is proportional to the standard deviation of the external noise, whereas in the linear mode, the fluctuation variance is proportional to the noise variance. It is demonstrated that the phenomenon of prebifurcation noise amplification is more pronounced in the case of a slow transition through the bifurcation point. The amplification of fluctuations in this case makes it easier to form a symmetric probability of the final equilibrium states. In contrast, for a fast transition through the bifurcation point, the effect of amplification is much less pronounced. Under backward and forward passages through the bifurcation point, a loop of noise-dependent hysteresis emerges here. We find that for a fast transition of the nonlinear oscillator through the bifurcation point, the probability symmetry of the final equilibrium states is destroyed
We report the identification of global phase synchronization (GPS) in a linear array of unidirectionally coupled Mackey-Glass time-delay systems exhibiting highly non-phase-coherent chaotic attractors with complex topological structure. In particular, we show that the dynamical organization of all the coupled time-delay systems in the array to form GPS is achieved by sequential synchronization as a function of the coupling strength. Further, the asynchronous ones in the array with respect to the main sequentially synchronized cluster organize themselves to form clusters before they achieve synchronization with the main cluster. We have confirmed these results by estimating instantaneous phases including phase difference, average phase, average frequency, frequency ratio, and their differences from suitably transformed phase coherent attractors after using a nonlinear transformation of the original non-phase-coherent attractors. The results are further corroborated using two other independent approaches based on recurrence analysis and the concept of localized sets from the original non-phase-coherent attractors directly without explicitly introducing the measure of phase.
We study the effects of parametric noise on a lattice network, which is locally modeled by a two-dimensional Rulkov map. We conclude that at some intermediate noise intensity, parametric noise can induce ordered circular patterns, which indicates the appearance of spatiotemporal coherence resonance in the studied lattice. With the observation of coherence-like manner in linear spatial cross-correlation, the coherence phenomena can be analyzed quantitatively.
Forecasting the onset and withdrawal of the Indian summer monsoon is crucial for the life and prosperity of more than one billion inhabitants of the Indian subcontinent. However, accurate prediction of monsoon timing remains a challenge, despite numerous efforts. Here we present a method for prediction of monsoon timing based on a critical transition precursor. We identify geographic regions-tipping elements of the monsoon-and use them as observation locations for predicting onset and withdrawal dates. Unlike most predictability methods, our approach does not rely on precipitation analysis but on air temperature and relative humidity, which are well represented both in models and observations. The proposed method allows to predict onset 2 weeks earlier and withdrawal dates 1.5 months earlier than existing methods. In addition, it enables to correctly forecast monsoon duration for some anomalous years, often associated with El Nino-Southern Oscillation.
This paper employs a complex network approach to determine the topology and evolution of the network of extreme precipitation that governs the organization of extreme rainfall before, during, and after the Indian Summer Monsoon (ISM) season. We construct networks of extreme rainfall events during the ISM (June-September), post-monsoon (October-December), and pre-monsoon (March-May) periods from satellite-derived (Tropical Rainfall Measurement Mission, TRMM) and rain-gauge interpolated (Asian Precipitation Highly Resolved Observational Data Integration Towards the Evaluation of Water Resources, APHRODITE) data sets. The structure of the networks is determined by the level of synchronization of extreme rainfall events between different grid cells throughout the Indian subcontinent. Through the analysis of various complex-network metrics, we describe typical repetitive patterns in North Pakistan (NP), the Eastern Ghats (EG), and the Tibetan Plateau (TP). These patterns appear during the pre-monsoon season, evolve during the ISM, and disappear during the post-monsoon season. These are important meteorological features that need further attention and that may be useful in ISM timing and strength prediction.
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
Synchronization transitions in coupled time-delay electronic circuits with a threshold nonlinearity
(2011)
Experimental observations of typical kinds of synchronization transitions are reported in unidirectionally coupled time-delay electronic circuits with a threshold nonlinearity and two time delays, namely feedback delay tau(1) and coupling delay tau(2). We have observed transitions from anticipatory to lag via complete synchronization and their inverse counterparts with excitatory and inhibitory couplings, respectively, as a function of the coupling delay tau(2). The anticipating and lag times depend on the difference between the feedback and the coupling delays. A single stability condition for all the different types of synchronization is found to be valid as the stability condition is independent of both the delays. Further, the existence of different kinds of synchronizations observed experimentally is corroborated by numerical simulations and from the changes in the Lyapunov exponents of the coupled time-delay systems.
We construct a new RC phase shift network based Chua's circuit, which exhibits a period-doubling bifurcation route to chaos. Using coupled versions of such a phase-shift network based Chua's oscillators, we describe a new method for achieving complete synchronization (CS), approximate lag synchronization (LS), and approximate anticipating synchronization (AS) without delay or parameter mismatch. Employing the Pecora and Carroll approach, chaos synchronization is achieved in coupled chaotic oscillators, where the drive system variables control the response system. As a result, AS or LS or CS is demonstrated without using a variable delay line both experimentally and numerically.
Charged dust grains in circumplanetary environments experience, beyond various deterministic forces, also stochastic perturbations caused, by fluctuations of the magnetic field, the charge of the grains, by chaotic rotation of aspherical grains, etc. Here we investigate the dynamics of a dust population in a circular orbit around a planet which is perturbed by a stochastic planetary magnetic field B', modeled by an isotropically Gaussian white noise. The resulting perturbation equations give rise to a modified diffusion of the inclinations i and eccentricities e. The diffusion coefficient is found to be D proportional to w^2 O /n^2 , where the gyrofrequency, the Kepler frequency, and the synodic frequency are denoted by w , O, and n, respectively. This behavior has been checked against numerical simulations. We have chosen dust grains (1 m in radius) ejected from Jupiter's satellite Europa in circular equatorial orbits around Jupiter and integrated numerically their trajectories over their typical lifetimes (100 years). The particles were exposed to a Gaussian fluctuating magnetic field B' with the same statistical properties as in the analytical treatment. These simulations have confirmed the analytical results. The theoretical studies showed the statistical properties of B' to be of decisive importance. To estimate them, we analyzed the magnetic field data obtained by the Galileo spacecraft magnetometer at Jupiter and found almost Gaussian fluctuations of about 5% of the mean field and exponentially decaying correlations. This results in a diffusion of orbital inclinations and eccentricities of the dust grains of about ten percent over the lifetime of the particles. For smaller dusty motes or for close-in particles (e.g., in Jovian gossamer rings) stochastics might well dominate the dynamics.
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.
Acoustic emission signals generated during high speed cutting of steel are investigated. The data are represen ted in time-folded form. Several methods from linear and nonlinear data analysis based on time- and frequency- domain are applied to the data and reveal signatures of the observed acoustic emission signal. These investiga tions are necessary for modeling the cutting process by means of differential equations.