Estimation of coupling between time-delay systems from time series

Chimeralike states in networks of bistable time-delayed feedback oscillators coupled via the mean field

We study the collective dynamics of oscillators in a network of identical bistable time-delayed feedback systems globally coupled via the mean field. The influence of delay and inertial properties of the mean field on the collective behavior of globally coupled oscillators is investigated. A variety of oscillation regimes in the network results from the presence of bistable states with substantially different frequencies in coupled oscillators. In the physical experiment and numerical simulation we demonstrate the existence of chimeralike states, in which some of the oscillators in the network exhibit synchronous oscillations, while all other oscillators remain asynchronous.

Recovery of couplings and parameters of elements in networks of time-delay systems from time series

We propose a method for the recovery of coupling architecture and the parameters of elements in networks consisting of coupled oscillators described by delay-differential equations. For each oscillator in the network, we introduce an objective function characterizing the distance between the points of the reconstructed nonlinear function. The proposed method is based on the minimization of this objective function and the separation of the recovered coupling coefficients into significant and insignificant coefficients. The efficiency of the method is shown for chaotic time series generated by model equations of diffusively coupled time-delay systems and for experimental chaotic time series gained from coupled electronic oscillators with time-delayed feedback.

Relating Granger causality to long-term causal effects

In estimation of causal couplings between observed processes, it is important to characterize coupling roles at various time scales. The widely used Granger causality reflects short-term effects: it shows how strongly perturbations of a current state of one process affect near future states of another process, and it quantifies that via prediction improvement (PI) in autoregressive models. However, it is often more important to evaluate the effects of coupling on long-term statistics, e.g., to find out how strongly the presence of coupling changes the variance of a driven process as compared to an uncoupled case. No general relationships between Granger causality and such long-term effects are known. Here, we pose the problem of relating these two types of coupling characteristics, and we solve it for a class of stochastic systems. Namely, for overdamped linear oscillators, we rigorously derive that the above long-term effect is proportional to the short-term effects, with the proportionality coefficient depending on the prediction interval and relaxation times. We reveal that this coefficient is typically considerably greater than unity so that small normalized PI values may well correspond to quite large long-term effects of coupling. The applicability of the derived relationship to wider classes of systems, its limitations, and its value for further research are discussed. To give a real-world example, we analyze couplings between large-scale climatic processes related to sea surface temperature variations in equatorial Pacific and North Atlantic regions.

Reconstruction of ensembles of coupled time-delay systems from time series

We propose a method to recover from time series the parameters of coupled time-delay systems and the architecture of couplings between them. The method is based on a reconstruction of model delay-differential equations and estimation of statistical significance of couplings. It can be applied to networks composed of nonidentical nodes with an arbitrary number of unidirectional and bidirectional couplings. We test our method on chaotic and periodic time series produced by model equations of ensembles of diffusively coupled time-delay systems in the presence of noise, and apply it to experimental time series obtained from electronic oscillators with delayed feedback coupled by resistors.

Empirical and theoretical aspects of generation and transfer of information in a neuromagnetic source network

Variability in source dynamics across the sources in an activated network may be indicative of how the information is processed within a network. Information-theoretic tools allow one not only to characterize local brain dynamics but also to describe interactions between distributed brain activity. This study follows such a framework and explores the relations between signal variability and asymmetry in mutual interdependencies in a data-driven pipeline of non-linear analysis of neuromagnetic sources reconstructed from human magnetoencephalographic (MEG) data collected as a reaction to a face recognition task. Asymmetry in non-linear interdependencies in the network was analyzed using transfer entropy, which quantifies predictive information transfer between the sources. Variability of the source activity was estimated using multi-scale entropy, quantifying the rate of which information is generated. The empirical results are supported by an analysis of synthetic data based on the dynamics of coupled systems with time delay in coupling. We found that the amount of information transferred from one source to another was correlated with the difference in variability between the dynamics of these two sources, with the directionality of net information transfer depending on the time scale at which the sample entropy was computed. The results based on synthetic data suggest that both time delay and strength of coupling can contribute to the relations between variability of brain signals and information transfer between them. Our findings support the previous attempts to characterize functional organization of the activated brain, based on a combination of non-linear dynamics and temporal features of brain connectivity, such as time delay.

Phase dynamics of coupled oscillators reconstructed from data

We systematically develop a technique for reconstructing the phase dynamics equations for coupled oscillators from data. For autonomous oscillators and for two interacting oscillators we demonstrate how phase estimates obtained from general scalar observables can be transformed to genuine phases. This allows us to obtain an invariant description of the phase dynamics in terms of the genuine, observable-independent phases. We discuss the importance of this transformation for characterization of strength and directionality of interaction from bivariate data. Moreover, we demonstrate that natural (autonomous) frequencies of oscillators can be recovered if several observations of coupled systems at different, yet unknown coupling strengths are available. We illustrate our method by several numerical examples and apply it to a human electrocardiogram and to a physical experiment with coupled metronomes.

Seidel-Herzel model of human baroreflex in cardiorespiratory system with stochastic delays

The stochastic versus deterministic solution of the Seidel-Herzel model describing the baroreceptor control loop (which regulates the short-time heart rate) are compared with the aim of exploring the heart rate variability. The deterministic model solutions are known to bifurcate from the stable to sustained oscillatory solutions if time delays in transfer of signals by sympathetic nervous system to the heart and vasculature are changed. Oscillations in the heart rate and blood pressure are physiologically crucial since they are recognized as Mayer waves. We test the role of delays of the sympathetic stimulation in reconstruction of the known features of the heart rate. It appears that realistic histograms and return plots are attainable if sympathetic time delays are stochastically perturbed, namely, we consider a perturbation by a white noise. Moreover, in the case of stochastic model the bifurcation points vanish and Mayer oscillations in heart period and blood pressure are observed for whole considered space of sympathetic time delays.

Uncovering interaction of coupled oscillators from data

We develop a technique for reconstructing the phase dynamics equations for weakly coupled oscillators from data. We show how, starting from general scalar observables, one can first reconstruct the dynamics in terms of the corresponding protophases, and then, performing a transformation to the genuine, observable-independent phases, obtain an invariant description of the phase dynamics. We demonstrate that natural frequencies of oscillators can be recovered if several observations of coupled systems at different coupling strengths are available. We apply our theory to numerical examples and to a physical experiment with coupled metronomes.