Permutation test for periodicity in short time series data

Abstract Background Periodic processes, such as the circadian rhythm, are important factors modulating and coordinating transcription of genes governing key metabolic pathways. Theoretically, even small fluctuations in the orchestration of circadian gene expression patterns among different tissues may result in functional asynchrony at the organism level and may contribute to a wide range of pathologic disorders. Identification of circadian expression pattern in time series data is important, but equally challenging. Microarray technology allows estimation of relative expression of thousands of genes at each time point. However, this estimation often lacks precision and microarray experiments are prohibitively expensive, limiting the number of data points in a time series expression profile. The data produced in these experiments carries a high degree of stochastic variation, obscuring the periodic pattern and a limited number of replicates, typically covering not more than two complete periods of oscillation. Results To address this issue, we have developed a simple, but effective, computational technique for the identification of a periodic pattern in relatively short time series, typical for microarray studies of circadian expression. This test is based on a random permutation of time points in order to estimate non-randomness of a periodogram. The Permutated time, or Pt-test, is able to detect oscillations within a given period in expression profiles dominated by a high degree of stochastic fluctuations or oscillations of different irrelevant frequencies. We have conducted a comprehensive study of circadian expression on a large data set produced at PBRC, representing three different peripheral murine tissues. We have also re-analyzed a number of similar time series data sets produced and published independently by other research groups over the past few years. Conclusion The Permutated time test (Pt-test) is demonstrated to be effective for detection of periodicity in short time series typical for high-density microarray experiments. The software is a set of C++ programs available from the authors on the open source basis.</p

Delay Parameter Selection in Permutation Entropy Using Topological Data Analysis

Permutation Entropy (PE) is a powerful tool for quantifying the predictability of a sequence which includes measuring the regularity of a time series. Despite its successful application in a variety of scientific domains, PE requires a judicious choice of the delay parameter $\tau$. While another parameter of interest in PE is the motif dimension $n$, Typically $n$ is selected between $4$ and $8$ with $5$ or $6$ giving optimal results for the majority of systems. Therefore, in this work we focus solely on choosing the delay parameter. Selecting $\tau$ is often accomplished using trial and error guided by the expertise of domain scientists. However, in this paper, we show that persistent homology, the flag ship tool from Topological Data Analysis (TDA) toolset, provides an approach for the automatic selection of $\tau$. We evaluate the successful identification of a suitable $\tau$ from our TDA-based approach by comparing our results to a variety of examples in published literature

Surrogate time series

Before we apply nonlinear techniques, for example those inspired by chaos theory, to dynamical phenomena occurring in nature, it is necessary to first ask if the use of such advanced techniques is justified "by the data". While many processes in nature seem very unlikely a priori to be linear, the possible nonlinear nature might not be evident in specific aspects of their dynamics. The method of surrogate data has become a very popular tool to address such a question. However, while it was meant to provide a statistically rigorous, foolproof framework, some limitations and caveats have shown up in its practical use. In this paper, recent efforts to understand the caveats, avoid the pitfalls, and to overcome some of the limitations, are reviewed and augmented by new material. In particular, we will discuss specific as well as more general approaches to constrained randomisation, providing a full range of examples. New algorithms will be introduced for unevenly sampled and multivariate data and for surrogate spike trains. The main limitation, which lies in the interpretability of the test results, will be illustrated through instructive case studies. We will also discuss some implementational aspects of the realisation of these methods in the TISEAN (http://www.mpipks-dresden.mpg.de/~tisean) software package.Comment: 28 pages, 23 figures, software at http://www.mpipks-dresden.mpg.de/~tisea

A simple method for detecting chaos in nature

Chaos, or exponential sensitivity to small perturbations, appears everywhere in nature. Moreover, chaos is predicted to play diverse functional roles in living systems. A method for detecting chaos from empirical measurements should therefore be a key component of the biologist's toolkit. But, classic chaos-detection tools are highly sensitive to measurement noise and break down for common edge cases, making it difficult to detect chaos in domains, like biology, where measurements are noisy. However, newer tools promise to overcome these limitations. Here, we combine several such tools into an automated processing pipeline, and show that our pipeline can detect the presence (or absence) of chaos in noisy recordings, even for difficult edge cases. As a first-pass application of our pipeline, we show that heart rate variability is not chaotic as some have proposed, and instead reflects a stochastic process in both health and disease. Our tool is easy-to-use and freely available

Inferring long memory processes in the climate network via ordinal pattern analysis

We use ordinal patterns and symbolic analysis to construct global climate networks and uncover long and short term memory processes. The data analyzed is the monthly averaged surface air temperature (SAT field) and the results suggest that the time variability of the SAT field is determined by patterns of oscillatory behavior that repeat from time to time, with a periodicity related to intraseasonal oscillations and to El Ni\~{n}o on seasonal-to-interannual time scales.Comment: 10 pages, 13 figures Enlarged version, new sections and figures. Accepted in Chao

Periodic behaviour of coronal mass ejections, eruptive events, and solar activity proxies during solar cycles 23 and 24

We report on the parallel analysis of the periodic behaviour of coronal mass ejections (CMEs) based on 21 years [1996 -- 2016] of observations with the SOHO/LASCO--C2 coronagraph, solar flares, prominences, and several proxies of solar activity. We consider values of the rates globally and whenever possible, distinguish solar hemispheres and solar cycles 23 and 24. Periodicities are investigated using both frequency (periodogram) and time-frequency (wavelet) analysis. We find that these different processes, in addition to following the $\approx$11-year Solar Cycle, exhibit diverse statistically significant oscillations with properties common to all solar, coronal, and heliospheric processes: variable periodicity, intermittence, asymmetric development in the northern and southern solar hemispheres, and largest amplitudes during the maximum phase of solar cycles, being more pronounced during solar cycle 23 than the weaker cycle 24. However, our analysis reveals an extremely complex and diverse situation. For instance, there exists very limited commonality for periods of less than one year. The few exceptions are the periods of 3.1--3.2 months found in the global occurrence rates of CMEs and in the sunspot area (SSA) and those of 5.9--6.1 months found in the northern hemisphere. Mid-range periods of $\approx$1 and $\approx$2 years are more wide spread among the studied processes, but exhibit a very distinct behaviour with the first one being present only in the northern hemisphere and the second one only in the southern hemisphere. These periodic behaviours likely results from the complexity of the underlying physical processes, prominently the emergence of magnetic flux.Comment: 33 pages, 15 figures, 2 table