Distinguishing between deterministic oscillations and noise

• Published in: The European physical journal. ST, Special topics Vol. 232; no. 20-22; pp. 3435 - 3457
• Main Authors: Rowland Adams, Joe, Newman, Julian, Stefanovska, Aneta
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2023; Springer Nature B.V
• Subjects: Atomic; Autocorrelation functions; Classical and Continuum Physics; Condensed Matter Physics; Density; Dynamical systems; Dynamics; Foundations of Quantum Mechanics; Many Body Systems; Materials Science; Measurement Science and Instrumentation; Molecular; Non-Equilibrium Quantum Physics; Optical and Plasma Physics; Oscillations; Physics; Physics and Astronomy; Review; Time dependence; Wavelet transforms
• ISSN: 1951-6355; 1951-6401
• DOI: 10.1140/epjs/s11734-023-00986-3

Time-dependent dynamics is ubiquitous in the natural world and beyond. Effectively analysing its presence in data is essential to our ability to understand the systems from which it is recorded. However, the traditional framework for dynamics analysis is in terms of time-independent dynamical systems and long-term statistics, as opposed to the explicit tracking over time of time-localised dynamical behaviour. We review commonly used analysis techniques based on this traditional statistical framework—such as the autocorrelation function, power-spectral density, and multiscale sample entropy—and contrast to an alternative framework in terms of finite-time dynamics of networks of time-dependent cyclic processes. In time-independent systems, the net effect of a large number of individually intractable contributions may be considered as noise; we show that time-dependent oscillator systems with only a small number of contributions may appear noise-like when analysed according to the traditional framework using power-spectral density estimation. However, methods characteristic of the time-dependent finite-time-dynamics framework, such as the wavelet transform and wavelet bispectrum, are able to identify the determinism and provide crucial information about the analysed system. Finally, we compare these two frameworks for three sets of experimental data. We demonstrate that while techniques based on the traditional framework are unable to reliably detect and understand underlying time-dependent dynamics, the alternative framework identifies deterministic oscillations and interactions.