2011
DOI: 10.1103/physreve.84.036206
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Multivariate singular spectrum analysis and the road to phase synchronization

Abstract: 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 definition 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 modifica… Show more

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Cited by 91 publications
(92 citation statements)
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“…For a more reliable separation of ST-EOF pairs, we used here the recently developed variance-maximisation (varimax) rotation of the ST-EOFs. This approach reduces mixture effects between distinct oscillatory components and improves the biological interpretability of the results (Groth and Ghil 2011). …”
Section: /40mentioning
confidence: 99%
“…For a more reliable separation of ST-EOF pairs, we used here the recently developed variance-maximisation (varimax) rotation of the ST-EOFs. This approach reduces mixture effects between distinct oscillatory components and improves the biological interpretability of the results (Groth and Ghil 2011). …”
Section: /40mentioning
confidence: 99%
“…In this research-and-review paper, we set out to combine three strands of research: (i) the formulation and study of a non-equilibrium dynamic model (NEDyM) of endogenous business cycles (EnBCs) ; (ii) the application of this NEDyM model to the investigation of the impact of global warming and extreme events on the economy [Hallegatte et al, 2007;; and (iii) the quantitative extraction of business cycles from macroeconomic data [Groth and Ghil , 2011;Groth et al, 2012], including the validation of the FDT hypothesis on the functioning of the U.S. economy.…”
Section: Discussionmentioning
confidence: 99%
“…Furthermore, the transformation to PCs introduces frequency-dependent phase distortions and complicates the correct assignment of a given variance to a precise instant in time. A subsequent transformation to RCs, on the other hand, neutralizes this undesirable effect [Groth and Ghil , 2011].…”
Section: Episodes Of High Fluctuation Levelsmentioning
confidence: 99%
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