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

статистические выводы

Revealing nonlinear couplings between stochastic oscillators from time series

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.