A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system oscillations. The strength and direction of coupling, and the noise intensity are simultaneously inferred from a univariate blood pressure signal, monitored in a clinical environment. The technique does not require extensive global optimization and it is applicable to a wide range of complex dynamical systems subject to noise.
The problem of information extraction from discrete stochastic time series, produced with some finite sampling frequency, using flicker-noise spectroscopy, a general framework for information extraction based on the analysis of the correlation links between signal irregularities and formulated for continuous signals, is discussed. It is shown that the mathematical notions of Dirac and Heaviside functions used in the analysis of continuous signals may be interpreted as high-frequency and low-frequency stochastic components, respectively, in the case of discrete series. The analysis of electroencephalogram measurements for a teenager with schizophrenic symptoms at two different sampling frequencies demonstrates that the power spectrum and difference moment contain different information in the case of discrete signals, which was formally proven for continuous signals. The sampling interval itself is suggested as an additional parameter that should be included in general parameterization procedures for real signals.
This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a characterization of the scale dependent complexity of ocean waves by means of a Fokker-Planck equation, providing stochastic information of multi-scale processes. In particular we show evidence of Markov properties for increment processes, which means that a three point closure for the complexity of the wave structures seems to be valid. Furthermore we estimate the parameters of the Fokker-Planck equation by parameter-free data analysis. The resulting Fokker-Planck equations are verified by numerical reconstruction. This work presents a new approach where the coherent structure of rogue waves seems to be integrated into the fundamental statistics of complex wave states.
Partial Wave Analysis has traditionally been carried out using a set of tools handcrafted for each experiment. By taking an object-oriented approach, the design presented in this paper attempts to create a more generally useful, and easily extensible, environment for analyzing many different type of data.
The normalized radial basis function neural network emerges in the statistical modeling of natural laws that relate components of multivariate data. The modeling is based on the kernel estimator of the joint probability density function pertaining to given data. From this function a governing law is extracted by the conditional average estimator. The corresponding nonparametric regression represents a normalized radial basis function neural network and can be related with the multi-layer perceptron equation. In this article an exact equivalence of both paradigms is demonstrated for a one-dimensional case with symmetric triangular basis functions. The transformation provides for a simple interpretation of perceptron parameters in terms of statistical samples of multivariate data.
Vadim N. Smelyanskiy
,Dmitry G. Luchinsky
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(2004)
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"Inference of stochastic nonlinear oscillators with applications to physiological problems"
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Dmitry Luchinsky G.
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