Inferring the connectivity of coupled oscillators from time-series statistical similarity analysis

Reconstructing higher-order interactions in coupled dynamical systems

Higher-order interactions play a key role for the operation and function of a complex system. However, how to identify them is still an open problem. Here, we propose a method to fully reconstruct the structural connectivity of a system of coupled dynamical units, identifying both pairwise and higher-order interactions from the system time evolution. Our method works for any dynamics, and allows the reconstruction of both hypergraphs and simplicial complexes, either undirected or directed, unweighted or weighted. With two concrete applications, we show how the method can help understanding the complexity of bacterial systems, or the microscopic mechanisms of interaction underlying coupled chaotic oscillators.

How representative are air transport functional complex networks? A quantitative validation

Functional networks have emerged as powerful instruments to characterize the propagation of information in complex systems, with applications ranging from neuroscience to climate and air transport. In spite of their success, reliable methods for validating the resulting structures are still missing, forcing the community to resort to expert knowledge or simplified models of the system's dynamics. We here propose the use of a real-world problem, involving the reconstruction of the structure of flights in the US air transport system from the activity of individual airports, as a way to explore the limits of such an approach. While the true connectivity is known and is, therefore, possible to provide a quantitative benchmark, this problem presents challenges commonly found in other fields, including the presence of non-stationarities and observational noise, and the limitedness of available time series. We explore the impact of elements like the specific functional metric employed, the way of detrending the time series, or the size of the reconstructed system and discuss how the conclusions here drawn could have implications for similar analyses in neuroscience.

Does the brain behave like a (complex) network? I. Dynamics

Graph theory is now becoming a standard tool in system-level neuroscience. However, endowing observed brain anatomy and dynamics with a complex network structure does not entail that the brain actually works as a network. Asking whether the brain behaves as a network means asking whether network properties count. From the viewpoint of neurophysiology and, possibly, of brain physics, the most substantial issues a network structure may be instrumental in addressing relate to the influence of network properties on brain dynamics and to whether these properties ultimately explain some aspects of brain function. Here, we address the dynamical implications of complex network, examining which aspects and scales of brain activity may be understood to genuinely behave as a network. To do so, we first define the meaning of networkness, and analyse some of its implications. We then examine ways in which brain anatomy and dynamics can be endowed with a network structure and discuss possible ways in which network structure may be shown to represent a genuine organisational principle of brain activity, rather than just a convenient description of its anatomy and dynamics.

Network structure from a characterization of interactions in complex systems

Many natural and man-made complex dynamical systems can be represented by networks with vertices representing system units and edges the coupling between vertices. If edges of such a structural network are inaccessible, a widely used approach is to identify them with interactions between vertices, thereby setting up a functional network. However, it is an unsolved issue if and to what extent important properties of a functional network on the global and the local scale match those of the corresponding structural network. We address this issue by deriving functional networks from characterizing interactions in paradigmatic oscillator networks with widely-used time-series-analysis techniques for various factors that alter the collective network dynamics. Surprisingly, we find that particularly key constituents of functional networks—as identified with betweenness and eigenvector centrality—coincide with ground truth to a high degree, while global topological and spectral properties—clustering coefficient, average shortest path length, assortativity, and synchronizability—clearly deviate. We obtain similar concurrences for an empirical network. Our findings are of relevance for various scientific fields and call for conceptual and methodological refinements to further our understanding of the relationship between structure and function of complex dynamical systems.

Inferring the connectivity of coupled chaotic oscillators using Kalman filtering

Inferring the interactions between coupled oscillators is a significant open problem in complexity science, with multiple interdisciplinary applications. While the Kalman filter (KF) technique is a well-known tool, widely used for data assimilation and parameter estimation, to the best of our knowledge, it has not yet been used for inferring the connectivity of coupled chaotic oscillators. Here we demonstrate that KF allows reconstructing the interaction topology and the coupling strength of a network of mutually coupled Rössler-like chaotic oscillators. We show that the connectivity can be inferred by considering only the observed dynamics of a single variable of the three that define the phase space of each oscillator. We also show that both the coupling strength and the network architecture can be inferred even when the oscillators are close to synchronization. Simulation results are provided to show the effectiveness and applicability of the proposed method.

Machine learning assisted network classification from symbolic time-series

Machine learning techniques have been witnessing perpetual success in predicting and understanding behaviors of a diverse range of complex systems. By employing a deep learning method on limited time-series information of a handful of nodes from large-size complex systems, we label the underlying network structures assigned in different classes. We consider two popular models, namely, coupled Kuramoto oscillators and susceptible-infectious-susceptible to demonstrate our results. Importantly, we elucidate that even binary information of the time evolution behavior of a few coupled units (nodes) yields as accurate classification of the underlying network structure as achieved by the actual time-series data. The key of the entire process reckons on feeding the time-series information of the nodes when the system evolves in a partially synchronized state, i.e., neither completely incoherent nor completely synchronized. The two biggest advantages of our method over previous existing methods are its simplicity and the requirement of the time evolution of one largest degree node or a handful of the nodes to predict the classification of large-size networks with remarkable accuracy.

Generation of diverse insect-like gait patterns using networks of coupled Rössler systems

The generation of walking patterns is central to bio-inspired robotics and has been attained using methods encompassing diverse numerical as well as analog implementations. Here, we demonstrate the possibility of synthesizing viable gaits using a paradigmatic low-dimensional non-linear entity, namely, the Rössler system, as a dynamical unit. Through a minimalistic network wherein each instance is univocally associated with one leg, it is possible to readily reproduce the canonical gaits as well as generate new ones via changing the coupling scheme and the associated delays. Varying levels of irregularity can be introduced by rendering individual systems or the entire network chaotic. Moreover, through tailored mapping of the state variables to physical angles, adequate leg trajectories can be accessed directly from the coupled systems. The functionality of the resulting generator was confirmed in laboratory experiments by means of an instrumented six-legged ant-like robot. Owing to their simple form, the 18 coupled equations could be rapidly integrated on a bare-metal microcontroller, leading to the demonstration of real-time robot control navigating an arena using a brain-machine interface.

A Refinement of Recurrence Analysis to Determine the Time Delay of Causality in Presence of External Perturbations

This article describes a refinement of recurrence analysis to determine the delay in the causal influence between a driver and a target, in the presence of additional perturbations affecting the time series of the response observable. The methodology is based on the definition of a new type of recurrence plots, the Conditional Joint Recurrence plot. The potential of the proposed approach resides in the great flexibility of recurrence plots themselves, which allows extending the technique to more than three quantities. Autoregressive time series, both linear and nonlinear, with different couplings and percentage of additive Gaussian noise have been investigated in detail, with and without outliers. The approach has also been applied to the case of synthetic periodic signals, representing realistic situations of synchronization experiments in thermonuclear fusion. The results obtained have been very positive; the proposed Conditional Joint Recurrence plots have always managed to identify the right interval of the causal influences and are very competitive with alternative techniques such as the Conditional Transfer Entropy.

Small-worldness favours network inference in synthetic neural networks

A main goal in the analysis of a complex system is to infer its underlying network structure from time-series observations of its behaviour. The inference process is often done by using bi-variate similarity measures, such as the cross-correlation (CC) or mutual information (MI), however, the main factors favouring or hindering its success are still puzzling. Here, we use synthetic neuron models in order to reveal the main topological properties that frustrate or facilitate inferring the underlying network from CC measurements. Specifically, we use pulse-coupled Izhikevich neurons connected as in the Caenorhabditis elegans neural networks as well as in networks with similar randomness and small-worldness. We analyse the effectiveness and robustness of the inference process under different observations and collective dynamics, contrasting the results obtained from using membrane potentials and inter-spike interval time-series. We find that overall, small-worldness favours network inference and degree heterogeneity hinders it. In particular, success rates in C. elegans networks – that combine small-world properties with degree heterogeneity – are closer to success rates in Erdös-Rényi network models rather than those in Watts-Strogatz network models. These results are relevant to understand better the relationship between topological properties and function in different neural networks.

Experimental datasets of networks of nonlinear oscillators: Structure and dynamics during the path to synchronization

The analysis of the interplay between structural and functional networks require experiments where both the specific structure of the connections between nodes and the time series of the underlying dynamical units are known at the same time. However, real datasets typically contain only one of the two ways (structural or functional) a network can be observed. Here, we provide experimental recordings of the dynamics of 28 nonlinear electronic circuits coupled in 20 different network configurations. For each network, we modify the coupling strength between circuits, going from an incoherent state of the system to a complete synchronization scenario. Time series containing 30000 points are recorded using a data-acquisition card capturing the analogic output of each circuit. The experiment is repeated three times for each network structure allowing to track the path to the synchronized state both at the level of the nodes (with its direct neighbours) and at the whole network. These datasets can be useful to test new metrics to evaluate the coordination between dynamical systems and to investigate to what extent the coupling strength is related to the correlation between functional and structural networks.

Mapping atmospheric waves and unveiling phase coherent structures in a global surface air temperature reanalysis dataset

In the analysis of empirical signals, detecting correlations that capture genuine interactions between the elements of a complex system is a challenging task with applications across disciplines. Here, we analyze a global dataset of surface air temperature (SAT) with daily resolution. Hilbert analysis is used to obtain phase, instantaneous frequency, and amplitude information of SAT seasonal cycles in different geographical zones. The analysis of the phase dynamics reveals large regions with coherent seasonality. The analysis of the instantaneous frequencies uncovers clean wave patterns formed by alternating regions of negative and positive correlations. In contrast, the analysis of the amplitude dynamics uncovers wave patterns with additional large-scale structures. These structures are interpreted as due to the fact that the amplitude dynamics is affected by processes that act in long and short time scales, while the dynamics of the instantaneous frequency is mainly governed by fast processes. Therefore, Hilbert analysis allows us to disentangle climatic processes and to track planetary atmospheric waves. Our results are relevant for the analysis of complex oscillatory signals because they offer a general strategy for uncovering interactions that act at different time scales.

Model reconstruction from temporal data for coupled oscillator networks

In a complex system, the interactions between individual agents often lead to emergent collective behavior such as spontaneous synchronization, swarming, and pattern formation. Beyond the intrinsic properties of the agents, the topology of the network of interactions can have a dramatic influence over the dynamics. In many studies, researchers start with a specific model for both the intrinsic dynamics of each agent and the interaction network and attempt to learn about the dynamics of the model. Here, we consider the inverse problem: given data from a system, can one learn about the model and the underlying network? We investigate arbitrary networks of coupled phase oscillators that can exhibit both synchronous and asynchronous dynamics. We demonstrate that, given sufficient observational data on the transient evolution of each oscillator, machine learning can reconstruct the interaction network and identify the intrinsic dynamics.

Reconstructing dynamical networks via feature ranking

Empirical data on real complex systems are becoming increasingly available. Parallel to this is the need for new methods of reconstructing (inferring) the structure of networks from time-resolved observations of their node-dynamics. The methods based on physical insights often rely on strong assumptions about the properties and dynamics of the scrutinized network. Here, we use the insights from machine learning to design a new method of network reconstruction that essentially makes no such assumptions. Specifically, we interpret the available trajectories (data) as "features" and use two independent feature ranking approaches-Random Forest and RReliefF-to rank the importance of each node for predicting the value of each other node, which yields the reconstructed adjacency matrix. We show that our method is fairly robust to coupling strength, system size, trajectory length, and noise. We also find that the reconstruction quality strongly depends on the dynamical regime.

Network inference from the timing of events in coupled dynamical systems

Spreading phenomena like opinion formation or disease propagation often follow the links of some underlying network structure. While the effects of network topology on spreading efficiency have already been vastly studied, we here address the inverse problem of whether we can infer an unknown network structure from the timing of events observed at different nodes. For this purpose, we numerically investigate two types of event-based stochastic processes. On the one hand, a generic model of event propagation on networks is considered where the nodes exhibit two types of eventlike activity: spontaneous events reflecting mutually independent Poisson processes and triggered events that occur with a certain probability whenever one of the neighboring nodes exhibits any of these two kinds of events. On the other hand, we study a variant of the well-known SIRS model from epidemiology and record only the timings of state switching events of individual nodes, irrespective of the specific states involved. Based on simulations of both models on different prototypical network architectures, we study the pairwise statistical similarity between the sequences of event timings at all nodes by means of event synchronization and event coincidence analysis (ECA). By taking strong mutual similarities of event sequences (functional connectivity) as proxies for actual physical links (structural connectivity), we demonstrate that both approaches can lead to reasonable prediction accuracy. In general, sparser networks can be reconstructed more accurately than denser ones, especially in the case of larger networks. In such cases, ECA is shown to commonly exhibit the better reconstruction accuracy.

Inferring directed networks using a rank-based connectivity measure

Inferring the topology of a network using the knowledge of the signals of each of the interacting units is key to understanding real-world systems. One way to address this problem is using data-driven methods like cross-correlation or mutual information. However, these measures lack the ability to distinguish the direction of coupling. Here, we use a rank-based nonlinear interdependence measure originally developed for pairs of signals. This measure not only allows one to measure the strength but also the direction of the coupling. Our results for a system of coupled Lorenz dynamics show that we are able to consistently infer the underlying network for a subrange of the coupling strength and link density. Furthermore, we report that the addition of dynamical noise can benefit the reconstruction. Finally, we show an application to multichannel electroencephalographic recordings from an epilepsy patient.

Warped phase coherence: An empirical synchronization measure combining phase and amplitude information

The entrainment between weakly coupled nonlinear oscillators, as well as between complex signals such as those representing physiological activity, is frequently assessed in terms of whether a stable relationship is detectable between the instantaneous phases extracted from the measured or simulated time-series via the analytic signal. Here, we demonstrate that adding a possibly complex constant value to this normally null-mean signal has a non-trivial warping effect. Among other consequences, this introduces a level of sensitivity to the amplitude fluctuations and average relative phase. By means of simulations of Rössler systems and experiments on single-transistor oscillator networks, it is shown that the resulting coherence measure may have an empirical value in improving the inference of the structural couplings from the dynamics. When tentatively applied to the electroencephalogram recorded while performing imaginary and real movements, this straightforward modification of the phase locking value substantially improved the classification accuracy. Hence, its possible practical relevance in brain-computer and brain-machine interfaces deserves consideration.

Compressive-Sensing-Based Structure Identification for Multilayer Networks

The coexistence of multiple types of interactions within social, technological, and biological networks has motivated the study of the multilayer nature of real-world networks. Meanwhile, identifying network structures from dynamical observations is an essential issue pervading over the current research on complex networks. This paper addresses the problem of structure identification for multilayer networks, which is an important topic but involves a challenging inverse problem. To clearly reveal the formalism, the simplest two-layer network model is considered and a new approach to identifying the structure of one layer is proposed. Specifically, if the interested layer is sparsely connected and the node behaviors of the other layer are observable at a few time points, then a theoretical framework is established based on compressive sensing and regularization. Some numerical examples illustrate the effectiveness of the identification scheme, its requirement of a relatively small number of observations, as well as its robustness against small noise. It is noteworthy that the framework can be straightforwardly extended to multilayer networks, thus applicable to a variety of real-world complex systems.

Model-free inference of direct network interactions from nonlinear collective dynamics

The topology of interactions in network dynamical systems fundamentally underlies their function. Accelerating technological progress creates massively available data about collective nonlinear dynamics in physical, biological, and technological systems. Detecting direct interaction patterns from those dynamics still constitutes a major open problem. In particular, current nonlinear dynamics approaches mostly require to know a priori a model of the (often high dimensional) system dynamics. Here we develop a model-independent framework for inferring direct interactions solely from recording the nonlinear collective dynamics generated. Introducing an explicit dependency matrix in combination with a block-orthogonal regression algorithm, the approach works reliably across many dynamical regimes, including transient dynamics toward steady states, periodic and non-periodic dynamics, and chaos. Together with its capabilities to reveal network (two point) as well as hypernetwork (e.g., three point) interactions, this framework may thus open up nonlinear dynamics options of inferring direct interaction patterns across systems where no model is known.

Network dynamical systems can represent the interactions involved in the collective dynamics of gene regulatory networks or metabolic circuits. Here Casadiego et al. present a method for inferring these types of interactions directly from observed time series without relying on their model.

Network Inference and Maximum Entropy Estimation on Information Diagrams

Maximum entropy estimation is of broad interest for inferring properties of systems across many disciplines. Using a recently introduced technique for estimating the maximum entropy of a set of random discrete variables when conditioning on bivariate mutual informations and univariate entropies, we show how this can be used to estimate the direct network connectivity between interacting units from observed activity. As a generic example, we consider phase oscillators and show that our approach is typically superior to simply using the mutual information. In addition, we propose a nonparametric formulation of connected informations, used to test the explanatory power of a network description in general. We give an illustrative example showing how this agrees with the existing parametric formulation, and demonstrate its applicability and advantages for resting-state human brain networks, for which we also discuss its direct effective connectivity. Finally, we generalize to continuous random variables and vastly expand the types of information-theoretic quantities one can condition on. This allows us to establish significant advantages of this approach over existing ones. Not only does our method perform favorably in the undersampled regime, where existing methods fail, but it also can be dramatically less computationally expensive as the cardinality of the variables increases.

Reconstructing networks of pulse-coupled oscillators from spike trains

We present an approach for reconstructing networks of pulse-coupled neuronlike oscillators from passive observation of pulse trains of all nodes. It is assumed that units are described by their phase response curves and that their phases are instantaneously reset by incoming pulses. Using an iterative procedure, we recover the properties of all nodes, namely their phase response curves and natural frequencies, as well as strengths of all directed connections.

Inter-layer synchronization in non-identical multi-layer networks

Inter-layer synchronization is a dynamical process occurring in multi-layer networks composed of identical nodes. This process emerges when all layers are synchronized, while nodes in each layer do not necessarily evolve in unison. So far, the study of such inter-layer synchronization has been restricted to the case in which all layers have an identical connectivity structure. When layers are not identical, the inter-layer synchronous state is no longer a stable solution of the system. Nevertheless, when layers differ in just a few links, an approximate treatment is still feasible, and allows one to gather information on whether and how the system may wander around an inter-layer synchronous configuration. We report the details of an approximate analytical treatment for a two-layer multiplex, which results in the introduction of an extra inertial term accounting for structural differences. Numerical validation of the predictions highlights the usefulness of our approach, especially for small or moderate topological differences in the intra-layer coupling. Moreover, we identify a non-trivial relationship connecting the betweenness centrality of the missing links and the intra-layer coupling strength. Finally, by the use of multiplexed layers of electronic circuits, we study the inter-layer synchronization as a function of the removed links.

Persistent homology of time-dependent functional networks constructed from coupled time series

We use topological data analysis to study "functional networks" that we construct from time-series data from both experimental and synthetic sources. We use persistent homology with a weight rank clique filtration to gain insights into these functional networks, and we use persistence landscapes to interpret our results. Our first example uses time-series output from networks of coupled Kuramoto oscillators. Our second example consists of biological data in the form of functional magnetic resonance imaging data that were acquired from human subjects during a simple motor-learning task in which subjects were monitored for three days during a five-day period. With these examples, we demonstrate that (1) using persistent homology to study functional networks provides fascinating insights into their properties and (2) the position of the features in a filtration can sometimes play a more vital role than persistence in the interpretation of topological features, even though conventionally the latter is used to distinguish between signal and noise. We find that persistent homology can detect differences in synchronization patterns in our data sets over time, giving insight both on changes in community structure in the networks and on increased synchronization between brain regions that form loops in a functional network during motor learning. For the motor-learning data, persistence landscapes also reveal that on average the majority of changes in the network loops take place on the second of the three days of the learning process.

Consistency of heterogeneous synchronization patterns in complex weighted networks

Synchronization within the dynamical nodes of a complex network is usually considered homogeneous through all the nodes. Here we show, in contrast, that subsets of interacting oscillators may synchronize in different ways within a single network. This diversity of synchronization patterns is promoted by increasing the heterogeneous distribution of coupling weights and/or asymmetries in small networks. We also analyze consistency, defined as the persistence of coexistent synchronization patterns regardless of the initial conditions. Our results show that complex weighted networks display richer consistency than regular networks, suggesting why certain functional network topologies are often constructed when experimental data are analyzed.

Pairwise network information and nonlinear correlations

Reconstructing the structural connectivity between interacting units from observed activity is a challenge across many different disciplines. The fundamental first step is to establish whether or to what extent the interactions between the units can be considered pairwise and, thus, can be modeled as an interaction network with simple links corresponding to pairwise interactions. In principle, this can be determined by comparing the maximum entropy given the bivariate probability distributions to the true joint entropy. In many practical cases, this is not an option since the bivariate distributions needed may not be reliably estimated or the optimization is too computationally expensive. Here we present an approach that allows one to use mutual informations as a proxy for the bivariate probability distributions. This has the advantage of being less computationally expensive and easier to estimate. We achieve this by introducing a novel entropy maximization scheme that is based on conditioning on entropies and mutual informations. This renders our approach typically superior to other methods based on linear approximations. The advantages of the proposed method are documented using oscillator networks and a resting-state human brain network as generic relevant examples.

Complex network analysis of phase dynamics underlying oil-water two-phase flows

Characterizing the complicated flow behaviors arising from high water cut and low velocity oil-water flows is an important problem of significant challenge. We design a high-speed cycle motivation conductance sensor and carry out experiments for measuring the local flow information from different oil-in-water flow patterns. We first use multivariate time-frequency analysis to probe the typical features of three flow patterns from the perspective of energy and frequency. Then we infer complex networks from multi-channel measurements in terms of phase lag index, aiming to uncovering the phase dynamics governing the transition and evolution of different oil-in-water flow patterns. In particular, we employ spectral radius and weighted clustering coefficient entropy to characterize the derived unweighted and weighted networks and the results indicate that our approach yields quantitative insights into the phase dynamics underlying the high water cut and low velocity oil-water flows.

Reconstruction of a neural network from a time series of firing rates

Randomly coupled neural fields demonstrate irregular variation of firing rates, if the coupling is strong enough, as has been shown by Sompolinsky et al. [Phys. Rev. Lett. 61, 259 (1988)]PRLTAO0031-900710.1103/PhysRevLett.61.259. We present a method for reconstruction of the coupling matrix from a time series of irregular firing rates. The approach is based on the particular property of the nonlinearity in the coupling, as the latter is determined by a sigmoidal gain function. We demonstrate that for a large enough data set and a small measurement noise, the method gives an accurate estimation of the coupling matrix and of other parameters of the system, including the gain function.

Inter-layer synchronization in multiplex networks of identical layers

Inter-layer synchronization is a distinctive process of multiplex networks whereby each node in a given layer evolves synchronously with all its replicas in other layers, irrespective of whether or not it is synchronized with the other units of the same layer. We analytically derive the necessary conditions for the existence and stability of such a state, and verify numerically the analytical predictions in several cases where such a state emerges. We further inspect its robustness against a progressive de-multiplexing of the network, and provide experimental evidence by means of multiplexes of nonlinear electronic circuits affected by intrinsic noise and parameter mismatch.

Synchronization of networks of chaotic oscillators: Structural and dynamical datasets

We provide the topological structure of a series of N=28 Rössler chaotic oscillators diffusively coupled through one of its variables. The dynamics of the y variable describing the evolution of the individual nodes of the network are given for a wide range of coupling strengths. Datasets capture the transition from the unsynchronized behavior to the synchronized one, as a function of the coupling strength between oscillators. The fact that both the underlying topology of the system and the dynamics of the nodes are given together makes this dataset a suitable candidate to evaluate the interplay between functional and structural networks and serve as a benchmark to quantify the ability of a given algorithm to extract the structural network of connections from the observation of the dynamics of the nodes. At the same time, it is possible to use the dataset to analyze the different dynamical properties (randomness, complexity, reproducibility, etc.) of an ensemble of oscillators as a function of the coupling strength.

Successful network inference from time-series data using mutual information rate

This work uses an information-based methodology to infer the connectivity of complex systems from observed time-series data. We first derive analytically an expression for the Mutual Information Rate (MIR), namely, the amount of information exchanged per unit of time, that can be used to estimate the MIR between two finite-length low-resolution noisy time-series, and then apply it after a proper normalization for the identification of the connectivity structure of small networks of interacting dynamical systems. In particular, we show that our methodology successfully infers the connectivity for heterogeneous networks, different time-series lengths or coupling strengths, and even in the presence of additive noise. Finally, we show that our methodology based on MIR successfully infers the connectivity of networks composed of nodes with different time-scale dynamics, where inference based on Mutual Information fails.