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We propose a Markov chain method to efficiently generate surrogate networks that are random under the constraint of given vertex strengths. With these strength-preserving surrogates and with edge-weight-preserving surrogates we investigate the clustering coefficient and the average shortest path length of functional networks of the human brain as well as of the International Trade Networks. We demonstrate that surrogate networks can provide additional information about network-specific characteristics and thus help interpreting empirical weighted networks. [ABSTRACT FROM AUTHOR]

We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we demonstrate the applicability and limitations of our approach. Our findings obtained from applying our method to infer delayed directed interactions in the human epileptic brain underline the importance of our approach for improving the construction of functional network structures from data. [ABSTRACT FROM AUTHOR]

We study deterministic systems, composed of excitable units of FitzHugh-Nagumo type, that are capable of self-generating and self-terminating strong deviations from their regular dynamics without the influence of noise or parameter change. These deviations are rare, short-lasting, and recurrent and can therefore be regarded as extreme events. Employing a range of methods we analyze dynamical properties of the systems, identifying features in the systems' dynamics that may qualify as precursors to extreme events. We investigate these features and elucidate mechanisms that may be responsible for the generation of the extreme events. [ABSTRACT FROM AUTHOR]

We introduce the bivariate jump-diffusion process, consisting of two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, nonparametric estimation procedure of higher-order (up to 8) Kramers-Moyal coefficients that allows one to reconstruct relevant aspects of the underlying jump-diffusion processes and to recover the underlying parameters. The procedure is validated with numerically integrated data using synthetic bivariate time series from continuous and discontinuous processes. We further evaluate the possibility of estimating the parameters of the jump-diffusion model via data-driven analyses of the higher-order Kramers-Moyal coefficients, and the limitations arising from the scarcity of points in the data or disproportionate parameters in the system. [ABSTRACT FROM AUTHOR]

Systems of FitzHugh-Nagumo units with different coupling topologies are capable of self-generating and -terminating strong deviations from their regular dynamics that can be regarded as extreme events due to their rareness and recurrent occurrence. Here we demonstrate the crucial role of an interior crisis in the emergence of extreme events. In parameter space we identify this interior crisis as the organizing center of the dynamics by employing concepts of mixed-mode oscillations and of leaking chaotic systems. We find that extreme events occur in certain regions in parameter space, and we show the robustness of this phenomenon with respect to the system size. [ABSTRACT FROM AUTHOR]

We extend the concept of symbolic transfer entropy to enable the time-resolved investigation of directional relationships between coupled dynamical systems from short and transient noisy time series. For our approach, we consider an observed ensemble of a sufficiently large number of time series as multiple realizations of a process. We derive an index that quantifies the preferred direction of transient interactions and assess its significance using a surrogate-based testing scheme. Analyzing time series from noisy chaotic systems, we demonstrate numerically the applicability and limitations of our approach. Our findings obtained from an analysis of event-related brain activities underline the importance of our method to improve understanding of gross neural interactions underlying cognitive processes. [ABSTRACT FROM AUTHOR]

We propose an analytical approach to study non-Markov random walks by employing an exact enumeration method. Using the method, we derive an exact expansion for the first-passage time (FPT) distribution of any continuous differentiable non-Markov random walk with Gaussian or non-Gaussian multivariate distribution. As an example, we study the FPT distribution of the fractional Brownian motion with a Hurst exponent H ∈ (1/2, 1) that describes numerous non-Markov stochastic phenomena in physics, biology, and geology and for which the limit H = 1/2 represents a Markov process. [ABSTRACT FROM AUTHOR]

We introduce the bivariate jump-diffusion process, consisting of two-dimensional diffusion and two-dimensional jumps, that can be coupled to one another. We present a data-driven, nonparametric estimation procedure of higher-order (up to 8) Kramers-Moyal coefficients that allows one to reconstruct relevant aspects of the underlying jump-diffusion processes and to recover the underlying parameters. The procedure is validated with numerically integrated data using synthetic bivariate time series from continuous and discontinuous processes. We further evaluate the possibility of estimating the parameters of the jump-diffusion model via data-driven analyses of the higher-order Kramers-Moyal coefficients, and the limitations arising from the scarcity of points in the data or disproportionate parameters in the system.

We propose a straightforward extension of symbolic transfer entropy to enable the investigation of delayed directional relationships between coupled dynamical systems from time series. Analyzing time series from chaotic model systems, we demonstrate the applicability and limitations of our approach. Our findings obtained from applying our method to infer delayed directed interactions in the human epileptic brain underline the importance of our approach for improving the construction of functional network structures from data.

In functional magnetic resonance imaging (fMRI) the blood oxygenation level dependent (BOLD) effect is used to identify and delineate neuronal activity. The sensitivity of a fMRI-based detection of neuronal activation, however, strongly depends on the relative levels of signal and noise in the time series data, and a large number of different artifact and noise sources interfere with the weak signal changes of the BOLD response. Thus, noise reduction is important to allow an accurate estimation of single activation-related BOLD signals across brain regions. Techniques employed so far include filtering in the time or frequency domain which, however, does not take into account possible nonlinearities of the BOLD response. We here evaluate a previously proposed method for nonlinear denoising of short and transient signals, which combines the wavelet transform with techniques from nonlinear time series analysis. We adopt the method to the problem at hand and show that successful noise reduction and, more importantly, preservation of the shape of individual BOLD signals can be achieved even in the presence of in-band noise.

We propose to estimate transfer entropy using a technique of symbolization. We demonstrate numerically that symbolic transfer entropy is a robust and computationally fast method to quantify the dominating direction of information flow between time series from structurally identical and nonidentical coupled systems. Analyzing multiday, multichannel electroencephalographic recordings from 15 epilepsy patients our approach allowed us to reliably identify the hemisphere containing the epileptic focus without observing actual seizure activity.

We propose a data-driven approach to measure interdependences between dissipative dynamical systems under the influence of noise. We estimate drift and diffusion coefficients of a Fokker-Planck equation and derive measures that allow one to quantify the asymmetry in coupling in a fully automated and computationally inexpensive and simple way. Our approach makes it possible to discriminate between interdependences in the deterministic and stochastic parts of the dynamics. We report results of numerical studies of exemplary time series from coupled stochastic and deterministic model systems and of an application to electroencephalographic recordings from epilepsy patients.

We study directional relationships-in the driver-responder sense-in networks of coupled nonlinear oscillators using a phase modeling approach. Specifically, we focus on the identification of drivers in clusters with varying levels of synchrony, mimicking dynamical interactions between the seizure generating region (epileptic focus) and other brain structures. We demonstrate numerically that such an identification is not always possible in a reliable manner. Using the same analysis techniques as in model systems, we study multichannel electroencephalographic recordings from two patients suffering from focal epilepsy. Our findings demonstrate that--depending on the degree of intracluster synchrony--certain subsystems can spuriously appear to be driving others, which should be taken into account when analyzing field data with unknown underlying dynamics.

We propose a method for estimating nonlinear interdependences between time series using cellular nonlinear networks. Our approach is based on the nonlinear dynamics of interacting nonlinear elements. We apply it to time series of coupled nonlinear model systems and to electroencephalographic time series from an epilepsy patient, and we show that an accurate approximation of symmetric and asymmetric realizations of a nonlinear interdependence measure can be achieved, thus allowing one to detect the strength and direction of couplings.

We evaluate the capability of reconstructing Fokker-Planck equations for an improved characterization of electroencephalographic (EEG) recordings from epilepsy patients. We derive stochastic qualifiers of brain dynamics that are based on specific characteristics of the Kramers-Moyal coefficients estimated from the EEG. Analyzing long-lasting multichannel EEG recordings from eight patients suffering from focal epilepsies we show that particularly the stochastic part of the dynamics can yield valuable information for diagnostic purposes.

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 one 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, which account for nonlinearities in the data, are expected to provide complementary information which allows one to gain deeper insights into the collective dynamics of spatially extended complex systems.

We propose a method for estimating phase synchronization between time series using the parallel computing architecture of cellular nonlinear networks (CNN's). Applying this method to time series of coupled nonlinear model systems and to electroencephalographic time series from epilepsy patients, we show that an accurate approximation of the mean phase coherence R--a bivariate measure for phase synchronization--can be achieved with CNN's using polynomial-type templates.

In a growing number of publications it is claimed that epileptic seizures can be predicted by analyzing the electroencephalogram (EEG) with different characterizing measures. However, many of these studies suffer from a severe lack of statistical validation. Only rarely are results passed to a statistical test and verified against some null hypothesis H0 in order to quantify their significance. In this paper we propose a method to statistically validate the performance of measures used to predict epileptic seizures. From measure profiles rendered by applying a moving-window technique to the electroencephalogram we first generate an ensemble of surrogates by a constrained randomization using simulated annealing. Subsequently the seizure prediction algorithm is applied to the original measure profile and to the surrogates. If detectable changes before seizure onset exist, highest performance values should be obtained for the original measure profiles and the null hypothesis. "The measure is not suited for seizure prediction" can be rejected. We demonstrate our method by applying two measures of synchronization to a quasicontinuous EEG recording and by evaluating their predictive performance using a straightforward seizure prediction statistics. We would like to stress that the proposed method is rather universal and can be applied to many other prediction and detection problems.

We have recently introduced a measure for nonstationarity using a recurrence time statistic to assess stationarity. In this paper we propose an extension of this method based on a detailed study of the statistics for the case of stationary systems. We derive a simple scheme that allows us to estimate the effective number of degrees of freedom relevant for this statistic. This substantially improves the statistical significance of the method and can be used to improve the significance of various other nonlinear statistics.

The question whether information extracted from the electroencephalogram (EEG) of epilepsy patients can be used for the prediction of seizures has recently attracted much attention. Several studies have reported evidence for the existence of a preseizure state that can be detected using different measures derived from the theory of dynamical systems. Most of these studies, however, have neglected to sufficiently investigate the specificity of the observed effects or suffer from other methodological shortcomings. In this paper we present an automated technique for the detection of a preseizure state from EEG recordings using two different measures for synchronization between recording sites, namely, the mean phase coherence as a measure for phase synchronization and the maximum linear cross correlation as a measure for lag synchronization. Based on the observation of characteristic drops in synchronization prior to seizure onset, we used this phenomenon for the characterization of a preseizure state and its distinction from the remaining seizure-free interval. After optimizing our technique on a group of 10 patients with temporal lobe epilepsy we obtained a successful detection of a preseizure state prior to 12 out of 14 analyzed seizures for both measures at a very high specificity as tested on recordings from the seizure-free interval. After checking for in-sample overtraining via cross validation, we applied a surrogate test to validate the observed predictability. Based on our results, we discuss the differences of the two synchronization measures in terms of the dynamics underlying seizure generation in focal epilepsies.

A rapidly growing number of studies deals with the prediction of epileptic seizures. For this purpose, various techniques derived from linear and nonlinear time series analysis have been applied to the electroencephalogram of epilepsy patients. In none of these works, however, the performance of the seizure prediction statistics is tested against a null hypothesis, an otherwise ubiquitous concept in science. In consequence, the evaluation of the reported performance values is problematic. Here, we propose the technique of seizure time surrogates based on a Monte Carlo simulation to remedy this deficit.

We propose a measure for nonstationarity which is based on the analysis of distributions of temporal distances of neighboring vectors in state space. As an extension of previous techniques our method does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times from frequency distributions that would be expected under stationary conditions allows us to estimate the statistical significance of the method.