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Enhancing multivariate singular spectrum analysis for phase synchronization: The role of observability
Leonardo L Portes1, Luis A Aguirre1
1Departamento de Engenharia Eletrônica, Universidade Federal de Minas Gerais, Av. Antônio Carlos 6627, 31270-901 Belo Horizonte, MG, Brazil.
This study introduces a single-variable approach to Multivariate Singular Spectrum Analysis (M-SSA) for coupled oscillator systems. This method improves explanatory power and practical applicability, even with limited data.
Area of Science:
- Dynamical Systems and Nonlinear Science
- Time Series Analysis
- Complex Systems
Background:
- Multivariate Singular Spectrum Analysis (M-SSA) is a powerful technique for analyzing coupled oscillator systems.
- The original M-SSA requires all system variables, limiting its application when only a subset is measured.
- Understanding coupled oscillator dynamics is crucial in various scientific fields.
Purpose of the Study:
- To adapt Multivariate Singular Spectrum Analysis (M-SSA) for use with a single measurement variable.
- To demonstrate the conditions under which a single-variable M-SSA can achieve good performance.
- To compare the explanatory power of the single-variable M-SSA against the original M-SSA.
Main Methods:
- Leveraging dynamical systems and observability theories to develop the single-variable M-SSA approach.
- Applying the adapted M-SSA to benchmark coupled oscillator systems.
- Evaluating performance based on explanatory power and accuracy.
Main Results:
- The single-variable M-SSA approach is shown to be effective under specific conditions.
- Numerical evidence indicates enhanced explanatory power compared to the original M-SSA when using all variables.
- The adapted method offers improved practical applicability for systems with limited measurements.
Conclusions:
- A single-variable M-SSA method is feasible and beneficial for analyzing coupled oscillator systems.
- This adaptation significantly broadens the practical applications of M-SSA in data-scarce scenarios.
- The findings have important implications for time series analysis in complex systems.
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