3. Detecting coherence between oscillators in heavy‑noise environments with a moving block bootstrap

Kazimieras Pukenas

Lithuanian Sports University, Kaunas, Lithuania

E-mail: kazimieras.pukenas@lsu.lt

(Received 25 February 2015; received in revised form 20 April 2015; accepted 10 May 2015)

Abstract. In this paper, a novel algorithm based on the moving block-bootstrap (MBB) technique for the detection of coherence between oscillators in heavy-noise environments is proposed. To verify the null hypothesis of absent significant coherence against the alternative, the average coherence of MBB resampled data is compared with a certain threshold over all frequencies. The threshold is defined as the upper bound of a 95 % confidence interval for bootstrapping coherence performed with independent resampling indexes for both time series, so the dependence between the time series under consideration is destroyed. The benefits of the proposed method are illustrated by simulations of the phase synchronization effects of two linearly coupled chaotic Rössler oscillators.

Keywords: coherence, moving block bootstrap, null hypothesis, confidence interval.


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Cite this article

Pukenas Kazimieras Detecting coherence between oscillators in heavy‑noise environments with a moving block bootstrap. Mathematical Models in Engineering, Vol. 1, Issue 1, 2015, p. 20‑25.


Mathematical Models in Engineering. June 2015, Volume 1, Issue 1
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