Inferring complex networks from time series of dynamical systems: Pitfalls, misinterpretations, and possible solutions

Understanding the dynamics of spatially extended systems represents a challenge in diverse scientific disciplines, ranging from physics and mathematics to the earth and climate sciences or the neurosciences. This challenge has stimulated the development of sophisticated data analysis approaches adopting concepts from network theory: systems are considered to be composed of subsystems (nodes) which interact with each other (represented by edges). In many studies, such complex networks of interactions have been derived from empirical time series for various spatially extended systems and have been repeatedly reported to possess the same, possibly desirable, properties (e.g. small-world characteristics and assortativity). In this thesis we study whether and how interaction networks are influenced by the analysis methodology, i.e. by the way how empirical data is acquired (the spatial and temporal sampling of the dynamics) and how nodes and edges are derived from multivariate time series. Our modeling and numerical studies are complemented by field data analyses of brain activities that unfold on various spatial and temporal scales. We demonstrate that indications of small-world characteristics and assortativity can already be expected due solely to the analysis methodology, irrespective of the actual interaction structure of the system. We develop and discuss strategies to distinguish the properties of interaction networks related to the dynamics from those spuriously induced by the analysis methodology. We show how these strategies can help to avoid misinterpretations when investigating the dynamics of spatially extended systems.Comment: PhD thesis, University of Bonn (Germany), published in 2012, 141 page

Statistical Learning for Resting-State fMRI: Successes and Challenges

International audienceIn the absence of external stimuli, fluctuations in cerebral activity can be used to reveal intrinsic structures. Well-conditioned probabilistic models of this so-called resting-state activity are needed to support neuroscientific hypotheses. Exploring two specific descriptions of resting-state fMRI, namely spatial analysis and connectivity graphs, we discuss the progress brought by statistical learning techniques, but also the neuroscientific picture that they paint, and possible modeling pitfalls

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

Node-weighted measures for complex networks with spatially embedded, sampled, or differently sized nodes

When network and graph theory are used in the study of complex systems, a typically finite set of nodes of the network under consideration is frequently either explicitly or implicitly considered representative of a much larger finite or infinite region or set of objects of interest. The selection procedure, e.g., formation of a subset or some kind of discretization or aggregation, typically results in individual nodes of the studied network representing quite differently sized parts of the domain of interest. This heterogeneity may induce substantial bias and artifacts in derived network statistics. To avoid this bias, we propose an axiomatic scheme based on the idea of node splitting invariance to derive consistently weighted variants of various commonly used statistical network measures. The practical relevance and applicability of our approach is demonstrated for a number of example networks from different fields of research, and is shown to be of fundamental importance in particular in the study of spatially embedded functional networks derived from time series as studied in, e.g., neuroscience and climatology.Comment: 21 pages, 13 figure

Investigating the topology of interacting networks - Theory and application to coupled climate subnetworks

Network theory provides various tools for investigating the structural or functional topology of many complex systems found in nature, technology and society. Nevertheless, it has recently been realised that a considerable number of systems of interest should be treated, more appropriately, as interacting networks or networks of networks. Here we introduce a novel graph-theoretical framework for studying the interaction structure between subnetworks embedded within a complex network of networks. This framework allows us to quantify the structural role of single vertices or whole subnetworks with respect to the interaction of a pair of subnetworks on local, mesoscopic and global topological scales. Climate networks have recently been shown to be a powerful tool for the analysis of climatological data. Applying the general framework for studying interacting networks, we introduce coupled climate subnetworks to represent and investigate the topology of statistical relationships between the fields of distinct climatological variables. Using coupled climate subnetworks to investigate the terrestrial atmosphere's three-dimensional geopotential height field uncovers known as well as interesting novel features of the atmosphere's vertical stratification and general circulation. Specifically, the new measure "cross-betweenness" identifies regions which are particularly important for mediating vertical wind field interactions. The promising results obtained by following the coupled climate subnetwork approach present a first step towards an improved understanding of the Earth system and its complex interacting components from a network perspective

Seizure prediction : ready for a new era

Acknowledgements: The authors acknowledge colleagues in the international seizure prediction group for valuable discussions. L.K. acknowledges funding support from the National Health and Medical Research Council (APP1130468) and the James S. McDonnell Foundation (220020419) and acknowledges the contribution of Dean R. Freestone at the University of Melbourne, Australia, to the creation of Fig. 3.Peer reviewedPostprin

Electrical Brain Responses to an Auditory Illusion and the Impact of Musical Expertise

The presentation of two sinusoidal tones, one to each ear, with a slight frequency mismatch yields an auditory illusion of a beating frequency equal to the frequency difference between the two tones; this is known as binaural beat (BB). The effect of brief BB stimulation on scalp EEG is not conclusively demonstrated. Further, no studies have examined the impact of musical training associated with BB stimulation, yet musicians' brains are often associated with enhanced auditory processing. In this study, we analysed EEG brain responses from two groups, musicians and non-musicians, when stimulated by short presentation (1 min) of binaural beats with beat frequency varying from 1 Hz to 48 Hz. We focused our analysis on alpha and gamma band EEG signals, and they were analysed in terms of spectral power, and functional connectivity as measured by two phase synchrony based measures, phase locking value and phase lag index. Finally, these measures were used to characterize the degree of centrality, segregation and integration of the functional brain network. We found that beat frequencies belonging to alpha band produced the most significant steady-state responses across groups. Further, processing of low frequency (delta, theta, alpha) binaural beats had significant impact on cortical network patterns in the alpha band oscillations. Altogether these results provide a neurophysiological account of cortical responses to BB stimulation at varying frequencies, and demonstrate a modulation of cortico-cortical connectivity in musicians' brains, and further suggest a kind of neuronal entrainment of a linear and nonlinear relationship to the beating frequencies

Assortative mixing in functional brain networks during epileptic seizures

We investigate assortativity of functional brain networks before, during, and after one-hundred epileptic seizures with different anatomical onset locations. We construct binary functional networks from multi-channel electroencephalographic data recorded from 60 epilepsy patients, and from time-resolved estimates of the assortativity coefficient we conclude that positive degree-degree correlations are inherent to seizure dynamics. While seizures evolve, an increasing assortativity indicates a segregation of the underlying functional network into groups of brain regions that are only sparsely interconnected, if at all. Interestingly, assortativity decreases already prior to seizure end. Together with previous observations of characteristic temporal evolutions of global statistical properties and synchronizability of epileptic brain networks, our findings may help to gain deeper insights into the complicated dynamics underlying generation, propagation, and termination of seizures.Comment: 10 pages, 3 figure

Extreme events due to localization of energy

We study a one-dimensional chain of harmonically coupled units in an asymmetric anharmonic soft potential. Due to nonlinear localisation of energy, this system exhibits extreme events in the sense that individual elements of the chain show very large excitations. A detailed statistical analysis of extremes in this system reveals some unexpected properties, e.g., a pronounced pattern in the inter event interval statistics. We relate these statistical properties to underlying system dynamics, and notice that often when extreme events occur the system dynamics adopts (at least locally) an oscillatory behaviour, resulting in, for example, a quick succession of such events. The model therefore might serve as a paradigmatic model for the study of the interplay of nonlinearity, energy transport, and extreme events