Noise robust approach to reconstruction of van der Pol-like oscillators and its application to Granger causality

Abstract

Van der Pol oscillators and their generalizations are known to be a fundamental model in the theory of oscillations and their applications. Many objects of a different nature can be described using van der Pol-like equations under some circumstances; therefore, methods of reconstruction of such equations from experimental data can be of significant importance for tasks of model verification, indirect parameter estimation, coupling analysis, system classification, etc. The previously reported techniques were not applicable to time series with large measurement noise, which is usual in biological, climatological, and many other experiments. Here, we present a new approach based on the use of numerical integration instead of the differentiation and implicit approximation of a nonlinear dissipation function. We show that this new technique can work for noise levels up to 30% by standard deviation from the signal for different types of autonomous van der Pol-like systems and for ensembles of such systems, providing a new approach to the realization of the Granger-causality idea.