next up previous

Detecting modes with nontrivial dynamics embedded in colored noise: Enhanced Monte Carlo SSA and the case of climate oscillations

Milan Palus
Institute of Computer Science, Academy of Sciences of the Czech Republic
Pod vodárenskou vezí 2, 182 07 Prague 8, Czech Republic

Dagmar Novotna
Institute of Atmospheric Physics, Academy of Sciences of the Czech Republic
Bocni II/1401, 141 31 Prague 4, Czech Republic


A quantitative method for automatic detection of phase synchronization in noisy experimental bivariate time series is proposed, based on the fact that instantaneous phases of phase-synchronized (sub)systems are mutually dependent in a specific way irrespectively of a relation between the original time series. The level of dependence between the instantaneous phases is quantified by a statistical dependence parameter, which also reflects the strength of the systems' phase synchronization. Ranges of the parameter values, for which the detection of the phase synchronization can be considered reliable, are estimated by using the technique of surrogate data. Possible applications of the proposed method are demonstrated by using both numerically generated and real experimental data, namely solutions of two coupled Roessler systems, mammalian cardio-respiratory data, and long-term recordings of surface atmospheric temperature and sunspot numbers.

Phys. Lett. A 248 (1998) 191-202

Milan Palus 1998