Distinguishing between deterministic oscillations and noise

被引:6
作者
Adams, Joe Rowland [1 ]
Newman, Julian [2 ]
Stefanovska, Aneta [1 ]
机构
[1] Univ Lancaster, Phys Dept, Lancaster, England
[2] Univ Exeter, Dept Math & Stat, Exeter, England
基金
英国工程与自然科学研究理事会;
关键词
1/F NOISE; STATISTICAL NOISE; SYSTEMS; CHAOS; VARIABILITY; IONOSPHERE; RANDOMNESS; DYNAMICS; ENTROPY; PHYSICS;
D O I
10.1140/epjs/s11734-023-00986-3
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Time-dependent dynamics is ubiquitous in the natural world and beyond. Effectively analysing its presence in data is essential to our ability to understand the systems from which it is recorded. However, the traditional framework for dynamics analysis is in terms of time-independent dynamical systems and long-term statistics, as opposed to the explicit tracking over time of time-localised dynamical behaviour. We review commonly used analysis techniques based on this traditional statistical framework-such as the autocorrelation function, power-spectral density, and multiscale sample entropy-and contrast to an alternative framework in terms of finite-time dynamics of networks of time-dependent cyclic processes. In time-independent systems, the net effect of a large number of individually intractable contributions may be considered as noise; we show that time-dependent oscillator systems with only a small number of contributions may appear noise-like when analysed according to the traditional framework using power-spectral density estimation. However, methods characteristic of the time-dependent finite-time-dynamics framework, such as the wavelet transform and wavelet bispectrum, are able to identify the determinism and provide crucial information about the analysed system. Finally, we compare these two frameworks for three sets of experimental data. We demonstrate that while techniques based on the traditional framework are unable to reliably detect and understand underlying time-dependent dynamics, the alternative framework identifies deterministic oscillations and interactions.
引用
收藏
页码:3435 / 3457
页数:23
相关论文
共 90 条
[31]   Noise in the nervous system [J].
Faisal, A. Aldo ;
Selen, Luc P. J. ;
Wolpert, Daniel M. .
NATURE REVIEWS NEUROSCIENCE, 2008, 9 (04) :292-303
[32]   Experimental evidence for microscopic chaos [J].
Gaspard, P ;
Briggs, ME ;
Francis, MK ;
Sengers, JV ;
Gammons, RW ;
Dorfman, JR ;
Calabrese, RV .
NATURE, 1998, 394 (6696) :865-868
[33]   Cycles, randomness, and transport from chaotic dynamics to stochastic processes [J].
Gaspard, Pierre .
CHAOS, 2015, 25 (09)
[34]   DETERMINATION OF THE AREA OF EXPONENTIAL ATTRACTION IN ONE-DIMENSIONAL FINITE-TIME SYSTEMS USING MESHLESS COLLOCATION [J].
Giesl, Peter ;
McMichen, James .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2018, 23 (04) :1835-1850
[35]   STATISTICAL NOISE DUE TO TUNNELING IN SUPERCONDUCTING TUNNEL JUNCTION DETECTORS [J].
GOLDIE, DJ ;
BRINK, PL ;
PATEL, C ;
BOOTH, NE ;
SALMON, GL .
APPLIED PHYSICS LETTERS, 1994, 64 (23) :3169-3171
[36]   The What and Where of Adding Channel Noise to the Hodgkin-Huxley Equations [J].
Goldwyn, Joshua H. ;
Shea-Brown, Eric .
PLOS COMPUTATIONAL BIOLOGY, 2011, 7 (11)
[37]   STOCHASTIC CLIMATE MODELS .1. THEORY [J].
HASSELMANN, K .
TELLUS, 1976, 28 (06) :473-485
[38]   Electrodynamics in the low and middle latitude ionosphere: a tutorial [J].
Heelis, RA .
JOURNAL OF ATMOSPHERIC AND SOLAR-TERRESTRIAL PHYSICS, 2004, 66 (10) :825-838
[39]   Thermodynamic uncertainty relations constrain non-equilibrium fluctuations [J].
Horowitz, Jordan M. ;
Gingrich, Todd R. .
NATURE PHYSICS, 2020, 16 (01) :15-20
[40]   Pervasive randomness in physics: an introduction to its modelling and spectral characterisation [J].
Howard, Roy .
CONTEMPORARY PHYSICS, 2017, 58 (04) :303-330