Detecting synchronization clusters in multivariate time series via coarse-graining of Markov chains

Synchronization cluster analysis is an approach to the detection of underlying structures in data sets of multivariate time series, starting from a matrix R of bivariate synchronization indices. A previous method utilized the eigenvectors of R for cluster identification, analogous to several recent attempts at group identification using eigenvectors of the correlation matrix. All of these approaches assumed a one-to-one correspondence of dominant eigenvectors and clusters, which has however been shown to be wrong in important cases. We clarify the usefulness of eigenvalue decomposition for synchronization cluster analysis by translating the problem into the language of stochastic processes, and derive an enhanced clustering method harnessing recent insights from the coarse-graining of finite-state Markov processes. We illustrate the operation of our method using a simulated system of coupled Lorenz oscillators, and we demonstrate its superior performance over the previous approach. Finally we investigate the question of robustness of the algorithm against small sample size, which is important with regard to field applications.Comment: Follow-up to arXiv:0706.3375. Journal submission 9 Jul 2007. Published 19 Dec 200

Early warning signal for interior crises in excitable systems

The ability to reliably predict critical transitions in dynamical systems is a long-standing goal of diverse scientific communities. Previous work focused on early warning signals related to local bifurcations (critical slowing down) and non-bifurcation type transitions. We extend this toolbox and report on a characteristic scaling behavior (critical attractor growth) which is indicative of an impending global bifurcation, an interior crisis in excitable systems. We demonstrate our early warning signal in a conceptual climate model as well as in a model of coupled neurons known to exhibit extreme events. We observed critical attractor growth prior to interior crises of chaotic as well as strange-nonchaotic attractors. These observations promise to extend the classes of transitions that can be predicted via early warning signals.Comment: 6 pages, 4 figure

Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks

We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance, physics, earth and climate sciences, and the neurosciences. Mimicking experimental situations, we generate time series with finite length and varying frequency content but from independent stochastic processes. Using the correlation coefficient and the maximum cross-correlation, we estimate interdependencies between these time series. With clustering coefficient and average shortest path length, we observe unweighted interaction networks, derived via thresholding the values of interdependence, to possess non-trivial topologies as compared to Erd\H{o}s-R\'{e}nyi networks, which would indicate small-world characteristics. These topologies reflect the mostly unavoidable finiteness of the data, which limits the reliability of typically used estimators of signal interdependence. We propose random networks that are tailored to the way interaction networks are derived from empirical data. Through an exemplary investigation of multichannel electroencephalographic recordings of epileptic seizures - known for their complex spatial and temporal dynamics - we show that such random networks help to distinguish network properties of interdependence structures related to seizure dynamics from those spuriously induced by the applied methods of analysis

Evaluation of selected recurrence measures in discriminating pre-ictal and inter-ictal periods from epileptic EEG data

7 pages, 4 figures Acknowledgement We are grateful to M. Riedl and G. Ansmann for fruitful discussions and critical comments on earlier versions of the manuscript. This work was supported by the Volkswagen Foundation (Grant Nos. 88461, 88462, 88463, 85390, 85391 and 85392).Peer reviewedPreprin

How important is the seizure onset zone for seizure dynamics?

Purpose: Research into epileptic networks has recently allowed deeper insights into the epileptic process. Here we investigated the importance of individual network nodes for seizure dynamics. Methods: We analysed intracranial electroencephalographic recordings of 86 focal seizures with different anatomical onset locations. With time-resolved correlation analyses, we derived a sequence of weighted epileptic networks spanning the pre-ictal, ictal, and post-ictal period, and each recording site represents a network node. We assessed node importance with commonly used centrality indices that take into account different network properties. Results: A high variability of temporal evolution of node importance was observed, both intra- and interindividually. Nevertheless, nodes near and far off the seizure onset zone (SOZ) were rated as most important for seizure dynamics more often (65% of cases) than nodes from within the SOZ (35% of cases). Conclusion: Our findings underline the high relevance of brain outside of the SOZ but within the large-scale epileptic network for seizure dynamics. Knowledge about these network constituents may elucidate targets for individualised therapeutic interventions that aim at preventing seizure generation and spread.Comment: In press (Seizure

From brain to earth and climate systems: Small-world interaction networks or not?

We consider recent reports on small-world topologies of interaction networks derived from the dynamics of spatially extended systems that are investigated in diverse scientific fields such as neurosciences, geophysics, or meteorology. With numerical simulations that mimic typical experimental situations we have identified an important constraint when characterizing such networks: indications of a small-world topology can be expected solely due to the spatial sampling of the system along with commonly used time series analysis based approaches to network characterization

Automated scoring of pre-REM sleep in mice with deep learning

Reliable automation of the labor-intensive manual task of scoring animal sleep can facilitate the analysis of long-term sleep studies. In recent years, deep-learning-based systems, which learn optimal features from the data, increased scoring accuracies for the classical sleep stages of Wake, REM, and Non-REM. Meanwhile, it has been recognized that the statistics of transitional stages such as pre-REM, found between Non-REM and REM, may hold additional insight into the physiology of sleep and are now under vivid investigation. We propose a classification system based on a simple neural network architecture that scores the classical stages as well as pre-REM sleep in mice. When restricted to the classical stages, the optimized network showed state-of-the-art classification performance with an out-of-sample F1 score of 0.95 in male C57BL/6J mice. When unrestricted, the network showed lower F1 scores on pre-REM (0.5) compared to the classical stages. The result is comparable to previous attempts to score transitional stages in other species such as transition sleep in rats or N1 sleep in humans. Nevertheless, we observed that the sequence of predictions including pre-REM typically transitioned from Non-REM to REM reflecting sleep dynamics observed by human scorers. Our findings provide further evidence for the difficulty of scoring transitional sleep stages, likely because such stages of sleep are under-represented in typical data sets or show large inter-scorer variability. We further provide our source code and an online platform to run predictions with our trained network.Comment: 14 pages, 5 figure

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