Multivariate singular spectrum analysis and the road to phase synchronization


Groth, Andreas, and Michael Ghil. “Multivariate singular spectrum analysis and the road to phase synchronization.” Physical Review E 84 (2011): 036206.
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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.

Last updated on 07/29/2016