ISSN 0869-6632 (Print)
ISSN 2542-1905 (Online)

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Smirnov D. A. Revealing nonlinear couplings between stochastic oscillators from time series. Izvestiya VUZ. Applied Nonlinear Dynamics, 2010, vol. 18, iss. 2, pp. 16-38. DOI: 10.18500/0869-6632-2010-18-2-16-38

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Russian
Heading: 
Applied Problems of Nonlinear Oscillation and Wave Theory
Article type: 
Article
UDC: 
530.18
DOI: 
10.18500/0869-6632-2010-18-2-16-38

Revealing nonlinear couplings between stochastic oscillators from time series

Autors: 
Smirnov Dmitrij Alekseevich, Saratov Branch of Kotel`nikov Institute of Radiophysics and Electronics of Russian Academy of Sciences
Abstract: 

The problem of detection and quantitative characterization of nonlinear directional couplings between stochastic oscillators is considered. Coupling characteristics and a technique for their estimation from time series are suggested. An analytic expression for a statistical significance level of the conclusion about coupling presence is derived that allows a reliable inference from relatively short signals. Performance of the approach is demonstrated in numerical experiments with diverse individual properties of oscillators and different kinds of coupling functions.

Key words: 
Сoupling estimation
Coupled oscillators
nonlinear time series analysis
phase dynamics
statistical inference
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Received: 
29.09.2009
Accepted: 
03.03.2010
Published: 
30.04.2010
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