Distinguishing between deterministic oscillations and noise

Joe Rowland Adams, Julian Newman, Aneta Stefanovska

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)
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Abstract

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.
Original languageEnglish
Pages (from-to)3435–3457
Number of pages23
JournalThe European Physical Journal: Special Topics
Volume232
Early online date14 Sept 2023
DOIs
Publication statusPublished - 1 Dec 2023

Bibliographical note

Copyright © The Author(s) 2023. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit https://creativecommons.org/licenses/by/4.0/.

Data Access Statement

Code used for numerical integration, power-spectral density, autocorrelation, and multiscale sample entropy and all time-series analysed in each figure can be found at https://doi.org/10.17635/lancaster/researchdata/609. The wavelet transform and wavelet bispectrum analyses can be conducted using the Multiscale Oscillatory Dynamics Analysis (MODA) toolbox found at https://github.com/luphysics/MODA [57]. The source of the data in Fig. 4 is https://check-for-flooding.service.gov.uk/river-and-sea-levels, and the OMNI data analysed in Fig. 6 were obtained from the GSFC/SPDF OMNIWeb interface at https://omniweb.gsfc.nasa.gov.

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