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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?"
The 300 year record of the yearly sunspot numbers and numerically generated trajectory of the solar inertial motion (SIM) were subjects of a synchronization analysis. Phase synchronization of the sunspot cycle and a fast component of the SIM have been found and confirmed with statistical significance in three epochs (1727-1757, 1802-1832 and 1863-1922) of the entire 1700-1997 record. This result can be considered as a quantitative support for the hypothesis that there is a weak interaction of gravity and solar activity.
In this work, we reanalyze the heart rate variability (HRV) data from the 2002 Computers in Cardiology (CiC) Challenge using the concept of large-scale dimension densities and additionally apply this technique to data of healthy persons and of patients with cardiac diseases. The large-scale dimension density (LASDID) is estimated from the time series using a normalized Grassberger-Procaccia algorithm, which leads to a suitable correction of systematic errors produced by boundary effects in the rather large scales of a system. This way, it is possible to analyze rather short, nonstationary, and unfiltered data, such as HRV. Moreover, this method allows us to analyze short parts of the data and to look for differences between day and night. The circadian changes in the dimension density enable us to distinguish almost completely between real data and computer-generated data from the CiC 2002 challenge using only one parameter. In the second part we analyzed the data of 15 patients with atrial fibrillation (AF), 15 patients with congestive heart failure (CHF), 15 elderly healthy subjects (EH), as well as 18 young and healthy persons (YH). With our method we are able to separate completely the AF (rho(mu)(ls)=0.97 +/- 0.02) group from the others and, especially during daytime, the CHF patients show significant differences from the young and elderly healthy volunteers (CHF, 0.65 +/- 0.13; EH, 0.54 +/- 0.05; YH, 0.57 +/- 0.05; p < 0.05 for both comparisons). Moreover, for the CHF patients we find no circadian changes in rho(mu)(ls) (day, 0.65 +/- 0.13; night, 0.66 +/- 0.12; n.s.) in contrast to healthy controls (day, 0.54 +/- 0.05; night, 0.61 +/- 0.05; p=0.002). Correlation analysis showed no statistical significant relation between standard HRV and circadian LASDID, demonstrating a possibly independent application of our method for clinical risk stratification
During the last glacial period, climate records from the North Atlantic region exhibit a pronounced spectral component corresponding to a period of about 1470 years, which has attracted much attention. This spectral peak is closely related to the recurrence pattern of Dansgaard-Oeschger (DO) events. In previous studies a red noise random process, more precisely a first-order autoregressive (AR1) process, was used to evaluate the statistical significance of this peak, with a reported significance of more than 99%. Here we use a simple mechanistic two-state model of DO events, which itself was derived from a much more sophisticated ocean-atmosphere model of intermediate complexity, to numerically evaluate the spectral properties of random (i.e., solely noise-driven) events. This way we find that the power spectral density of random DO events differs fundamentally from a simple red noise random process. These results question the applicability of linear spectral analysis for estimating the statistical significance of highly non-linear processes such as DO events. More precisely, to enhance our scientific understanding about the trigger of DO events, we must not consider simple "straw men" as, for example, the AR1 random process, but rather test against realistic alternative descriptions.
Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occurring in recurrence plots. The relationship between the time-scales and line structures are of practical importance in cross recurrence plots. Using this relationship within cross recurrence plots, the time-scales of differently sampled or time- transformed measurements can be adjusted. An application to geophysical measurements illustrates the capability of this method for the adjustment of time-scales in different measurements. (C) 2005 Elsevier B.V. All rights reserved
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.
Locking-based frequency measurement and synchronization of chaotic oscillators with complex dynamics
(2002)
Aims. Sunspot distribution in the northern and southern solar hemispheres exibit striking synchronous behaviour on the scale of a Schwabe cycle. However, sometimes the bilateral symmetry of the Butterfly diagram relative to the solar equatorial plane breaks down. The investigation of this phenomenon is important to explaining the almost-periodic behaviour of solar cycles. Methods. We use cross-recurrence plots for the study of the time-varying phase asymmetry of the northern and southern hemisphere and compare our results with the latitudinal distribution of the sunspots. Results. We observe a long-term persistence of phase leading in one of the hemispheres, which lasts almost 4 solar cycles and probably corresponds to the Gleissberg cycle. Long-term variations in the hemispheric-leading do not demonstrate clear periodicity but are strongly anti-correlated with the long-term variations in the magnetic equator.
We present conditions for the local and global synchronizations in coupled-map networks using the matrix measure approach. In contrast to many existing synchronization conditions, the proposed synchronization criteria do not depend on the solution of the synchronous state and give less limitation on the network connections. Numerical simulations of the coupled quadratic maps demonstrate the potentials of our main results.
Phase synchronization is an important phenomenon that occurs in a wide variety of complex oscillatory processes. Measuring phase synchronization can therefore help to gain fundamental insight into nature. In this Letter we point out that synchronization analysis techniques can detect spurious synchronization, if they are fed with a superposition of signals such as in electroencephalography or magnetoencephalography data. We show how techniques from blind source separation can help to nevertheless measure the true synchronization and avoid such pitfalls
We study several algorithms to simulate bone mass loss in two-dimensional and three-dimensional computed tomography bone images. The aim is to extrapolate and predict the bone loss, to provide test objects for newly developed structural measures, and to understand the physical mechanisms behind the bone alteration. Our bone model approach differs from those already reported in the literature by two features. First, we work with original bone images, obtained by computed tomography (CT); second, we use structural measures of complexity to evaluate bone resorption and to compare it with the data provided by CT. This gives us the possibility to test algorithms of bone resorption by comparing their results with experimentally found dependencies of structural measures of complexity, as well as to show efficiency of the complexity measures in the analysis of bone models. For two-dimensional images we suggest two algorithms, a threshold algorithm and a virtual slicing algorithm. The threshold algorithm simulates bone resorption on a boundary between bone and marrow, representing an activity of osteoclasts. The virtual slicing algorithm uses a distribution of the bone material between several virtually created slices to achieve statistically correct results, when the bone-marrow transition is not clearly defined. These algorithms have been tested for original CT 10 mm thick vertebral slices and for simulated 10 mm thick slices constructed from ten I mm thick slices. For three-dimensional data, we suggest a variation of the threshold algorithm and apply it to bone images. The results of modeling have been compared with CT images using structural measures of complexity in two- and three-dimensions. This comparison has confirmed credibility of a virtual slicing modeling algorithm for two-dimensional data and a threshold algorithm for three-dimensional data
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.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
The temporal dynamics of climate processes are spread across different timescales and, as such, the study of these processes at only one selected timescale might not reveal the complete mechanisms and interactions within and between the (sub-) processes. To capture the non-linear interactions between climatic events, the method of event synchronization has found increasing attention recently. The main drawback with the present estimation of event synchronization is its restriction to analysing the time series at one reference timescale only. The study of event synchronization at multiple scales would be of great interest to comprehend the dynamics of the investigated climate processes. In this paper, the wavelet-based multi-scale event synchronization (MSES) method is proposed by combining the wavelet transform and event synchronization. Wavelets are used extensively to comprehend multi-scale processes and the dynamics of processes across various timescales. The proposed method allows the study of spatio-temporal patterns across different timescales. The method is tested on synthetic and real-world time series in order to check its replicability and applicability. The results indicate that MSES is able to capture relationships that exist between processes at different timescales.
We propose a new approach to calculate recurrence plots of multivariate time series, based on joint recurrences in phase space. This new method allows to estimate dynamical invariants of the whole system, like the joint Renyi entropy of second order. We use this entropy measure to quantitatively study in detail the phase synchronization of two bidirectionally coupled chaotic systems and identify different types of transitions to chaotic phase synchronization in dependence on the coupling strength and the frequency mismatch. By means of this analysis we find several new phenomena, such a chaos-period-chaos transition to phase synchronization for rather large coupling strengths. (C) 2004 Elsevier B.V. All rights reserved
Many complex networks display strong heterogeneity in the degree (connectivity) distribution. Heterogeneity in the degree distribution often reduces the average distance between nodes but, paradoxically, may suppress synchronization in networks of oscillators coupled symmetrically with uniform coupling strength. Here we offer a solution to this apparent paradox. Our analysis is partially based on the identification of a diffusive process underlying the communication between oscillators and reveals a striking relation between this process and the condition for the linear stability of the synchronized states. We show that, for a given degree distribution, the maximum synchronizability is achieved when the network of couplings is weighted and directed and the overall cost involved in the couplings is minimum. This enhanced synchronizability is solely determined by the mean degree and does not depend on the degree distribution and system size. Numerical verification of the main results is provided for representative classes of small-world and scale-free networks
In den letzten 2 Jahrzehnten des 20. Jahrhunderts hat sich mit der rasanten Entwicklung der Nichtlinearen Wissenschaften ein weiterer Umbruch vollzogen, der eine ausgepraegte Nachhaltigkeit in Wissenschaft und Technik ebenso wie in der Gesellschaft erwarten laesst. Die Nichtlinearen Wissenschaften werden auch als Nichtlineare Dynamik, Wissenschaft Komplexer Systeme oder etwas eingegrenzt Chaostheorie bezeichnet.
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.
Noise-sustained and controlled synchronization of stirred excitable media by external forcing
(2005)
Most of the previous studies on constructive effects of noise in spatially extended systems have focused on static media, e.g., of the reaction diffusion type. Because many active chemical or biological processes occur in a fluid environment with mixing, we investigate here the interplay among noise, excitability, mixing and external forcing in excitable media advected by a chaotic flow, in a two-dimensional FitzHugh-Nagumo model described by a set of reaction- advection-diffusion equations. In the absence of external forcing, noise may generate sustained coherent oscillations of the media in a range of noise intensities and stirring rates. We find that these noise-sustained oscillations can be synchronized by external periodic signals much smaller than the threshold. Analysis of the locking regions in the parameter space of the signal period, stirring rate and noise intensity reveals that the mechanism underlying the synchronization behaviour is a matching between the time scales of the forcing signal and the noise-sustained oscillations. The results demonstrate that, in the presence of a suitable level of noise, the stirred excitable media act as self-sustained oscillatory systems and become much easier to be entrained by weak external forcing. Our results may be verified in experiments and are useful to understand the synchronization of population dynamics of oceanic ecological systems by annual cycles
We have discussed some tools from nonlinear dynamics which may help to analyze transient phenomena, such as solar bursts. The structure function known from turbulence theory is an appropriate method to find out some scaling behavior of fluctuations in time. More generally, the wavelet analysis, which is some generalization of the power spectrum, exhibits information on the location as well as the size of hidden characteristic features. Applying both techniques to microwave bursts, we have found some scaling properties that refer to the existence of hierarchic time structures. This is in good accordance with the electric circuit model for describing the flare-particle energization process.
Non-linear time series analysis of precipitation events using regional climate networks for Germany
(2016)
Synchronous occurrences of heavy rainfall events and the study of their relation in time and space are of large socio-economical relevance, for instance for the agricultural and insurance sectors, but also for the general well-being of the population. In this study, the spatial synchronization structure is analyzed as a regional climate network constructed from precipitation event series. The similarity between event series is determined by the number of synchronous occurrences. We propose a novel standardization of this number that results in synchronization scores which are not biased by the number of events in the respective time series. Additionally, we introduce a new version of the network measure directionality that measures the spatial directionality of weighted links by also taking account of the effects of the spatial embedding of the network. This measure provides an estimate of heavy precipitation isochrones by pointing out directions along which rainfall events synchronize. We propose a climatological interpretation of this measure in terms of propagating fronts or event traces and confirm it for Germany by comparing our results to known atmospheric circulation patterns.
Concepts from Ergodic Theory are used to describe the existence of special non-transitive maps in attractors of phase synchronous chaotic oscillators. In particular, it is shown that, for a class of phase-coherent oscillators, these special maps imply phase synchronization. We illustrate these ideas in the sinusoidally forced Chua's circuit and two coupled Rossler oscillators. Furthermore, these results are extended to other coupled chaotic systems. In addition, a phase for a chaotic attractor is defined from the tangent vector of the flow. Finally, it is discussed how these maps can be used for the real-time detection of phase synchronization in experimental systems. (c) 2005 Elsevier B.V. All rights reserved
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.
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.
Nonlinear detection of paleoclimate-variability transitions possibly related to human evolution
(2011)
Potential paleoclimatic driving mechanisms acting on human evolution present an open problem of cross-disciplinary scientific interest. The analysis of paleoclimate archives encoding the environmental variability in East Africa during the past 5 Ma has triggered an ongoing debate about possible candidate processes and evolutionary mechanisms. In this work, we apply a nonlinear statistical technique, recurrence network analysis, to three distinct marine records of terrigenous dust flux. Our method enables us to identify three epochs with transitions between qualitatively different types of environmental variability in North and East Africa during the (i) Middle Pliocene (3.35-3.15 Ma B. P.), (ii) Early Pleistocene (2.25-1.6 Ma B. P.), and (iii) Middle Pleistocene (1.1-0.7 Ma B. P.). A deeper examination of these transition periods reveals potential climatic drivers, including (i) large-scale changes in ocean currents due to a spatial shift of the Indonesian throughflow in combination with an intensification of Northern Hemisphere glaciation, (ii) a global reorganization of the atmospheric Walker circulation induced in the tropical Pacific and Indian Ocean, and (iii) shifts in the dominating temporal variability pattern of glacial activity during the Middle Pleistocene, respectively. A reexamination of the available fossil record demonstrates statistically significant coincidences between the detected transition periods and major steps in hominin evolution. This result suggests that the observed shifts between more regular and more erratic environmental variability may have acted as a trigger for rapid change in the development of humankind in Africa.
Linear methods of dimensionality reduction are useful tools for handling and interpreting high dimensional data. However, the cumulative variance explained by each of the subspaces in which the data space is decomposed may show a slow convergence that makes the selection of a proper minimum number of subspaces for successfully representing the variability of the process ambiguous. The use of nonlinear methods can improve the embedding of multivariate data into lower dimensional manifolds. In this article, a nonlinear method for dimensionality reduction, Isomap, is applied to the sea surface temperature and thermocline data in the tropical Pacific Ocean, where the El Nino-Southern Oscillation (ENSO) phenomenon and the annual cycle phenomena interact. Isomap gives a more accurate description of the manifold dimensionality of the physical system. The knowledge of the minimum number of dimensions is expected to improve the development of low dimensional models for understanding and predicting ENSO
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
In this paper we apply symbolic transformations as a visualisation technique for analysing rhythm production. It is shown that qualitative information can be extracted from the experimental data. This approach may provide new insights into the organisation of temporal order by the brain on different levels of description. A simple phenomenological model for the explanation of the observed phenomena is proposed.
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.