Distinguishing between deterministic oscillations and noise

被引:4
|
作者
Adams, Joe Rowland [1 ]
Newman, Julian [2 ]
Stefanovska, Aneta [1 ]
机构
[1] Univ Lancaster, Phys Dept, Lancaster, England
[2] Univ Exeter, Dept Math & Stat, Exeter, England
来源
EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS | 2023年 / 232卷 / 20-22期
基金
欧盟地平线“2020”; 英国工程与自然科学研究理事会;
关键词
1/F NOISE; STATISTICAL NOISE; SYSTEMS; CHAOS; VARIABILITY; IONOSPHERE; RANDOMNESS; DYNAMICS; ENTROPY; PHYSICS;
D O I
10.1140/epjs/s11734-023-00986-3
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
Time-dependent dynamics is ubiquitous in the natural world and beyond. Effectively analysing its presence in data is essential to our ability to understand the systems from which it is recorded. However, the traditional framework for dynamics analysis is in terms of time-independent dynamical systems and long-term statistics, as opposed to the explicit tracking over time of time-localised dynamical behaviour. We review commonly used analysis techniques based on this traditional statistical framework-such as the autocorrelation function, power-spectral density, and multiscale sample entropy-and contrast to an alternative framework in terms of finite-time dynamics of networks of time-dependent cyclic processes. In time-independent systems, the net effect of a large number of individually intractable contributions may be considered as noise; we show that time-dependent oscillator systems with only a small number of contributions may appear noise-like when analysed according to the traditional framework using power-spectral density estimation. However, methods characteristic of the time-dependent finite-time-dynamics framework, such as the wavelet transform and wavelet bispectrum, are able to identify the determinism and provide crucial information about the analysed system. Finally, we compare these two frameworks for three sets of experimental data. We demonstrate that while techniques based on the traditional framework are unable to reliably detect and understand underlying time-dependent dynamics, the alternative framework identifies deterministic oscillations and interactions.
引用
收藏
页码:3435 / 3457
页数:23
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