Transition from phase to generalized synchronization in time-delay systems

Phase-based causality analysis with partial mutual information from mixed embedding

Instantaneous phases extracted from multivariate time series can retain information about the relationships between the underlying mechanisms that generate the series. Although phases have been widely used in the study of nondirectional coupling and connectivity, they have not found similar appeal in the study of causality. Herein, we present a new method for phase-based causality analysis, which combines ideas from the mixed embedding technique and the information-theoretic approach to causality in coupled oscillatory systems. We then use the introduced method to investigate causality in simulated datasets of bivariate, unidirectionally paired systems from combinations of Rössler, Lorenz, van der Pol, and Mackey-Glass equations. We observe that causality analysis using the phases can capture the true causal relation for coupling strength smaller than the analysis based on the amplitudes can capture. On the other hand, the causality estimation based on the phases tends to have larger variability, which is attributed more to the phase extraction process than the actual phase-based causality method. In addition, an application on real electroencephalographic data from an experiment on elicited human emotional states reinforces the usefulness of phases in causality identification.

The Effect of a Hidden Source on the Estimation of Connectivity Networks from Multivariate Time Series

Many methods of Granger causality, or broadly termed connectivity, have been developed to assess the causal relationships between the system variables based only on the information extracted from the time series. The power of these methods to capture the true underlying connectivity structure has been assessed using simulated dynamical systems where the ground truth is known. Here, we consider the presence of an unobserved variable that acts as a hidden source for the observed high-dimensional dynamical system and study the effect of the hidden source on the estimation of the connectivity structure. In particular, the focus is on estimating the direct causality effects in high-dimensional time series (not including the hidden source) of relatively short length. We examine the performance of a linear and a nonlinear connectivity measure using dimension reduction and compare them to a linear measure designed for latent variables. For the simulations, four systems are considered, the coupled Hénon maps system, the coupled Mackey-Glass system, the neural mass model and the vector autoregressive (VAR) process, each comprising 25 subsystems (variables for VAR) at close chain coupling structure and another subsystem (variable for VAR) driving all others acting as the hidden source. The results show that the direct causality measures estimate, in general terms, correctly the existing connectivity in the absence of the source when its driving is zero or weak, yet fail to detect the actual relationships when the driving is strong, with the nonlinear measure of dimension reduction performing best. An example from finance including and excluding the USA index in the global market indices highlights the different performance of the connectivity measures in the presence of hidden source.

Comparison of Causality Network Estimation in the Sensor and Source Space: Simulation and Application on EEG

The usage of methods for the estimation of the true underlying connectivity among the observed variables of a system is increasing, especially in the domain of neuroscience. Granger causality and similar concepts are employed for the estimation of the brain network from electroencephalogram (EEG) data. Also source localization techniques, such as the standardized low resolution electromagnetic tomography (sLORETA), are widely used for obtaining more reliable data in the source space. In this work, connectivity structures are estimated in the sensor and in the source space making use of the sLORETA transformation for simulated and for EEG data with episodes of spontaneous epileptiform discharges (ED). From the comparative simulation study on high-dimensional coupled stochastic and deterministic systems originating in the sensor space, we conclude that the structure of the estimated causality networks differs in the sensor space and in the source space. Moreover, different network types, such as random, small-world and scale-free, can be better discriminated on the basis of the data in the original sensor space than on the transformed data in the source space. Similarly, in EEG epochs containing epileptiform discharges, the discriminative ability of network topological indices was significantly better in the sensor compared to the source level. In conclusion, causality networks constructed at the sensor and source level, for both simulated and empirical data, exhibit significant structural differences. These observations indicate that further studies are warranted in order to clarify the exact relationship between data registered in the sensor and source space.

Phase coherence is not related to topology

Phase coherence is an important measure in nonlinear science. Whereas there is no generally accepted definition for phase and therefore for phase coherence, many works associate this feature with topological aspects of the systems, such as having a well-defined rotating center. Given the relevance of this concept for synchronization problems, one aim of this paper is to argue by means of a couple of counterexamples that phase coherence is not related to the topology of the attractor. A second aim is to introduce a phase-coherence measure based on recurrence plots, for which probabilities of recurrences for two different trajectories are similar for a phase-coherent system and dissimilar for non-phase-coherent systems. The measure does not require a phase variable defined a priori.

Evaluation of Granger Causality Measures for Constructing Networks from Multivariate Time Series

Granger causality and variants of this concept allow the study of complex dynamical systems as networks constructed from multivariate time series. In this work, a large number of Granger causality measures used to form causality networks from multivariate time series are assessed. These measures are in the time domain, such as model-based and information measures, the frequency domain, and the phase domain. The study aims also to compare bivariate and multivariate measures, linear and nonlinear measures, as well as the use of dimension reduction in linear model-based measures and information measures. The latter is particular relevant in the study of high-dimensional time series. For the performance of the multivariate causality measures, low and high dimensional coupled dynamical systems are considered in discrete and continuous time, as well as deterministic and stochastic. The measures are evaluated and ranked according to their ability to provide causality networks that match the original coupling structure. The simulation study concludes that the Granger causality measures using dimension reduction are superior and should be preferred particularly in studies involving many observed variables, such as multi-channel electroencephalograms and financial markets.

Identification of Hidden Sources by Estimating Instantaneous Causality in High-Dimensional Biomedical Time Series

The study of connectivity patterns of a system’s variables, such as multi-channel electroencephalograms (EEG), is of utmost importance towards a better understanding of its internal evolutionary mechanisms. Here, the problem of estimating the connectivity network from multivariate time series in the presence of prominent unobserved variables is addressed. The causality measure of partial mutual information from mixed embedding (PMIME), designed to estimate direct lag-causal effects in the presence of many observed variables, is adapted to estimate also zero-lag effects, the so-called instantaneous causality. We term the proposed advanced method, PMIME0. The estimation of instantaneous causality by PMIME0 is a signature of the presence of hidden source in the observed system, as demonstrated analytically in a toy model. It is further demonstrated that the PMIME0 identifies the true instantaneous with great accuracy in a variety of high-dimensional dynamical systems. The method is applied to EEG data with epileptiform discharges (EDs), and the results imply a strong impact of unobserved confounders during the EDs. This finding comes as a possible explanation for the increased levels of causality during epileptic seizures estimated by some measures affected by the presence of a common source.

Discrimination of coupling structures using causality networks from multivariate time series

Measures of Granger causality on multivariate time series have been used to form the so-called causality networks. A causality network represents the interdependence structure of the underlying dynamical system or coupled dynamical systems, and its properties are quantified by network indices. In this work, it is investigated whether network indices on networks generated by an appropriate Granger causality measure can discriminate different coupling structures. The information based Granger causality measure of partial mutual information from mixed embedding (PMIME) is used to form causality networks, and a large number of network indices are ranked according to their ability to discriminate the different coupling structures. The evaluation of the network indices is done with a simulation study based on two dynamical systems, the coupled Mackey-Glass delay differential equations and the neural mass model, both of 25 variables, and three prototypes of coupling structures, i.e., random, small-world, and scale-free. It is concluded that the setting of PMIME combined with a network index attains high level of discrimination of the coupling structures solely on the basis of the observed multivariate time series. This approach is demonstrated to identify epileptic seizures emerging during electroencephalogram recordings.

Multiscale modeling of brain dynamics: from single neurons and networks to mathematical tools

The extreme complexity of the brain naturally requires mathematical modeling approaches on a large variety of scales; the spectrum ranges from single neuron dynamics over the behavior of groups of neurons to neuronal network activity. Thus, the connection between the microscopic scale (single neuron activity) to macroscopic behavior (emergent behavior of the collective dynamics) and vice versa is a key to understand the brain in its complexity. In this work, we attempt a review of a wide range of approaches, ranging from the modeling of single neuron dynamics to machine learning. The models include biophysical as well as data-driven phenomenological models. The discussed models include Hodgkin-Huxley, FitzHugh-Nagumo, coupled oscillators (Kuramoto oscillators, Rössler oscillators, and the Hindmarsh-Rose neuron), Integrate and Fire, networks of neurons, and neural field equations. In addition to the mathematical models, important mathematical methods in multiscale modeling and reconstruction of the causal connectivity are sketched. The methods include linear and nonlinear tools from statistics, data analysis, and time series analysis up to differential equations, dynamical systems, and bifurcation theory, including Granger causal connectivity analysis, phase synchronization connectivity analysis, principal component analysis (PCA), independent component analysis (ICA), and manifold learning algorithms such as ISOMAP, and diffusion maps and equation-free techniques. WIREs Syst Biol Med 2016, 8:438-458. doi: 10.1002/wsbm.1348 For further resources related to this article, please visit the WIREs website.

Complex network based techniques to identify extreme events and (sudden) transitions in spatio-temporal systems

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development of complex systems analysis. First, we discuss the transforming of a time series from such systems to a complex network. The natural approach is to calculate the recurrence matrix and interpret such as the adjacency matrix of an associated complex network, called recurrence network. Using complex network measures, such as transitivity coefficient, we demonstrate that this approach is very efficient for identifying qualitative transitions in observational data, e.g., when analyzing paleoclimate regime transitions. Second, we demonstrate the use of directed spatial networks constructed from spatio-temporal measurements of such systems that can be derived from the synchronized-in-time occurrence of extreme events in different spatial regions. Although there are many possibilities to investigate such spatial networks, we present here the new measure of network divergence and how it can be used to develop a prediction scheme of extreme rainfall events.

Direct Causal Networks for the Study of Transcranial Magnetic Stimulation Effects on Focal Epileptiform Discharges

Background: Transcranial magnetic stimulation (TMS) can have inhibitory effects on epileptiform discharges (EDs) of patients with focal seizures. However, the brain connectivity before, during and after EDs, with or without the administration of TMS, has not been extensively explored. Objective: To investigate the brain network of effective connectivity during ED with and without TMS in patients with focal seizures. Methods: For the effective connectivity a direct causality measure is applied termed partial mutual information from mixed embedding (PMIME). TMS-EEG data from two patients with focal seizures were analyzed. Each EEG record contained a number of EDs in the majority of which TMS was administered over the epileptic focus. As a control condition, sham stimulation over the epileptogenic zone or real TMS at a distance from the epileptic focus was also performed. The change in brain connectivity structure was investigated from the causal networks formed at each sliding window. Conclusion: The PMIME could detect distinct changes in the network structure before, within, and after ED. The administration of real TMS over the epileptic focus, in contrast to sham stimulation, terminated the ED prematurely in a node-specific manner and regained the network structure as if it would have terminated spontaneously.

Synchronizing spatio-temporal chaos with imperfect models: a stochastic surface growth picture

We study the synchronization of two spatially extended dynamical systems where the models have imperfections. We show that the synchronization error across space can be visualized as a rough surface governed by the Kardar-Parisi-Zhang equation with both upper and lower bounding walls corresponding to nonlinearities and model discrepancies, respectively. Two types of model imperfections are considered: parameter mismatch and unresolved fast scales, finding in both cases the same qualitative results. The consistency between different setups and systems indicates that the results are generic for a wide family of spatially extended systems.

Limits to detection of generalized synchronization in delay-coupled chaotic oscillators

We study how reliably generalized synchronization can be detected and characterized from time-series analysis. To that end, we analyze synchronization in a generalized sense of delay-coupled chaotic oscillators in unidirectional ring configurations. The generalized synchronization condition can be verified via the auxiliary system approach; however, in practice, this might not always be possible. Therefore, in this study, widely used indicators to directly quantify generalized and phase synchronization from noise-free time series of two oscillators are employed complementarily to the auxiliary system approach. In our analysis, none of the indices provide the consistent results of the auxiliary system approach. Our findings indicate that it is a major challenge to directly detect synchronization in a generalized sense between two oscillators that are connected via a chain of other oscillators, even if the oscillators are identical. This has major consequences for the interpretation of the dynamics of coupled systems and applications thereof.

Direct-coupling information measure from nonuniform embedding

A measure to estimate the direct and directional coupling in multivariate time series is proposed. The measure is an extension of a recently published measure of conditional mutual information from mixed embedding (MIME) for bivariate time series. In the proposed measure of partial MIME (PMIME), the embedding is on all observed variables and it is optimized in explaining the response variable. It is shown that PMIME detects correctly direct coupling and outperforms the (linear) conditional Granger causality and the partial transfer entropy. We demonstrate that PMIME does not rely on significance test and embedding parameters and the number of observed variables has no effect on its statistical accuracy; it may only slow the computations. The importance of these points is shown in simulations and in an application to epileptic multichannel scalp electroencephalograms.

Statistical modeling approach for detecting generalized synchronization

Detecting nonlinear correlations between time series presents a hard problem for data analysis. We present a generative statistical modeling method for detecting nonlinear generalized synchronization. Truncated Volterra series are used to approximate functional interactions. The Volterra kernels are modeled as linear combinations of basis splines, whose coefficients are estimated via l(1) and l(2) regularized maximum likelihood regression. The regularization manages the high number of kernel coefficients and allows feature selection strategies yielding sparse models. The method's performance is evaluated on different coupled chaotic systems in various synchronization regimes and analytical results for detecting m : n phase synchrony are presented. Experimental applicability is demonstrated by detecting nonlinear interactions between neuronal local field potentials recorded in different parts of macaque visual cortex.

Reducing the bias of causality measures

Measures of the direction and strength of the interdependence between two time series are evaluated and modified to reduce the bias in the estimation of the measures, so that they give zero values when there is no causal effect. For this, point shuffling is employed as used in the frame of surrogate data. This correction is not specific to a particular measure and it is implemented here on measures based on state space reconstruction and information measures. The performance of the causality measures and their modifications is evaluated on simulated uncoupled and coupled dynamical systems and for different settings of embedding dimension, time series length, and noise level. The corrected measures, and particularly the suggested corrected transfer entropy, turn out to stabilize at the zero level in the absence of a causal effect and detect correctly the direction of information flow when it is present. The measures are also evaluated on electroencephalograms (EEG) for the detection of the information flow in the brain of an epileptic patient. The performance of the measures on EEG is interpreted in view of the results from the simulation study.

Experimental confirmation of chaotic phase synchronization in coupled time-delayed electronic circuits

We report the experimental demonstration of chaotic phase synchronization (CPS) in unidirectionally coupled time-delay systems using electronic circuits. We have also implemented experimentally an efficient methodology for characterizing CPS, namely, the localized sets. Snapshots of the evolution of coupled systems and the sets as observed from the oscilloscope confirming CPS are shown experimentally. Numerical results from different approaches, namely, phase differences, localized sets, changes in the largest Lyapunov exponents, and the correlation of probability of recurrence (C(CPR)) corroborate the experimental observations.

Global phase synchronization in an array of time-delay systems

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.

Nonuniform state-space reconstruction and coupling detection

We investigate the state space reconstruction from multiple time series derived from continuous and discrete systems and propose a method for building embedding vectors progressively using information measure criteria regarding past, current, and future states. The embedding scheme can be adapted for different purposes, such as mixed modeling, cross-prediction and Granger causality. In particular, we apply this method in order to detect and evaluate information transfer in coupled systems. As a practical application, we investigate in records of scalp epileptic EEG the information flow across brain areas.

Stability of synchronization in coupled time-delay systems using Krasovskii-Lyapunov theory

Stability of synchronization in unidirectionally coupled time-delay systems is studied using the Krasovskii-Lyapunov theory. We have shown that the same general stability condition is valid for different cases, even for the general situation (but with a constraint) where all the coefficients of the error equation corresponding to the synchronization manifold are time dependent. These analytical results are also confirmed by the numerical simulation of paradigmatic examples.

Inverse synchronizations in coupled time-delay systems with inhibitory coupling

Transitions between inverse anticipatory, inverse complete, and inverse lag synchronizations are shown to occur as a function of the coupling delay in unidirectionally coupled time-delay systems with inhibitory coupling. We have also shown that the same general asymptotic stability condition obtained using the Krasovskii-Lyapunov functional theory can be valid for the cases where (i) both the coefficients of the Delta(t) (error variable) and Delta(tau)=Delta(t-tau) (error variable with delay) terms in the error equation corresponding to the synchronization manifold are time independent and (ii) the coefficient of the Delta term is time independent, while that of the Delta(tau) term is time dependent. The existence of different kinds of synchronization is corroborated using similarity function, probability of synchronization, and also from changes in the spectrum of Lyapunov exponents of the coupled time-delay systems.

Generalized outer synchronization between complex dynamical networks

In this paper, the problem of generalized outer synchronization between two completely different complex dynamical networks is investigated. With a nonlinear control scheme, a sufficient criterion for this generalized outer synchronization is derived based on Barbalat's lemma. Two corollaries are also obtained, which contains the situations studied in two lately published papers as special cases. Numerical simulations further demonstrate the feasibility and effectiveness of the theoretical results.

Phase synchronization in tilted inertial ratchets as chaotic rotators

The phenomenon of phase synchronization for a particle in a periodic ratchet potential is studied. We consider the deterministic dynamics in the underdamped case where the inertia plays an important role since the dynamics can become chaotic. The ratchet potential is tilted due to a constant external force and is rocking by an external periodic forcing. This potential has to be tilted in order to obtain a rotator or self-sustained nonlinear oscillator in the absence of the external periodic forcing; this oscillator then acquires an intrinsic frequency that can be locked with the frequency of the external driving. We introduced an instantaneous linear phase, using a set of discrete time markers, and the associated average frequency, and show that this frequency can be synchronized with the frequency of the driving. We calculate Arnold tongues in a two-dimensional parameter space and discuss their implications for the chaotic transport in ratchets. We show that the local maxima in the current correspond to the borders of these Arnold tongues; in this way we established a link between optimal transport in ratchets and phase synchronization.

Synchronization of chaotic systems with delay using intermittent linear state feedback

This paper investigates the synchronization of coupled chaotic systems with time delay by using intermittent linear state feedback control. An exponential synchronization criterion is obtained by means of Lyapunov function and differential inequality method. Numerical simulations on the chaotic Ikeda and Lu systems are given to demonstrate the effectiveness of the theoretical results.