Distinguishing between deterministic oscillations and noise

Distinguishing between deterministic oscillations and noise
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区分确定性振荡和噪声

DOI:
10.1140/epjs/s11734-023-00986-3
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发表时间:
2023
期刊:
The European Physical Journal Special Topics
影响因子:
--
通讯作者:
Rowland Adams J
Rowland Adams J
中科院分区:
--
文献类型:
--
作者:
Rowland Adams J

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依赖于时间的动力学在自然界和其他领域无处不在。有效地分析它在数据中的存在对于我们理解记录它的系统的能力至关重要。然而,传统的动力学分析框架是基于时间无关的动力系统和长期统计,而不是随着时间的推移对时间局部动力行为的明确跟踪。我们回顾了基于这种传统统计框架的常用分析技术,如自相关函数、功率谱密度和多尺度样本熵,并在时间相关循环过程网络的有限时间动力学方面与另一种框架进行了对比。在与时间无关的系统中,大量单独难以处理的贡献的净效应可以被认为是噪声;我们表明,根据使用功率谱密度估计的传统框架进行分析时,只有少量贡献的时相关振荡器系统可能出现类噪声。然而,具有时变有限时间动力学框架特征的方法,如小波变换和小波双谱,能够识别确定性并提供有关被分析系统的关键信息。最后,我们用三组实验数据比较了这两种框架。我们证明,虽然基于传统框架的技术无法可靠地检测和理解潜在的时间依赖动力学,但替代框架识别确定性振荡和相互作用。
Time-dependent dynamics is ubiquitous in the natural world and beyond. Effectively analysing its presence in data is essential to our ability to understand the systems from which it is recorded. However, the traditional framework for dynamics analysis is in terms of time-independent dynamical systems and long-term statistics, as opposed to the explicit tracking over time of time-localised dynamical behaviour. We review commonly used analysis techniques based on this traditional statistical framework—such as the autocorrelation function, power-spectral density, and multiscale sample entropy—and contrast to an alternative framework in terms of finite-time dynamics of networks of time-dependent cyclic processes. In time-independent systems, the net effect of a large number of individually intractable contributions may be considered as noise; we show that time-dependent oscillator systems with only a small number of contributions may appear noise-like when analysed according to the traditional framework using power-spectral density estimation. However, methods characteristic of the time-dependent finite-time-dynamics framework, such as the wavelet transform and wavelet bispectrum, are able to identify the determinism and provide crucial information about the analysed system. Finally, we compare these two frameworks for three sets of experimental data. We demonstrate that while techniques based on the traditional framework are unable to reliably detect and understand underlying time-dependent dynamics, the alternative framework identifies deterministic oscillations and interactions.
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