Phase relationships between two or more interacting processes from one-dimensional time series. I. Basic theory

Performance Baseline of Phase Transfer Entropy Methods for Detecting Animal Brain Area Interactions

Objective: Phase transfer entropy (TEθ) methods perform well in animal sensory-spatial associative learning. However, their advantages and disadvantages remain unclear, constraining their usage. Method: This paper proposes the performance baseline of the TEθ methods. Specifically, four TEθ methods are applied to the simulated signals generated by a neural mass model and the actual neural data from ferrets with known interaction properties to investigate the accuracy, stability, and computational complexity of the TEθ methods in identifying the directional coupling. Then, the most suitable method is selected based on the performance baseline and used on the local field potential recorded from pigeons to detect the interaction between the hippocampus (Hp) and nidopallium caudolaterale (NCL) in visual-spatial associative learning. Results: (1) This paper obtains a performance baseline table that contains the most suitable method for different scenarios. (2) The TEθ method identifies an information flow preferentially from Hp to NCL of pigeons at the θ band (4-12 Hz) in visual-spatial associative learning. Significance: These outcomes provide a reference for the TEθ methods in detecting the interactions between brain areas.

Phase-dynamic causalities within dynamical effects framework

This work investigates numerics of several widely known phase-dynamic quantifiers of directional (causal) couplings between oscillatory systems: transfer entropy (TE), differential quantifier, and squared-coefficients quantifier based on an evolution map. The study is performed on the system of two stochastic Kuramoto oscillators within the framework of dynamical causal effects. The quantifiers are related to each other and to an asymptotic effect of the coupling on phase diffusion. Several novel findings are listed as follows: (i) for a non-synchronous regime and high enough noise levels, the TE rate multiplied by a certain characteristic time (called here reduced TE) equals twice an asymptotic effect of a directional coupling on phase diffusion; (ii) "information flow" expressed by the TE rate unboundedly rises with the coupling coefficient even in the domain of effective synchronization; (iii) in any effective synchronization regime, the reduced TE is equal to 1/8 n.u. in each direction for equal coupling coefficients and equal noise intensities, and it is in general a simple function of the ratio of noise intensities and the ratio of coupling coefficients.

Detecting triplet locking by triplet synchronization indices

We discuss the effect of triplet synchrony in oscillatory networks. In this state the phases and the frequencies of three coupled oscillators fulfill the conditions of a triplet locking, whereas every pair of systems remains asynchronous. We suggest an easy to compute measure, a triplet synchronization index, which can be used to detect such states from experimental data.

Detecting couplings between interacting oscillators with time-varying basic frequencies: instantaneous wavelet bispectrum and information theoretic approach

In the natural world, the properties of interacting oscillatory systems are not constant, but evolve or fluctuating continuously in time. Thus, the basic frequencies of the interacting oscillators are time varying, which makes the system analysis complex. For studying their interactions we propose a complementary approach combining wavelet bispectral analysis and information theory. We show how these methods uncover the interacting properties and reveal the nature, strength, and direction of coupling. Wavelet bispectral analysis is generalized as a technique for detecting instantaneous phase-time dependence for the case of two or more coupled nonlinear oscillators whereas the information theory approach can uncover the directionality of coupling and extract driver-response relationships in complex systems. We generate bivariate time-series numerically to mimic typical situations that occur in real measured data, apply both methods to the same time-series and discuss the results. The approach is applicable quite generally to any system of coupled nonlinear oscillators.

Understanding dynamics of the system using Hilbert phases: an application to study neonatal and fetal brain signals

The Hilbert phase phi(t) of a signal x(t) exhibits slips when the magnitude of their successive phase difference |phi(t(i+1))-phi(t(i))| exceeds pi. By applying this approach to periodic, uncorrelated, and long-range correlated data, we show that the standard deviation of the time difference between the successive phase slips Deltatau normalized by the percentage of slips in the data is characteristic of the correlation in the data. We consider a 50x50 square lattice and model each lattice point by a second-order autoregressive (AR2) process. Further, we model a subregion of the lattice using a different set of AR2 parameters compared to the rest. By applying the proposed approach to the lattice model, we show that the two distinct parameter regions introduced in the lattice are clearly distinguishable. Finally, we demonstrate the application of this approach to spatiotemporal neonatal and fetal magnetoencephalography signals recorded using 151 superconducting quantum interference device sensors to identify the sensors containing the neonatal and fetal brain signals and discuss the improved performance of this approach over the traditionally used spectral approach.

Detecting synchronization of self-sustained oscillators by external driving with varying frequency

We propose a method for detecting the presence of a synchronization of a self-sustained oscillator by external driving with linearly varying frequency. The method is based on a continuous wavelet transform of the signals of the self-sustained oscillator and external force and allows one to distinguish the case of true synchronization from the case of spurious synchronization caused by linear mixing of the signals. We apply the method to a driven van der Pol oscillator and to experimental data of human heart rate variability and respiration.

On the intrinsic time scales involved in synchronization: a data-driven approach

We address the problem of detecting, from scalar observations, the time scales involved in synchronization of complex oscillators with several spectral components. Using a recent data-driven procedure for analyzing nonlinear and nonstationary signals [Huang, Proc. R. Soc. London A 454, 903 (1998)], we decompose a time series in distinct oscillation modes which may display a time varying spectrum. When applied to coupled oscillators with multiple time scales, we found that motions are captured in a finite number of phase-locked oscillations. Further, in the synchronized state distinct phenomena as phase slips, anti-phase or perfect phase locking can be simultaneously observed at specific time scales. This fully data-driven approach (without a priori choice of filters or basis functions) is tested on numerical examples and illustrated on electric intracranial signals recorded from an epileptic patient. Implications for the study of the build-up of synchronized states in nonstationary and noisy systems are pointed out.

A quantitative comparison of different methods to detect cardiorespiratory coordination during night-time sleep

Background

The univariate approaches used to analyze heart rate variability have recently been extended by several bivariate approaches with respect to cardiorespiratory coordination. Some approaches are explicitly based on mathematical models which investigate the synchronization between weakly coupled complex systems. Others use an heuristic approach, i.e. characteristic features of both time series, to develop appropriate bivariate methods.

Objective

In this study six different methods used to analyze cardiorespiratory coordination have been quantitatively compared with respect to their performance (no. of sequences with cardiorespiratory coordination, no. of heart beats coordinated with respiration). Five of these approaches have been suggested in the recent literature whereas one method originates from older studies.

Results

The methods were applied to the simultaneous recordings of an electrocardiogram and a respiratory trace of 20 healthy subjects during night-time sleep from 0:00 to 6:00. The best temporal resolution and the highest number of coordinated heart beats were obtained with the analysis of 'Phase Recurrences'. Apart from the oldest method, all methods showed similar qualitative results although the quantities varied between the different approaches. In contrast, the oldest method detected considerably fewer coordinated heart beats since it only used part of the maximum amount of information available in each recording.

Conclusions

The method of 'Phase Recurrences' should be the method of choice for the detection of cardiorespiratory coordination since it offers the best temporal resolution and the highest number of coordinated sequences and heart beats. Excluding the oldest method, the results of the heuristic approaches may also be interpreted in terms of the mathematical models.

Data-driven optimal filtering for phase and frequency of noisy oscillations: Application to vortex flow metering

A method for measuring the phase of oscillations from noisy time series is proposed. To obtain the phase, the signal is filtered in such a way that the filter output has minimal relative variation in the amplitude over all filters with complex-valued impulse response. The argument of the filter output yields the phase. Implementation of the algorithm and interpretation of the result are discussed. We argue that the phase obtained by the proposed method has a low susceptibility to measurement noise and a low rate of artificial phase slips. The method is applied for the detection and classification of mode locking in vortex flow meters. A measure for the strength of mode locking is proposed.

Time-phase bispectral analysis

Bispectral analysis, a technique based on high-order statistics, is extended to encompass time dependence for the case of coupled nonlinear oscillators. It is applicable to univariate as well as to multivariate data obtained, respectively, from one or more of the oscillators. It is demonstrated for a generic model of interacting systems whose basic units are the Poincaré oscillators. Their frequency and phase relationships are explored for different coupling strengths, both with and without Gaussian noise. The distinctions between additive linear or quadratic, and parametric (frequency modulated), interactions in the presence of noise are illustrated.

Phase relationships between two or more interacting processes from one-dimensional time series. II. Application to heart-rate-variability data

The recently proposed approach to detect synchronization from univariate data is applied to heart-rate-variability (HRV) data from ten healthy humans. The approach involves introducing angles for return times map and studying their behavior. For filtered human HRV data, it is demonstrated that: (i) in many of the subjects studied, interactions between different processes within the cardiovascular system can be considered as weak, and the angles can be well described by the derived model; (ii) in some of the subjects the strengths of the interactions between the processes are sufficiently large that the angles map has a distinctive structure, which is not captured by our model; (iii) synchronization between the processes involved can often be detected; (iv) the instantaneous radii are rather disordered.