Transformations that preserve the uniqueness of the differential form for Lorenz-like systems.

Differential equations serve as models for many physical systems. But, are these equations unique? We prove here that when a 3D system of ordinary differential equations for a dynamical system is transformed to the jerk or differential form, the jerk form is preserved in relation to a given variable and, therefore, the transformed system shares the time series of that given variable with the original untransformed system. Multiple algebraically different systems of ordinary differential equations can share the same jerk form. They may also share the same time series of the transformed variable depending on the parameters of the jerk form. Here, we studied 17 algebraically different Lorenz-like systems that share the same functional jerk form. There are groups of these systems that share the jerk parameters and, therefore, also have the same time series of the transformed variable.

Network-motif delay differential analysis of brain activity during seizures.

Delay Differential Analysis (DDA) is a nonlinear method for analyzing time series based on principles from nonlinear dynamical systems. DDA is extended here to incorporate network aspects to improve the dynamical characterization of complex systems. To demonstrate its effectiveness, DDA with network capabilities was first applied to the well-known Rössler system under different parameter regimes and noise conditions. Network-motif DDA, based on cortical regions, was then applied to invasive intracranial electroencephalographic data from drug-resistant epilepsy patients undergoing presurgical monitoring. The directional network motifs between brain areas that emerge from this analysis change dramatically before, during, and after seizures. Neural systems provide a rich source of complex data, arising from varying internal states generated by network interactions.

Nonlinear dynamics underlying sensory processing dysfunction in schizophrenia.

Natural systems, including the brain, often seem chaotic, since they are typically driven by complex nonlinear dynamical processes. Disruption in the fluid coordination of multiple brain regions contributes to impairments in information processing and the constellation of symptoms observed in neuropsychiatric disorders. Schizophrenia (SZ), one of the most debilitating mental illnesses, is thought to arise, in part, from such a network dysfunction, leading to impaired auditory information processing as well as cognitive and psychosocial deficits. Current approaches to neurophysiologic biomarker analyses predominantly rely on linear methods and may, therefore, fail to capture the wealth of information contained in whole EEG signals, including nonlinear dynamics. In this study, delay differential analysis (DDA), a nonlinear method based on embedding theory from theoretical physics, was applied to EEG recordings from 877 SZ patients and 753 nonpsychiatric comparison subjects (NCSs) who underwent mismatch negativity (MMN) testing via their participation in the Consortium on the Genetics of Schizophrenia (COGS-2) study. DDA revealed significant nonlinear dynamical architecture related to auditory information processing in both groups. Importantly, significant DDA changes preceded those observed with traditional linear methods. Marked abnormalities in both linear and nonlinear features were detected in SZ patients. These results illustrate the benefits of nonlinear analysis of brain signals and underscore the need for future studies to investigate the relationship between DDA features and pathophysiology of information processing.

Dynamical ergodicity DDA reveals causal structure in time series.

Determining synchronization, causality, and dynamical similarity in highly complex nonlinear systems like brains is challenging. Although distinct, these measures are related by the unknown deterministic structure of the underlying dynamical system. For two systems that are not independent on each other, either because they result from a common process or they are already synchronized, causality measures typically fail. Here, we introduce dynamical ergodicity to assess dynamical similarity between time series and then combine this new measure with cross-dynamical delay differential analysis to estimate causal interactions between time series. We first tested this approach on simulated data from coupled Rössler systems where ground truth was known. We then applied it to intracranial electroencephalographic data from patients with epilepsy and found distinct dynamical states that were highly predictive of epileptic seizures.

Diffeomorphical equivalence vs topological equivalence among Sprott systems.

In 1994, Sprott [Phys. Rev. E 50, 647-650 (1994)] proposed a set of 19 different simple dynamical systems producing chaotic attractors. Among them, 14 systems have a single nonlinear term. To the best of our knowledge, their diffeomorphical equivalence and the topological equivalence of their chaotic attractors were never systematically investigated. This is the aim of this paper. We here propose to check their diffeomorphical equivalence through the jerk functions, which are obtained when the system is rewritten in terms of one of the variables and its first two derivatives (two systems are thus diffeomorphically equivalent when they have exactly the same jerk function, that is, the same functional form and the same coefficients). The chaotic attractors produced by these systems-for parameter values close to the ones initially proposed by Sprott-are characterized by a branched manifold. Systems B and C produce chaotic attractors, which are observed in the Lorenz system and are also briefly discussed. Those systems are classified according to their diffeomorphical and topological equivalence.

Assessing observability of chaotic systems using Delay Differential Analysis.

Observability can determine which recorded variables of a given system are optimal for discriminating its different states. Quantifying observability requires knowledge of the equations governing the dynamics. These equations are often unknown when experimental data are considered. Consequently, we propose an approach for numerically assessing observability using Delay Differential Analysis (DDA). Given a time series, DDA uses a delay differential equation for approximating the measured data. The lower the least squares error between the predicted and recorded data, the higher the observability. We thus rank the variables of several chaotic systems according to their corresponding least square error to assess observability. The performance of our approach is evaluated by comparison with the ranking provided by the symbolic observability coefficients as well as with two other data-based approaches using reservoir computing and singular value decomposition of the reconstructed space. We investigate the robustness of our approach against noise contamination.

Characterizing Brain Connectivity From Human Electrocorticography Recordings With Unobserved Inputs During Epileptic Seizures.

Epilepsy is a neurological disorder characterized by the sudden occurrence of unprovoked seizures. There is extensive evidence of significantly altered brain connectivity during seizure periods in the human brain. Research on analyzing human brain functional connectivity during epileptic seizures has been limited predominantly to the use of the correlation method. However, spurious connectivity can be measured between two brain regions without having direct connection or interaction between them. Correlations can be due to the apparent interactions of the two brain regions resulting from common input from a third region, which may or may not be observed. Hence, researchers have recently proposed a sparse-plus-latent-regularized precision matrix (SLRPM) when there are unobserved or latent regions interacting with the observed regions. The SLRPM method yields partial correlations of the conditional statistics of the observed regions given the latent regions, thus identifying observed regions that are conditionally independent of both the observed and latent regions. We evaluate the performance of the methods using a spring-mass artificial network and assuming that some nodes cannot be observed, thus constituting the latent variables in the example. Several cases have been considered, including both sparse and dense connections, short-range and long-range connections, and a varying number of latent variables. The SLRPM method is then applied to estimate brain connectivity during epileptic seizures from human ECoG recordings. Seventy-four clinical seizures from five patients, all having complex partial epilepsy, were analyzed using SLRPM, and brain connectivity was quantified using modularity index, clustering coefficient, and eigenvector centrality. Furthermore, using a measure of latent inputs estimated by the SLRPM method, it was possible to automatically detect 72 of the 74 seizures with four false positives and find six seizures that were not marked manually.

Cortical chimera states predict epileptic seizures.

A chimera state is a spatiotemporal pattern of broken symmetry, where synchrony (coherent state) and asynchrony (incoherent state) coexist. Here, we report chimera states in electrocorticography recordings preceding, by several hours, each of seven seizures in one patient with epilepsy. Before the seizures, the onset channels are not synchronized, while the remaining channels are synchronized. During the seizures, this pattern of behavior flips and the nononset channels show a more asynchronous behavior. At a seizure offset, synchrony can be observed that might facilitate termination.

Causality detection in cortical seizure dynamics using cross-dynamical delay differential analysis.

Most natural systems, including the brain, are highly nonlinear and complex, and determining information flow among the components that make up these dynamic systems is challenging. One such example is identifying abnormal causal interactions among different brain areas that give rise to epileptic activities. Here, we introduce cross-dynamical delay differential analysis, an extension of delay differential analysis, as a tool to establish causal relationships from time series signals. Our method can infer causality from short time series signals as well as in the presence of noise. Furthermore, we can determine the onset of generalized synchronization directly from time series data, without having to consult the underlying equations. We first validate our method on simulated datasets from coupled dynamical systems and apply the method to intracranial electroencephalography data obtained from epilepsy patients to better characterize large-scale information flow during epilepsy.

Analytical Derivation of Nonlinear Spectral Effects and 1/f Scaling Artifact in Signal Processing of Real-World Data.

In estimating the frequency spectrum of real-world time series data, we must violate the assumption of infinite-length, orthogonal components in the Fourier basis. While it is widely known that care must be taken with discretely sampled data to avoid aliasing of high frequencies, less attention is given to the influence of low frequencies with period below the sampling time window. Here, we derive an analytic expression for the side-lobe attenuation of signal components in the frequency domain representation. This expression allows us to detail the influence of individual frequency components throughout the spectrum. The first consequence is that the presence of low-frequency components introduces a 1/f[Formula: see text] component across the power spectrum, with a scaling exponent of [Formula: see text]. This scaling artifact could be composed of diffuse low-frequency components, which can render it difficult to detect a priori. Further, treatment of the signal with standard digital signal processing techniques cannot easily remove this scaling component. While several theoretical models have been introduced to explain the ubiquitous 1/f[Formula: see text] scaling component in neuroscientific data, we conjecture here that some experimental observations could be the result of such data analysis procedures.

Delay Differential Analysis of Seizures in Multichannel Electrocorticography Data.

High-density electrocorticogram (ECoG) electrodes are capable of recording neurophysiological data with high temporal resolution with wide spatial coverage. These recordings are a window to understanding how the human brain processes information and subsequently behaves in healthy and pathologic states. Here, we describe and implement delay differential analysis (DDA) for the characterization of ECoG data obtained from human patients with intractable epilepsy. DDA is a time-domain analysis framework based on embedding theory in nonlinear dynamics that reveals the nonlinear invariant properties of an unknown dynamical system. The DDA embedding serves as a low-dimensional nonlinear dynamical basis onto which the data are mapped. This greatly reduces the risk of overfitting and improves the method's ability to fit classes of data. Since the basis is built on the dynamical structure of the data, preprocessing of the data (e.g., filtering) is not necessary. We performed a large-scale search for a DDA model that best fit ECoG recordings using a genetic algorithm to qualitatively discriminate between different cortical states and epileptic events for a set of 13 patients. A single DDA model with only three polynomial terms was identified. Singular value decomposition across the feature space of the model revealed both global and local dynamics that could differentiate electrographic and electroclinical seizures and provided insights into highly localized seizure onsets and diffuse seizure terminations. Other common ECoG features such as interictal periods, artifacts, and exogenous stimuli were also analyzed with DDA. This novel framework for signal processing of seizure information demonstrates an ability to reveal unique characteristics of the underlying dynamics of the seizure and may be useful in better understanding, detecting, and maybe even predicting seizures.

Interpretation of the Precision Matrix and Its Application in Estimating Sparse Brain Connectivity during Sleep Spindles from Human Electrocorticography Recordings.

The correlation method from brain imaging has been used to estimate functional connectivity in the human brain. However, brain regions might show very high correlation even when the two regions are not directly connected due to the strong interaction of the two regions with common input from a third region. One previously proposed solution to this problem is to use a sparse regularized inverse covariance matrix or precision matrix (SRPM) assuming that the connectivity structure is sparse. This method yields partial correlations to measure strong direct interactions between pairs of regions while simultaneously removing the influence of the rest of the regions, thus identifying regions that are conditionally independent. To test our methods, we first demonstrated conditions under which the SRPM method could indeed find the true physical connection between a pair of nodes for a spring-mass example and an RC circuit example. The recovery of the connectivity structure using the SRPM method can be explained by energy models using the Boltzmann distribution. We then demonstrated the application of the SRPM method for estimating brain connectivity during stage 2 sleep spindles from human electrocorticography (ECoG) recordings using an [Formula: see text] electrode array. The ECoG recordings that we analyzed were from a 32-year-old male patient with long-standing pharmaco-resistant left temporal lobe complex partial epilepsy. Sleep spindles were automatically detected using delay differential analysis and then analyzed with SRPM and the Louvain method for community detection. We found spatially localized brain networks within and between neighboring cortical areas during spindles, in contrast to the case when sleep spindles were not present.

Delay differential analysis of time series.

Nonlinear dynamical system analysis based on embedding theory has been used for modeling and prediction, but it also has applications to signal detection and classification of time series. An embedding creates a multidimensional geometrical object from a single time series. Traditionally either delay or derivative embeddings have been used. The delay embedding is composed of delayed versions of the signal, and the derivative embedding is composed of successive derivatives of the signal. The delay embedding has been extended to nonuniform embeddings to take multiple timescales into account. Both embeddings provide information on the underlying dynamical system without having direct access to all the system variables. Delay differential analysis is based on functional embeddings, a combination of the derivative embedding with nonuniform delay embeddings. Small delay differential equation (DDE) models that best represent relevant dynamic features of time series data are selected from a pool of candidate models for detection or classification. We show that the properties of DDEs support spectral analysis in the time domain where nonlinear correlation functions are used to detect frequencies, frequency and phase couplings, and bispectra. These can be efficiently computed with short time windows and are robust to noise. For frequency analysis, this framework is a multivariate extension of discrete Fourier transform (DFT), and for higher-order spectra, it is a linear and multivariate alternative to multidimensional fast Fourier transform of multidimensional correlations. This method can be applied to short or sparse time series and can be extended to cross-trial and cross-channel spectra if multiple short data segments of the same experiment are available. Together, this time-domain toolbox provides higher temporal resolution, increased frequency and phase coupling information, and it allows an easy and straightforward implementation of higher-order spectra across time compared with frequency-based methods such as the DFT and cross-spectral analysis.

Delay differential analysis of electroencephalographic data.

We propose a time-domain approach to detect frequencies, frequency couplings, and phases using nonlinear correlation functions. For frequency analysis, this approach is a multivariate extension of discrete Fourier transform, and for higher-order spectra, it is a linear and multivariate alternative to multidimensional fast Fourier transform of multidimensional correlations. This method can be applied to short and sparse time series and can be extended to cross-trial and cross-channel spectra (CTS) for electroencephalography data where multiple short data segments from multiple trials of the same experiment are available. There are two versions of CTS. The first one assumes some phase coherency across the trials, while the second one is independent of phase coherency. We demonstrate that the phase-dependent version is more consistent with event-related spectral perturbation analysis and traditional Morlet wavelet analysis. We show that CTS can be applied to short data windows and yields higher temporal resolution than traditional Morlet wavelet analysis. Furthermore, the CTS can be used to reconstruct the event-related potential using all linear components of the CTS.

Discovering independent parameters in complex dynamical systems.

The transformation of a nonlinear dynamical system into a standard form by using one of its variables and its successive derivatives can be used to identify the relationships that may exist between the parameters of the original system such as the subset of the parameter space over which the dynamics is left invariant. We show how the size of the attractor or the time scale (the pseudo-period) can be varied without affecting the underlying dynamics. This is demonstrated for the Rössler and the Lorenz systems. We also consider the case when two Rössler systems are unidirectionally coupled and when a Lorenz system is driven by a Rössler system. In both cases, the dynamics of the coupled system is affected.

Decoding imagined speech with delay differential analysis.

Speech decoding from non-invasive EEG signals can achieve relatively high accuracy (70-80%) for strictly delimited classification tasks, but for more complex tasks non-invasive speech decoding typically yields a 20-50% classification accuracy. However, decoder generalization, or how well algorithms perform objectively across datasets, is complicated by the small size and heterogeneity of existing EEG datasets. Furthermore, the limited availability of open access code hampers a comparison between methods. This study explores the application of a novel non-linear method for signal processing, delay differential analysis (DDA), to speech decoding. We provide a systematic evaluation of its performance on two public imagined speech decoding datasets relative to all publicly available deep learning methods. The results support DDA as a compelling alternative or complementary approach to deep learning methods for speech decoding. DDA is a fast and efficient time-domain open-source method that fits data using only few strong features and does not require extensive preprocessing.

Electrocardiogram classification using delay differential equations.

Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.

A class of Lorenz-like systems.

The transformation of a three-dimensional dynamical system to its differential model can be used to identify different nonlinear dynamical systems that share the same time series of one of its variables. This transformation then can be used to find classes of nonlinear dynamical systems with similar dynamical behavior.

Brain network dynamics codify heterogeneity in seizure evolution.

Dynamic functional brain connectivity facilitates adaptive cognition and behaviour. Abnormal alterations within such connectivity could result in disrupted functions observed across various neurological conditions. As one of the most common neurological disorders, epilepsy is defined by the seemingly random occurrence of spontaneous seizures. A central but unresolved question concerns the mechanisms by which extraordinarily diverse propagation dynamics of seizures emerge. Here, we applied a graph-theoretical approach to assess dynamic reconfigurations in the functional brain connectivity before, during and after seizures that display heterogeneous propagation patterns despite sharing similar cortical onsets. We computed time-varying functional brain connectivity networks from human intracranial recordings of 67 seizures (across 14 patients) that had a focal origin-49 of these focal seizures remained focal and 18 underwent a bilateral spread (focal to bilateral tonic-clonic seizures). We utilized functional connectivity networks estimated from interictal periods across patients as control. Our results characterize network features that quantify the underlying functional dynamics associated with the observed heterogeneity of seizure propagation across these two types of focal seizures. Decoding these network features demonstrate that bilateral propagation of seizure activity is an outcome of the imbalance of global integration and segregation in the brain prior to seizure onset. We show that there exist intrinsic network signatures preceding seizure onset that are associated with the extent to which an impending seizure will propagate throughout the brain (i.e. staying within one hemisphere versus spreading transcallosally). Additionally, these features characterize an increase in segregation and a decrease in excitability within the brain network (i.e. high modularity and low spectral radius). Importantly, seizure-type-specific differences in these features emerge several minutes prior to seizure onset, suggesting the potential utility of such measures in intervention strategies. Finally, our results reveal network characteristics after the onset that are unique to the propagation mechanisms of two most common focal seizure subtypes, indicative of distinct reconfiguration processes that may assist termination of each seizure type. Together, our findings provide insights into the relationship between the temporal evolution of seizure activity and the underlying functional connectivity dynamics. These results offer exciting avenues where graph-theoretical measures could potentially guide personalized clinical interventions for epilepsy and other neurological disorders in which extensive heterogeneity is observed across subtypes as well as across and within individual patients.

Delay differential analysis for dynamical sleep spindle detection.

BACKGROUND: Sleep spindles are involved in memory consolidation and other cognitive functions. Numerous automated methods for detection of spindles have been proposed; most of these rely on spectral analysis in some form. However, none of these approaches are ideal, and novel approaches to the problem could provide additional insights. NEW METHOD: Here, we apply delay differential analysis (DDA), a time-domain technique based on nonlinear dynamics to detect sleep spindles in human intracranial sleep data, including laminar electrode, stereoelectroencephalogram (sEEG), and electrocorticogram (ECoG) recordings. RESULTS: We show that this approach is computationally fast, generalizable, requires minimal preprocessing, and provides excellent agreement with human scoring. COMPARISON WITH EXISTING METHODS: We compared the method with established methods on a set of intracranial recordings and this method provided the highest agreement with human expert scoring when evaluated with F1 score while being the second-fastest to run. We also compared the results on the DREAMS surface EEG data, where the method produced a higher average F1 score than all other tested methods except the automated detections published with the DREAMS data. Further, in addition to being a fast and reliable method for spindle detection, DDA also provides a novel characterization of spindle activity based on nonlinear dynamical content of the data. CONCLUSIONS: This additional, non-frequency-based perspective could prove particularly useful for certain atypical spindles, or identifying spindles of different types.