Detecting determinism in short time series, with an application to the analysis of a stationary EEG recording

We have developed a new method for detecting determinism in a short time series and used this method to examine whether a stationary EEG is deterministic or stochastic. The method is based on the observation that the trajectory of a time series generated from a differentiable dynamical system behaves smoothly in an embedded phase space. The angles between two successive directional vectors in the trajectory reconstructed from a time series at a minimum embedding dimension were calculated as a function of time. We measured the irregularity of the angle variations obtained from the time series using second-order difference plots and central tendency measures, and compared these values with those from surrogate data. The ability of the proposed method to distinguish between chaotic and stochastic dynamics is demonstrated through a number of simulated time series, including data from Lorenz, R?ssler, and Van der Pol attractors, high-dimensional equations, and 1/f noise. We then applied this method to the analysis of stationary segments of EEG recordings consisting of 750 data points (6-s segments) from five normal subjects. The stationary EEG segments were not found to exhibit deterministic components. This method can be used to analyze determinism in short time series, such as those from physiological recordings, that can be modeled using differentiable dynamical processes.     

When can noise induce chaos and why does it matter: a critique

Noise‐induced chaos illustrates how small amounts of exogenous noise can have disproportionate qualitative impacts on the long term dynamics of a nonlinear system. This property is particularly clear in chaotic systems but is also important for the majority of ecological systems which are nonchaotic, and has direct implications for analyzing ecological time series and testing models against field data. Dennis et al. point out that a definition of chaos which we advocated allows a noise‐dominated system to be classified as chaotic when its Lyapunov exponent λ is positive, which misses what is really going on. As a solution, they propose to eliminate the concept of noise‐induced chaos: chaos “should retain its strictly deterministic definition”, hence “ecological populations cannot be strictly chaotic”. Instead, they suggest that ecologists ask whether ecological systems are strongly influenced by “underlying skeletons with chaotic dynamics or whatever other dynamics”– the skeleton being the hypothetical system that would result if all external and internal noise sources were eliminated. We agree with Dennis et al. about the problem – noise‐dominated systems should not be called chaotic – but not the solution. Even when an estimated skeleton predicts a system's short term dynamics with extremely high accuracy, the skeleton's long term dynamics and attractor may be very different from those of the actual noisy system. Using theoretical models and empirical data on microtine rodent cycles and laboratory populations of Tribolium, we illustrate how data analyses focusing on attributes of the skeleton and its attractor – such as the “deterministic Lyapunov exponent”λ₀ that Dennis et al. have used as their primary indicator of chaos – will frequently give misleading results. In contrast, quantitative measures of the actual noisy system, such as λ, provide useful information for characterizing observed dynamics and for testing proposed mechanistic explanations.     

基于混沌降噪的神经元放电峰峰间期序列分析

围绕如何来消除神经元峰峰间期序列中随机噪声影响从而提取出决定不规则性的确定性动力学关系这个问题,本文首先简要介绍峰峰间期序列样本的制备,然后着重讨论一个简单可行的混沌时间序列降噪方法的原理和算法实现,最终将该方法运用到神经元放电活动数值模拟和实验记录到的峰峰间期时间序列样本分析中。本文分析结果再次证明神经放电活动中确实存在着不规则混沌运动,而且降噪结果进一步揭示了神经电生理实验中决定混沌放电的不连续但分段光滑的单峰函数关系     

A Simple Approach for the Computation of Multiple Periodicities in Biological Time Series

We have described a simple approach for the analysis and isolation of multiple periodicities from a biological time series. For the estimation of the periodicities, we used simulated data and data from ongoing experiments in our laboratory. Two time series were simulated, one which consisted of only white noise and the other consisted white noise along with periodicities of 6, 11, 17 and 23 h, to demonstrate that our method can successfully isolate multiple patterns in a time series. Our method of analysis is objective, simple, flexible and adaptive since it distinctly delineates the individual contribution from an overlap of multiple periodicities. The key features of our method are: (i) identification of a reliable phase reference point, (ii) scanning the time series using a moving window in increments, (iii) use of Siegel's modification of Fisher's method to detect significant periodicit(y)ies in the time series. The use of window sizes of increasing length to examine the time series elegantly reduces noise while identifying periodicities that are otherwise not apparent. Finally, the periodogram can be smoothed in order to normalize the contribution by attendant frequency components within the waveform. A minimum critical value for relative contribution of various frequencies was calculated to delineate the periodicities that contributed significantly to the time series. We executed this method of time series analysis using MS Excel and C.     

Sturdy cycles in the chaotic Tribolium castaneum data series

Because of the inherent discreteness of individuals, population dynamical models must be discrete variable systems. In case of strong nonlinearity, such systems interacting with noise can generate a great variety of patterns from nearly periodic behavior through complex combination of nearly periodic and chaotic patterns to noisy chaotic time series. The interaction of a population consisting of discrete individuals and demographic noise has been analyzed in laboratory population data Henson et al. (Science 294 (2001) 602; Proc. Roy. Soc. Ser. B 270 (2003) 1549). In this paper we point out that some of the cycles are fragile, i.e. they are sensitive to the discretization algorithm and to small variation of the model parameters, while others remain "sturdy" against the perturbations. We introduce a statistical algorithm to detect disjoint, nearly-periodic patterns in data series. We show that only the sturdy cycles of the discrete variable models appear in the data series significantly. Our analysis identified the quasiperiodic 11-cycle (emerging in the continuous model) to be present significantly only in one of the three experimental data series. Numerical simulations confirm that cycles can be detected only if noise is smaller than a certain critical level and population dynamics display the largest variety of nearly-periodic patterns if they are on the border of "grey" and "noisy" regions, defined in Domokos and Scheuring (J. Theor. Biol. 227 (2004) 535).     

The relationship of the slope of the heart rate graph regression with linear and nonlinear heart rate dynamics in stationary short-time series

The relationship of the slope of the heart rate graph regression curve (b ₁) with periodic (linear) and nonlinear heart rate dynamics has been studied in stationary short-time series (256 points). For estimating nonlinear dynamics, a parameter derived from correlation dimension has been used, which has made it possible to estimate chaotic processes in short-time series. According to the results of the study, the heart rate dynamics in short-time series may be represented as a sum of linear (periodic) and nonlinear (stochastic) processes. The relationships of b ₁ with both the linear and the nonlinear heart rate dynamics have been demonstrated. Equations for calculating the absolute and relative (to the periodic oscillation amplitude) noises in the heart rate dynamics in short-time series are proposed. Stochastic nonlinear dynamics in different physiological states of humans have been compared. It has been found that the increase in the relative noise intensity in the heart rate dynamics with an increase in respiration rate is determined not only by the decrease in the amplitude of respiratory waves, but also by an increase in the amplitude of the noise itself. The absolute noise intensity is decreased in the states of neurotic excitement, fatigue, and, especially, mental stress. In the state of rest, nonlinear (stochastic) processes dominate over linear (periodic) ones.     

Energy-Based Wavelet De-Noising of Hydrologic Time Series

De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series'' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed.     

On the existence and the role of chaotic processes in the nervous system

Chaos theory is a rapidly growing field. As a technical term, “chaos” refers to deterministic but unpredictable processes being sensitively dependent upon initial conditions. Neurobiological models and experimental results are very complicated and some research groups have tried to pursue the “neuronal chaos”. Babloyantz's group has studied the fractal dimension (d) of electroencephalograms (EEG) in various physiological and pathological states. From deep sleep (d=4) to full awakening (d>8), a hierarchy of “strange” attractors paralles the hierarchy of states of consciousness. In epilepsy (petit mal), despite the turbulent aspect of a seizure, the attractor dimension was near to 2. In Creutzfeld-Jacob disease, the regular EEG activity corresponded to an attractor dimension less than the one measured in deep sleep. Is it healthy to be chaotic? An “active desynchronisation” could be favourable to a physiological system. Rapp's group reported variations of fractal dimension according to particular tasks. During a mental arithmetic task, this dimension increased. In another task, a P300 fractal index decreased when a target was identified. It is clear that the EEG is not representing noise. Its underlying dynamics depends on only a few degrees of freedom despite yet it is difficult to compute accurately the relevant parameters. What is the cognitive role of such a chaotic dynamics? Freeman has studied the olfactory bulb in rabbits and rats for 15 years. Multi-electrode recordings of a few mm² showed a chaotic hierarchy from deep anaesthesia to alert state. When an animal identified a previously learned odour, the fractal dimension of the dynamics dropped off (near limit cycles). The chaotic activity corresponding to an alert-and-waiting state seems to be a field of all possibilities and a focused activity corresponds to a reduction of the attractor in state space. For a couple of years, Freeman has developed a model of the olfactory bulb-cortex system. The behaviour of the simple model “without learning” was quite similar to the real behaviour and a model “with learning” is developed. Recently, more and more authors insisted on the importance of the dynamic aspect of nervous functioning in cognitive modelling. Most of the models in the neural-network field are designed to converge to a stable state (fixed point) because such behaviour is easy to understand and to control. However, some theoretical studies in physics try to understand how a chaotic behaviour can emerge from neural networks. Sompolinsky's group showed that a sharp transition from a stable state to a chaotic state occurred in totally interconnected networks depending on the value of one control parameter. Learning in such systems is an open field. In conclusion, chaos does exist in neurophysiological processes. It is neither a kind of noise nor a pathological sign. Its main role could be to provide diversity and flexibility to physiological processes. Could “strange” attractors in nervous system embody mental forms? This is a difficult but fascinating question.     

STOCHASTIC RESONANCE MEASURED BY THEMUTUAL INFORMATION IN THE NEURONSTHAT TRANSMIT CHAOTIC SPIKE TRAINS

１ＩｎｔｒｏｄｕｃｔｉｏｎＩｔｉｓｗｅｌｌｋｎｏｗｎｔｈａｔｎｅｒｖｅｃｅｌｌｓｗｏｒｋｉｎｎｏｉｓｙｅｎｖｉｒｏｎｍｅｎｔ,ａｎｄｎｏｉｓｅｓｏｕｒｃｅｓｒａｎｇｉｎｇｆｒｏｍｉｎｔｅｒｎａｌｔｈｅｒｍａｌｎｏｉｓｅｔｏｅｘｔｅｒｎａｌｐｅｒｔｕｒｂａｔｉｏｎ．Ｏｎｅｐｕｚｚｌｉｎｇｐｒｏｂｌｅｍｉｓｈｏｗｄｏｎｅｒｖｅｃｅｌｌｓａｃｃｏｍｍｏｄａｔｅｎｏｉｓｅｉｎｃｏｄｉｎｇａｎｄｔｒａｎｓｆｏｒｍｉｎｇｉｎｆｏｒｍａｔｉｏｎ,ｒｅｃｅｎｔｒｅｓｅａｒｃｈｓｈｏｗｓｔｈａｔｎｏｉｓｅｍａｙｐ…     

Synchrony of spatial populations induced by colored environmental noise and dispersal

Spatial synchrony of oscillating populations has been observed in many ecological systems, and its influences and causes have attracted the interest of ecologists. Spatially correlated environmental noises, dispersal, and trophic interactions have been considered as the causes of spatial synchrony. In this study, we develop a spatially structured population model, which is described by coupled-map lattices and incorporates both dispersal and colored environmental noise. A method for generating time series with desired spatial correlation and color is introduced. Then, we use these generated time series to analyze the influence of noise color on synchrony in population dynamics. The noise color refers to the temporal correlation in the time series data of the noise, and is expressed as the degree of (first-order) autocorrelation for autoregressive noise. Patterns of spatial synchrony are considered for stable, periodic and chaotic population dynamics. Numerical simulations verify that environmental noise color has a major influence on the level of synchrony, which depends strongly on how noise is introduced into the model. Furthermore, the influence of noise color also depends on patterns of dispersal between local populations. In addition, the desynchronizing effect of reddened noise is always weaker than that of white noise. From our results, we notice that the role of reddened environmental noise on spatial synchrony should be treated carefully and cautiously, especially for the spatially structured populations linked by dispersal.     

STOCHASTIC RESONANCE MEASURED BY THEMUTUAL INFORMATION IN THE NEURONSTHAT TRANSMIT CHAOTIC SPIKE TRAINS

The spike trains generated by a neuron model are studied by the methods of nonlinear time series analysis. The results show that the spike trains are chaotic. To investigate effect of noise on transmission of chaotic spike trains, this chaotic spike trains are used as a discrete subthreshold input signal to the integrate-and-fire neuronal model and the FitzHugh-Nagumo(FHN) neuronal model working in noisy environment. The mutual information between the input spike trains and the output spike trains is calculated, the result shows that the transformation of information encoded by the chaotic spike trains is optimized by some level of noise, and stochastic resonance(SR) measured by mutual information is a property available for neurons to transmit chaotic spike trains.     

Deterministic chaos and the first positive Lyapunov exponent: a nonlinear analysis of the human electroencephalogram during sleep

Under selected conditions, nonlinear dynamical systems, which can be described by deterministic models, are able to generate so-called deterministic chaos. In this case the dynamics show a sensitive dependence on initial conditions, which means that different states of a system, being arbitrarily close initially, will become macroscopically separated for sufficiently long times. In this sense, the unpredictability of the EEG might be a basic phenomenon of its chaotic character. Recent investigations of the dimensionality of EEG attractors in phase space have led to the assumption that the EEG can be regarded as a deterministic process which should not be mistaken for simple noise. The calculation of dimensionality estimates the degrees of freedom of a signal. Nevertheless, it is difficult to decide from this kind of analysis whether a process is quasiperiodic or chaotic. Therefore, we performed a new analysis by calculating the first positive Lyapunov exponent L ₁ from sleep EEG data. Lyapunov exponents measure the mean exponential expansion or contraction of a flow in phase space. L ₁ is zero for periodic as well as quasiperiodic processes, but positive in the case of chaotic processes expressing the sensitive dependence on initial conditions. We calculated L ₁ for sleep EEG segments of 15 healthy men corresponding to the sleep stages I, II, III, IV, and REM (according to Rechtschaffen and Kales). Our investigations support the assumption that EEG signals are neither quasiperiodic waves nor a simple noise. Moreover, we found statistically significant differences between the values of L ₁ for different sleep stages. All together, this kind of analysis yields a useful extension of the characterization of EEG signals in terms of nonlinear dynamical system theory.     

Dispersal, colored environmental noise, and spatial synchrony in population dynamics: analyzing a discrete host–parasitoid population model

Spatial synchrony is common, and its influences and causes have attracted the interest of ecologists. Spatially correlated environmental noise, dispersal, and trophic interactions have been considered as the causes of spatial synchrony. In this study, we developed a spatially structured population model, which is described by coupled-map lattices. Our recent investigation showed that trophic correlation of environmental noise was another important factor that affects spatial synchrony. As a supplement, we considered the influence of the color of the environmental noise on the spatial synchrony in this study. The noise color refers to the temporal correlation in the time series data of the noise, and is expressed as the degree of (first-order) autocorrelation for autoregressive noise. Patterns of spatial synchrony were considered for stable, periodic (quasi-periodic), and chaotic population dynamics. Numerical simulations verified that the color of the environmental noise is another mechanism that causes spatial synchrony. Generally, the effect of the color of the noise on the synchrony is dependent on the type of dynamics (stable, cyclic, chaotic) present in the population. For cyclic dynamics, simulation results clearly demonstrate that reddened noise has higher synchrony than white noise. The importance of our research is that it enriches the theory of potential causes of spatial synchrony.     

周期激励下FHN模型的两种多峰分布放电节律

文章揭示了外界周期脉冲激励下神经元系统产生的随机整数倍和混沌多峰放电节律的关系.随机节律统计直方图呈多峰分布、峰值指数衰减、不可预报且复杂度接近1;混沌节律统计直方图呈不同的多峰分布,峰值非指数衰减、有一定的可预报性且复杂度小于1.混沌节律在激励脉冲周期小于系统内在周期且刺激强度较大时产生,参数范围较小;而随机节律在激励脉冲周期大于系统内在周期且脉冲刺激强度小时,可与随机因素共同作用而产生,产生的参数范围较大.上述结果揭示了两类节律的动力学特性,为区分两类节律提供了实用指标.     

Analysis of cedar pollen time series: no evidence of low-dimensional chaotic behavior

Much of the current interest in pollen time series analysis is motivated by the possibility that pollen series arise from low-dimensional chaotic systems. If this is the case, short-range prediction using nonlinear modeling is justified and would produce high-quality forecasts that could be useful in providing pollen alerts to allergy sufferers. To date, contradictory reports about the characterization of the dynamics of pollen series can be found in the literature. Pollen series have been alternatively described as featuring and not featuring deterministic chaotic behavior. We showed that the choice of test for detection of deterministic chaos in pollen series is difficult because pollen series exhibit power spectra. This is a characteristic that is also produced by colored noise series, which mimic deterministic chaos in most tests. We proposed to apply the Ikeguchi–Aihara test to properly detect the presence of deterministic chaos in pollen series. We examined the dynamics of cedar (Cryptomeria japonica) hourly pollen series by means of the Ikeguchi–Aihara test and concluded that these pollen series cannot be described as low-dimensional deterministic chaos. Therefore, the application of low-dimensional chaotic deterministic models to the prediction of short-range pollen concentration will not result in high-accuracy pollen forecasts even though these models may provide useful forecasts for certain applications. We believe that our conclusion can be generalized to pollen series from other wind-pollinated plant species, as wind speed, the forcing parameter of the pollen emission and transport, is best described as a nondeterministic series that originates in the high dimensionality of the atmosphere.     

Deterministic chaоs and the problem of predictability in population dynamics

The studies of the processes that can significantly influence the predictability in population dynamics are reviewed and the results of mathematical simulations of population dynamics are compared to the time series obtained in field observations. Considerable attention is given to the chaotic changes in population abundance. Some methods of numerical analysis of chaoticity and predictability of the time series are considered. The importance of comparing the results of mathematical simulation and observation data is tightly linked to problems in detecting chaos in the dynamics of natural populations and estimating the prevalence of chaotic regimes in nature. Insight into these problems can allow identification of the functional role of chaotic regimes in population dynamics.     

Only noise can induce chaos in discrete populations

Motivated by the papers from Ellner and Turchin 2005 and Dennis et al. 2003 we investigate the possibility to detect chaos in noisy ecological systems. One message of our paper is that if a dynamic model is available and if this model predicts chaotic behaviour, one should consider its discrete-state, noisy version when fitting numerical predictions to observations. We emphasize that deterministic discrete-state models behave periodically, thus only the interaction of these deterministic skeletons with random noise can produce non-regular dynamics. We detect and describe a relatively sharply defined range of the noise (the grey zone) where the gradual transition from periodic to chaotic behaviour happens. This zone, the upper border of which can be predicted analytically, is identified in experimental data as well as in numerical simulations. In the grey zone the global, statistical behaviour will approach the statistics produced by the chaotic, continuous model, and in this sense we claim that noise can produce chaos.     

Rich dynamics in a predator–prey model with both noise and periodic force

A spatial version of the predator–prey model with Holling III functional response, which includes some important factors such as external periodic forces, noise, and diffusion processes is investigated. For the model only with diffusion, it exhibits spiral waves in the two-dimensional space. However, combined with noise, it has the feature of chaotic patterns. Moreover, the oscillations become more obvious when the noise intensity is increased. Furthermore, the spatially extended system with external periodic forces and noise exhibits a resonant pattern and frequency-locking phenomena. These results may help us to understand the effects arising from the undeniable susceptibility to random fluctuations in the real ecosystems.     

Population dynamics and the colour of environmental noise.

The effect of red, white and blue environmental noise on discrete-time population dynamics is analyzed. The coloured noise is superimposed on Moran-Ricker and Maynard Smith dynamics, the resulting power spectra are less than examined. Time series dominated by short- and long-term fluctuations are said to be blue and red, respectively. In the stable range of the Moran-Ricker dynamics, environmental noise of any colour will make population dynamics red or blue depending the intrinsic growth rate. Thus, telling apart the colour of the noise from the colour of the population dynamics may not be possible. Population dynamics subjected to red and blue environmental noises show, respectively, more red or blue power spectra than those subjected to white noise. The sensitivity to differences in the noise colours decreases with increasing complexity and ultimately disappears in the chaotic range of the population dynamics. These findings are duplicated with the Maynard Smith model for high growth rates when the strength of density dependence changes. However, for low growth rates the power spectra of the population dynamics with noise are red in stable, periodic and aperiodic ranges irrespective of the noise colour. Since chaotic population fluctuations may show blue spectra in the deterministic case, this implies that blue deterministic chaos may become red under any colour of the noise.     

Coloured noise or low-dimensional chaos?

Devising a method capable of distinguishing a low-dimensional chaotic signal that might be embedded in a noisy stochastic process has become a major challenge for those involved in time-series analysis. Here a null hypothesis approach is used in conjunction with a known nonlinear predictive test, to probe for the presence of chaos in epidemiological data. A probabilistic set of rules is used to stimulate a historic record of New York City measles outbreaks, generally understood to be governed by a chaotic attractor. The simulated runs of 'surrogate data' are carefully constructed so as to be free from any underlying low-dimensional chaotic process. They therefore serve as a useful null model against which to test the observed time series. However, despite the assumed differences between the dynamics of measles outbreaks and the null model, a nonlinear predictive scheme is found to be unable to differentiate between their characteristic time series. The methodology confirms that, if there is in fact a chaotic signal in the measles data, it is extremely difficult to detect in time series of such limited length. The results have general relevance to the analysis of physical, ecological and environmental time series.