Adaptive, locally linear models of complex dynamics

DOI10.1073/PNAS.1813476116MaRDI QIDQ5222788zbMATH OpenOpenAlexWikidataFDO

Authors António C. Costa, Tosif Ahamed, Greg J. Stephens

Publication date 3 July 2019

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1807.09728

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Abstract: The dynamics of complex systems generally include high-dimensional, non-stationary and non-linear behavior, all of which pose fundamental challenges to quantitative understanding. To address these difficulties we detail a new approach based on local linear models within windows determined adaptively from the data. While the dynamics within each window are simple, consisting of exponential decay, growth and oscillations, the collection of local parameters across all windows provides a principled characterization of the full time series. To explore the resulting model space, we develop a novel likelihood-based hierarchical clustering and we examine the eigenvalues of the linear dynamics. We demonstrate our analysis with the Lorenz system undergoing stable spiral dynamics and in the standard chaotic regime. Applied to the posture dynamics of the nematode $C.elegans$ our approach identifies fine-grained behavioral states and model dynamics which fluctuate close to an instability boundary, and we detail a bifurcation in a transition from forward to backward crawling. Finally, we analyze whole-brain imaging in $C.elegans$ and show that the stability of global brain states changes with oxygen concentration.

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