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
