Project description:Nonlinear stochastic dynamical systems are widely used to model systems across the sciences and engineering. Such models are natural to formulate and can be analyzed mathematically and numerically. However, difficulties associated with inference from time-series data about unknown parameters in these models have been a constraint on their application. We present a new method that makes maximum likelihood estimation feasible for partially-observed nonlinear stochastic dynamical systems (also known as state-space models) where this was not previously the case. The method is based on a sequence of filtering operations which are shown to converge to a maximum likelihood parameter estimate. We make use of recent advances in nonlinear filtering in the implementation of the algorithm. We apply the method to the study of cholera in Bangladesh. We construct confidence intervals, perform residual analysis, and apply other diagnostics. Our analysis, based upon a model capturing the intrinsic nonlinear dynamics of the system, reveals some effects overlooked by previous studies.
Project description:A major tenet in theoretical neuroscience is that cognitive and behavioral processes are ultimately implemented in terms of the neural system dynamics. Accordingly, a major aim for the analysis of neurophysiological measurements should lie in the identification of the computational dynamics underlying task processing. Here we advance a state space model (SSM) based on generative piecewise-linear recurrent neural networks (PLRNN) to assess dynamics from neuroimaging data. In contrast to many other nonlinear time series models which have been proposed for reconstructing latent dynamics, our model is easily interpretable in neural terms, amenable to systematic dynamical systems analysis of the resulting set of equations, and can straightforwardly be transformed into an equivalent continuous-time dynamical system. The major contributions of this paper are the introduction of a new observation model suitable for functional magnetic resonance imaging (fMRI) coupled to the latent PLRNN, an efficient stepwise training procedure that forces the latent model to capture the 'true' underlying dynamics rather than just fitting (or predicting) the observations, and of an empirical measure based on the Kullback-Leibler divergence to evaluate from empirical time series how well this goal of approximating the underlying dynamics has been achieved. We validate and illustrate the power of our approach on simulated 'ground-truth' dynamical systems as well as on experimental fMRI time series, and demonstrate that the learnt dynamics harbors task-related nonlinear structure that a linear dynamical model fails to capture. Given that fMRI is one of the most common techniques for measuring brain activity non-invasively in human subjects, this approach may provide a novel step toward analyzing aberrant (nonlinear) dynamics for clinical assessment or neuroscientific research.
Project description:Microtubules (MTs) are essential cytoskeletal polymers of eukaryote cells implicated in various cell functions, including cell division, cargo transfer, and cell signaling. MTs also are highly charged polymers that generate electrical oscillations that may underlie their ability to act as nonlinear transmission lines. However, the oscillatory composition and time-frequency differences of the MT electrical oscillations have not been identified. Here, we applied the Empirical Mode Decomposition (EMD) to bovine brain MT sheet recordings to determine the number and fundamental frequencies of the Intrinsic Modes Functions (IMF) and evaluate their energetic contribution to the electrical signal. As previously reported, raw signals were obtained from cow brain MTs (Cantero et al. Sci Rep 6:27143, 2016), sampled, filtered, and subjected to signal decomposition from representative experiments. Filtered signals (200 Hz) allowed us to identify either six or seven IMFs. The reconstructed tracings faithfully resembled the original signals, with identifiable frequency peaks. To extend the analysis to obtain time-frequency information and the energy implicated in each IMF, we applied the Hilbert-Huang Transform (HHT) and the Continuous Wavelet Transform (CWT) to the same samples. The analyses disclosed the presence of more fundamental frequency peaks than initially reported and evidenced the advantages and disadvantages of each transform. The study indicates that the EMD is a robust approach to quantifying signal decomposition of brain MT oscillations and suggests novel similarities with human brain wave electroencephalogram (EEG) recordings. The evidence points to the potentially fundamental role of MT oscillations in brain electrical activity.
Project description:The accurate detection of fiducial points in the impedance cardiography signal (ICG) has a decisive impact on the proper estimation of diagnostic parameters such as stroke volume or cardiac output. It is, therefore, necessary to find an algorithm that is able to assess their positions with great precision. The solution to this problem is, however, quite challenging with regard to the high sensitivity of the ICG technique to the noise and varying morphology of the acquired signals. The aim of this study is to propose a novel method that allows us to overcome these limitations. The developed algorithm is based on Empirical Mode Decomposition (EMD)-an effective technique for processing and analyzing various types of non-stationary signals. We find high correlations between the results obtained from the algorithm and annotated by an expert. This, in turn, implies that the difference in estimation of the diagnostic-relevant parameters is small, which suggests that the method can automatically provide precise clinical information.
Project description:Dynamical systems based on differential equations are useful for modeling the temporal evolution of biomarkers. These systems can characterize the temporal patterns of biomarkers and inform the detection of interactions among biomarkers. Existing statistical methods for dynamical systems mostly target single time-course data based on a linear model or generalized additive model. Hence, they cannot adequately capture the complex interactions among biomarkers; neither can they take into account the heterogeneity between systems or subjects. in this work, we propose a semiparametric dynamical system based on multi-index models for multiple subjects time-course data. Our model accounts for between-subject heterogeneity by introducing system-level or subject-level covariates to dynamic systems, and it allows for nonlinear relationship and interaction between the combined biomarkers and the temporal rate of each biomarker. For estimation and inference, we consider a two-step procedure based on integral equations from the proposed model. We propose an algorithm that iterates between the estimation of the link function through splines and the estimation of index parameters and that allows for regularization to achieve sparsity. We prove model identifiability and derive the asymptotic properties of the estimated model parameters. A benefit of our approach is to pool information from multiple subjects to identify the interaction among biomarkers. We apply the method to analyze electroencephalogram (EEG) data for patients affected by alcohol dependence. The results reveal new insight on patients' brain activities and demonstrate differential interaction patterns in patients compared to health control subjects.
Project description:The clinical manifestations of ischemic cardiomyopathy (ICM) bear resemblance to dilated cardiomyopathy (DCM), yet their treatments and prognoses are quite different. Early differentiation between these conditions yields positive outcomes, but the gold standard (coronary angiography) is invasive. The potential use of ECG signals based on variational mode decomposition (VMD) as an alternative remains underexplored. An ECG dataset containing 87 subjects (44 DCM, 43 ICM) is pre-processed for denoising and heartbeat division. Firstly, the ECG signal is processed by empirical mode decomposition (EMD) and VMD. And then, five modes are determined by correlation analysis. Secondly, bispectral analysis is conducted on these modes, extracting corresponding bispectral and nonlinear features. Finally, the features are processed using five machine learning classification models, and a comparative assessment of their classification efficacy is facilitated. The results show that the technique proposed provides a better categorization for DCM and ICM using ECG signals compared to previous approaches, with a highest classification accuracy of 98.30%. Moreover, VMD consistently outperforms EMD under diverse conditions such as different modes, leads, and classifiers. The superiority of VMD on ECG analysis is verified.
Project description:Complex nonlinear dynamics arise in many fields of science and engineering, but uncovering the underlying differential equations directly from observations poses a challenging task. The ability to symbolically model complex networked systems is key to understanding them, an open problem in many disciplines. Here we introduce for the first time a method that can automatically generate symbolic equations for a nonlinear coupled dynamical system directly from time series data. This method is applicable to any system that can be described using sets of ordinary nonlinear differential equations, and assumes that the (possibly noisy) time series of all variables are observable. Previous automated symbolic modeling approaches of coupled physical systems produced linear models or required a nonlinear model to be provided manually. The advance presented here is made possible by allowing the method to model each (possibly coupled) variable separately, intelligently perturbing and destabilizing the system to extract its less observable characteristics, and automatically simplifying the equations during modeling. We demonstrate this method on four simulated and two real systems spanning mechanics, ecology, and systems biology. Unlike numerical models, symbolic models have explanatory value, suggesting that automated "reverse engineering" approaches for model-free symbolic nonlinear system identification may play an increasing role in our ability to understand progressively more complex systems in the future.
Project description:When the state of the whole reaction network can be inferred by just measuring the dynamics of a limited set of nodes the system is said to be fully observable. However, as the number of all possible combinations of measured variables and time derivatives spanning the reconstructed state of the system exponentially increases with its dimension, the observability becomes a computationally prohibitive task. Our approach consists in computing the observability coefficients from a symbolic Jacobian matrix whose elements encode the linear, nonlinear polynomial or rational nature of the interaction among the variables. The novelty we introduce in this paper, required for treating large-dimensional systems, is to identify from the symbolic Jacobian matrix the minimal set of variables (together with their time derivatives) candidate to be measured for completing the state space reconstruction. Then symbolic observability coefficients are computed from the symbolic observability matrix. Our results are in agreement with the analytical computations, evidencing the correctness of our approach. Its application to efficiently exploring the dynamics of real world complex systems such as power grids, socioeconomic networks or biological networks is quite promising.
Project description:Controlling nonlinear dynamical systems is a central task in many different areas of science and engineering. Chaotic systems can be stabilized (or chaotified) with small perturbations, yet existing approaches either require knowledge about the underlying system equations or large data sets as they rely on phase space methods. In this work we propose a novel and fully data driven scheme relying on machine learning (ML), which generalizes control techniques of chaotic systems without requiring a mathematical model for its dynamics. Exploiting recently developed ML-based prediction capabilities, we demonstrate that nonlinear systems can be forced to stay in arbitrary dynamical target states coming from any initial state. We outline and validate our approach using the examples of the Lorenz and the Rössler system and show how these systems can very accurately be brought not only to periodic, but even to intermittent and different chaotic behavior. Having this highly flexible control scheme with little demands on the amount of required data on hand, we briefly discuss possible applications ranging from engineering to medicine.