Detection of mutual phase synchronization in multivariate signals and application to phase ensembles and chaotic data

This work presents a method for the detection of mutual phase synchronization in nonstationary time series. We show how the application of a cluster algorithm that considers spatiotemporal structures of data follows from the general condition of phase-synchronized data. In view of the topology of phasic data, we reformulate the K-means cluster algorithm on a flat torus and apply a segmentation index derived in an earlier work [A. Hutt and H. Riedel, Physica D 177, 203 (2003)]. This index is extended by means of averaging in order to reflect phase synchronization in ensembles of multivariate time series. The method is illustrated using simulated multivariate phase dynamics and arrays of chaotic systems, in which temporal segments of phase-synchronized states are registered. A comparison with results from an existing bivariate synchronization index reveals major advantages of our method.