We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of both techniques is a matrix whose entries are the mean phase coherence values measured between pairs of time series. The first method is a mean field approach which allows to define the strength of participation of a subsystem in a single synchronization cluster. The second method is based on an eigenvalue decomposition from which a participation index is derived that characterizes the degree of involvement of a subsystem within multiple synchronization clusters. Simulating multiple clusters within a lattice of coupled Lorenz oscillators we explore the limitations and pitfalls of both methods and demonstrate (a) that the mean field approach is relatively robust even in configurations where the single cluster assumption is not entirely fulfilled, and (b) that the eigenvalue decomposition approach correctly identifies the simulated clusters even for low coupling strengths. Using the eigenvalue decomposition approach we studied spatiotemporal synchronization clusters in long-lasting multichannel EEG recordings from epilepsy patients and obtained results that fully confirm findings from well established neurophysiological examination techniques. Multivariate time series analysis methods such as synchronization cluster analysis that account for nonlinearities in the data are expected to provide complementary information which allows to gain deeper insights into the collective dynamics of spatially extended complex systems.
Deep Dive into Identifying phase synchronization clusters in spatially extended dynamical systems.
We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of both techniques is a matrix whose entries are the mean phase coherence values measured between pairs of time series. The first method is a mean field approach which allows to define the strength of participation of a subsystem in a single synchronization cluster. The second method is based on an eigenvalue decomposition from which a participation index is derived that characterizes the degree of involvement of a subsystem within multiple synchronization clusters. Simulating multiple clusters within a lattice of coupled Lorenz oscillators we explore the limitations and pitfalls of both methods and demonstrate (a) that the mean field approach is relatively robust even in configurations where the single cluster assumption is not entirely fulfilled, and (b)
arXiv:1003.2597v1 [physics.data-an] 12 Mar 2010
Published as Phys. Rev. E 74, 051909 (2006). Copyright 2006 by the American Physical Society.
Identifying phase synchronization clusters in spatially extended dynamical systems
Stephan Bialonski1, 2, ∗and Klaus Lehnertz1, 2, 3, †
1Department of Epileptology, Neurophysics Group, University of Bonn,
Sigmund-Freud-Str.
25, D-53105 Bonn, Germany
2Helmholtz-Institute for Radiation and Nuclear Physics,
University of Bonn, Nussallee 14-16, 53115 Bonn, Germany
3Interdisciplinary Center for Complex Systems, University of Bonn, R¨omerstr. 164, 53117 Bonn, Germany
(Published 14 November 2006)
We investigate two recently proposed multivariate time series analysis techniques that aim at
detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to
field applications. The starting point of both techniques is a matrix whose entries are the mean phase
coherence values measured between pairs of time series. The first method is a mean field approach
which allows to define the strength of participation of a subsystem in a single synchronization cluster.
The second method is based on an eigenvalue decomposition from which a participation index is
derived that characterizes the degree of involvement of a subsystem within multiple synchronization
clusters.
Simulating multiple clusters within a lattice of coupled Lorenz oscillators we explore
the limitations and pitfalls of both methods and demonstrate (a) that the mean field approach is
relatively robust even in configurations where the single cluster assumption is not entirely fulfilled,
and (b) that the eigenvalue decomposition approach correctly identifies the simulated clusters even
for low coupling strengths. Using the eigenvalue decomposition approach we studied spatiotemporal
synchronization clusters in long-lasting multichannel EEG recordings from epilepsy patients and
obtained results that fully confirm findings from well established neurophysiological examination
techniques. Multivariate time series analysis methods such as synchronization cluster analysis that
account for nonlinearities in the data are expected to provide complementary information which
allows to gain deeper insights into the collective dynamics of spatially extended complex systems.
PACS numbers: 87.19.La, 05.45.Tp, 05.45.Xt, 05.10.-a
I.
INTRODUCTION
Spatially extended complex dynamical systems may be
thought of being composed of numerous constituents (dy-
namically formed subsystems) each having its own dy-
namics. Typically the relevant state variables of such sys-
tems can not be observed directly but only through some
observation function that projects the high-dimensional
state space onto an observation space of much lower di-
mension, resulting in a set of time series.
Multivari-
ate analyses of such time series might then help to gain
deeper insights into the collective dynamics of spatially
extended systems.
Although a number of time series
analysis methods have been developed over the past (see
[1–5] for an overview) most techniques either allow to
characterize single time series (univariate approaches) or
to investigate relationships between two time series (bi-
variate approaches). However, applying bivariate tech-
niques to pairs of time series – taken from a multichan-
nel recording – does not necessarily allow to identify the
relevant information in the full data set. The latter is of
particular interest for scientific fields investigating spa-
tially extended dynamical systems, such as meteorology,
economics, social science or neurosciences, where a com-
plex but relatively sparse connectivity between subsys-
∗Electronic address: bialonski@gmx.net
†Electronic address: klaus.lehnertz@ukb.uni-bonn.de
tems prevails. Understanding brain function – both dur-
ing physiological and pathophysiological conditions (as
e.g. in the case of epilepsy) – requires a characterization
and quantification of the collective behavior of neural net-
works generating signals at different areas.
In principle, multivariate time series analysis tech-
niques can be used to investigate mutual relationships
between arbitrary numbers of time series. A large va-
riety of methods [6] aim at revealing additional infor-
mation by classifying time series into different groups.
In addition to the classical principal component analysis
(also known as Karhunen-Loeve transform) [7] indepen-
dent component analysis [8] provides a decomposition
of data into independent source signals, and if the as-
sumption of independence holds, it can be regarded as a
suitable method. If independence can not be assumed,
mutual information based methods might be more ap-
propriate [9, 10]. The partial coherence [3] measures the
fraction of coherence between two time series that is not
shared with a third time series. Whereas the partial co-
herence is based on the assumption of linearity and thus
does not capture nonlinear interactions, the recently pro-
posed concept
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