Detecting frequency modulation in stochastic time-series data

Adrian L. Hauber, Christian Sigloch, and Jens Timmer
Phys. Rev. E 106, 024204 – Published 4 August 2022

Abstract

We propose a statistical test to identify nonstationary frequency-modulated stochastic processes from time-series data. Our method uses the instantaneous phase as a discriminatory statistics with reliable critical values derived from surrogate data. We simulated an oscillatory second-order autoregressive process to evaluate the size and power of the test. We found that the test we propose is able to correctly identify more than 99% of nonstationary data when the frequency of the simulated data is doubled after the first half of the time series. Our method is easily interpretable, computationally cheap, and does not require choosing hyperparameters that are dependent on the data.

  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Received 1 December 2021
  • Accepted 22 July 2022

DOI:https://doi.org/10.1103/PhysRevE.106.024204

©2022 American Physical Society

Physics Subject Headings (PhySH)

General PhysicsInterdisciplinary Physics

Authors & Affiliations

Adrian L. Hauber1,2,*, Christian Sigloch3,4, and Jens Timmer1,2,5

  • 1Institute of Physics, University of Freiburg, 79104 Freiburg, Germany
  • 2Freiburg Center for Data Analysis and Modeling (FDM), University of Freiburg, 79104 Freiburg, Germany
  • 3Developmental Biology, Institute Biology I, Faculty of Biology, University of Freiburg, 79104 Freiburg, Germany
  • 4Spemann Graduate School of Biology and Medicine (SGBM), University of Freiburg, 79104 Freiburg, Germany
  • 5Centre for Integrative Biological Signalling Studies (CIBSS), University of Freiburg, 79104 Freiburg, Germany

  • *Corresponding author: adrian.hauber@fdm.uni-freiburg.de

Article Text (Subscription Required)

Click to Expand

References (Subscription Required)

Click to Expand
Issue

Vol. 106, Iss. 2 — August 2022

Reuse & Permissions
Access Options
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review E

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×