Quantification of cross correlations in complex spatiotemporal systems

Harmonic cross-correlation decomposition for multivariate time series

We introduce harmonic cross-correlation decomposition (HCD) as a tool to detect and visualize features in the frequency structure of multivariate time series. HCD decomposes multivariate time series into spatiotemporal harmonic modes with the leading modes representing dominant oscillatory patterns in the data. HCD is closely related to data-adaptive harmonic decomposition (DAHD) [Chekroun and Kondrashov, Chaos 27, 093110 (2017)10.1063/1.4989400] in that it performs an eigendecomposition of a grand matrix containing lagged cross-correlations. As for DAHD, each HCD mode is uniquely associated with a Fourier frequency, which allows for the definition of multidimensional power and phase spectra. Unlike in DAHD, however, HCD does not exhibit a systematic dependency on the ordering of the channels within the grand matrix. Further, HCD phase spectra can be related to the phase relations in the data in an intuitive way. We compare HCD with DAHD and multivariate singular spectrum analysis, a third related correlation-based decomposition, and we give illustrative applications to a simple traveling wave, as well as to simulations of three coupled Stuart-Landau oscillators and to human EEG recordings.

Detecting directional coupling in the human epileptic brain: limitations and potential pitfalls

We study directional relationships-in the driver-responder sense-in networks of coupled nonlinear oscillators using a phase modeling approach. Specifically, we focus on the identification of drivers in clusters with varying levels of synchrony, mimicking dynamical interactions between the seizure generating region (epileptic focus) and other brain structures. We demonstrate numerically that such an identification is not always possible in a reliable manner. Using the same analysis techniques as in model systems, we study multichannel electroencephalographic recordings from two patients suffering from focal epilepsy. Our findings demonstrate that--depending on the degree of intracluster synchrony--certain subsystems can spuriously appear to be driving others, which should be taken into account when analyzing field data with unknown underlying dynamics.

Synchronization Measurement of Multiple Neuronal Populations

The purpose of the present paper is to develop a method, based on equal-time correlation, correlation matrix analysis and surrogate resampling, that is able to quantify and describe properties of synchronization of population neuronal activity recorded simultaneously from multiple sites. Initially, Lorenz-type oscillators were used to model multiple time series with different patterns of synchronization. Eigenvalue and eigenvector decomposition was then applied to identify “clusters” of locally synchronized activity and to calculate a “global synchronization index.” This method was then applied to multichannel data recorded from an in vitro model of epileptic seizures. The results demonstrate that this novel method can be successfully used to analyze synchronization between multiple neuronal population series.

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 one 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, which account for nonlinearities in the data, are expected to provide complementary information which allows one to gain deeper insights into the collective dynamics of spatially extended complex systems.