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Detecting dynamic spatial correlation patterns with generalized wavelet coherence and non-stationary surrogate data.


ABSTRACT: Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to detect short-lived spatial coherent patterns from multivariate time-series. In contrast with standard methods, the surrogate data proposed here are realisations of a non-stationary stochastic process, preserving both the amplitude and time-frequency distributions of original data. We evaluate this framework on synthetic and real-world time series, and we show that it can provide useful insights into the time-resolved structure of spatially extended systems.

SUBMITTER: Chavez M 

PROVIDER: S-EPMC6517435 | biostudies-literature | 2019 May

REPOSITORIES: biostudies-literature

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Detecting dynamic spatial correlation patterns with generalized wavelet coherence and non-stationary surrogate data.

Chavez Mario M   Cazelles Bernard B  

Scientific reports 20190514 1


Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to detect short-lived spatial coherent patterns from multivariate time-series. In contrast with standard methods, the surrogate data proposed here are realisations of a non-stationary stochastic process, preserving both the amplitude and time-frequency distributions o  ...[more]

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