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Article Dans Une Revue Physical Review E : Statistical, Nonlinear, and Soft Matter Physics Année : 2011

Multivariate singular spectrum analysis and the road to phase synchronization

Résumé

We show that multivariate singular spectrum analysis (M-SSA) greatly helps study phase synchronization in a large system of coupled oscillators and in the presence of high observational noise levels. With no need for detailed knowledge of individual subsystems nor any a priori phase de?nition for each of them, we demonstrate that M-SSA can automatically identify multiple oscillatory modes and detect whether these modes are shared by clusters of phase- and frequency-locked oscillators. As an essential modi?cation of M-SSA, here we introduce variance-maximization (varimax) rotation of the M-SSA eigenvectors to optimally identify synchronized-oscillator clustering.
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Dates et versions

hal-01701146 , version 1 (05-02-2018)

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Andreas Groth, Michael Ghil. Multivariate singular spectrum analysis and the road to phase synchronization. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2011, 84 (3), pp.9528-9544. ⟨10.1103/PhysRevE.84.036206⟩. ⟨hal-01701146⟩
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