Detecting synchronization and interrelations in multivariate time series

U. Parlitz, S. Luther
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Abstract

Different cases of generalized synchronization are discussed with emphasis on methods for detecting them from time series. In particular, we shall focus on synchronization resulting in complex (non-smooth and/or non-invertible) functions or relations between drive and response that can be detected by means of a data driven extension of the auxiliary systems test.
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多变量时间序列的同步和相互关系检测
讨论了广义同步的不同情况,重点讨论了从时间序列中检测广义同步的方法。特别是,我们将重点关注导致复杂(非平滑和/或不可逆)函数或驱动与响应之间关系的同步,这些函数或关系可以通过辅助系统测试的数据驱动扩展来检测。
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