Detection of time-delayed interactions in biosignals using symbolic coupling tracesN. Wessel1, A. Suhrbier2, M. Riedl1, N. Marwan3, H. Malberg2, G. Bretthauer2, T. Penzel4 and J. Kurths1, 3
1 Department of Physics, Humboldt-Universität zu Berlin - Berlin, Germany, EU
2 Institute for Applied Computer Science, Forschungszentrum Karlsruhe GmbH - Karlsruhe, Germany, EU
3 Potsdam Institute for Climate Impact Research - Potsdam, Germany, EU
4 Department of Sleep Medicine, Charité Universitätsmedizin Berlin - Berlin, Germany, EU
received 12 February 2009; accepted in final form 16 June 2009; published July 2009
published online 17 July 2009
Directional coupling analysis of bivariate time series is an important subject of current research. In this letter, a method based on symbolic dynamics for the detection of time-delayed coupling is presented. The symbolic coupling traces, defined as the symmetric and diametric traces of the bivariate word distribution, allow for the quantification of coupling and are compared with established methods like mutual information and cross recurrence analysis. The symbolic coupling traces method is applied to model systems and cardiological data which demonstrate its advantages especially for nonstationary data.
05.45.-a - Nonlinear dynamics and chaos.
05.45.Tp - Time series analysis.
87.19.Hh - Cardiac dynamics.
© EPLA 2009