Revealing Nonlinear Couplings Between Oscillators From Time Series
Boris Petrovich Bezruchko, Dmitry A. Smirnov · Zenodo (CERN European Organization for Nuclear Research) · 2011
Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.