Recurrence plots bridge deterministic systems and stochastic systems topologically and measure-theoretically.

We connect a common conventional value to quantify a recurrence plot with its motifs, which have recently been termed "recurrence triangles." The common practical value we focus on is DET, which is the ratio of the points forming diagonal line segments of length 2 or longer within a recurrence plot. As a topological value, we use different recurrence triangles defined previously. As a measure-theoretic value, we define the typical recurrence triangle frequency dimension, which generally fluctuates around 1 when the underlying dynamics are governed by deterministic chaos. By contrast, the dimension becomes higher than 1 for a purely stochastic system. Additionally, the typical recurrence triangle frequency dimension correlates most precisely with DET among the above quantities. Our results show that (i) the common practice of using DET could be partly theoretically supported using recurrence triangles, and (ii) the variety of recurrence triangles behaves more consistently for identifying the strength of stochasticity for the underlying dynamics. The results in this study should be useful in checking basic properties for modeling a given time series.

A review of symbolic dynamics and symbolic reconstruction of dynamical systems.

Discretizing a nonlinear time series enables us to calculate its statistics fast and rigorously. Before the turn of the century, the approach using partitions was dominant. In the last two decades, discretization via permutations has been developed to a powerful methodology, while recurrence plots have recently begun to be recognized as a method of discretization. In the meantime, horizontal visibility graphs have also been proposed to discretize time series. In this review, we summarize these methods and compare them from the viewpoint of symbolic dynamics, which is the right framework to study the symbolic representation of nonlinear time series and the inverse process: the symbolic reconstruction of dynamical systems. As we will show, symbolic dynamics is currently a very active research field with interesting applications.

Imputation-free reconstructions of three-dimensional chromosome architectures in human diploid single-cells using allele-specified contacts.

Single-cell Hi-C analysis of diploid human cells is difficult because of the lack of dense chromosome contact information and the presence of homologous chromosomes with very similar nucleotide sequences. Thus here, we propose a new algorithm to reconstruct the three-dimensional (3D) chromosomal architectures from the Hi-C dataset of single diploid human cells using allele-specific single-nucleotide variations (SNVs). We modified our recurrence plot-based algorithm, which is suitable for the estimation of the 3D chromosome structure from sparse Hi-C datasets, by newly incorporating a function of discriminating SNVs specific to each homologous chromosome. Here, we eventually regard a contact map as a recurrence plot. Importantly, the proposed method does not require any imputation for ambiguous segment information, but could efficiently reconstruct 3D chromosomal structures in single human diploid cells at a 1-Mb resolution. Datasets of segments without allele-specific SNVs, which were considered to be of little value, can also be used to validate the estimated chromosome structure. Introducing an additional mathematical measure called a refinement further improved the resolution to 40-kb or 100-kb. The reconstruction data supported the notion that human chromosomes form chromosomal territories and take fractal structures where the dimension for the underlying chromosome structure is a non-integer value.

Solar activity facilitates daily forecasts of large earthquakes.

Despite the extensive literature related to earthquakes, an effective method to forecast and avoid occasional seismic hazards that cause substantial damage is lacking. The Sun has recently been identified as a potential precursor to earthquakes, although no causal relationship between its activity and the Earth's seismicity has been established. This study was aimed at investigating whether such a relationship exists and whether it can be used to improve earthquake forecasting. The edit distances between earthquake point processes were combined with delay-coordinate distances for sunspot numbers. The comparison of these two indicated the existence of unidirectional causal coupling from solar activity to seismicity on Earth, and a radial basis function regressor showed accuracy improvements in the largest magnitude prediction of next days by 2.6%-17.9% in the odds ratio when sunspot distances were included.

Improving time series prediction accuracy for the maxima of a flow by reconstructions using local cross sections.

Despite a long history of time series analysis/prediction, theoretically few is known on how to predict the maxima better. To predict the maxima of a flow more accurately, we propose to use its local cross sections or plates the flow passes through. First, we provide a theoretical underpinning for the observability using local cross sections. Second, we show that we can improve short-term prediction of local maxima by employing a generalized prediction error, which weighs more for the larger values. The proposed approach is demonstrated by rainfalls, where heavier rains may cause casualties.

Forecasting wind power ramps with prediction coordinates.

To the best of our knowledge, the method of prediction coordinates is the only forecasting method in nonlinear time series analysis that explicitly uses the stochastic characteristics of a system with dynamical noise. Specifically, it generates multiple predictions to jointly infer the current states and dynamical noises. Recent findings based on hypothesis testing show that weather is nonlinear and stochastic and, therefore, so are renewable energy power outputs. This being the case, in this paper, we apply the method of prediction coordinates to forecast wind power ramps, which are rapid transitions in the wind power output that can deteriorate the quality of the electricity supply. First, the method of prediction coordinates is tested using numerical simulations. Then, we present an example of wind power ramp forecasting with empirical data. The results show that the method of prediction coordinates compares favorably with other methods, validating it as a reliable tool for forecasting transitions in nonlinear stochastic dynamics, particularly in the field of renewable energies.

Fast reconstruction of an original continuous series from a recurrence plot.

We propose an algorithm to refine the reconstruction of an original time series given a recurrence plot, which is also referred to as a contact map. The refinement process calculates the local distances based on the Jaccard coefficients with the neighbors in the previous resolution for each point and takes their weighted average using local distances. We demonstrate the utility of our method using two examples.

Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems.

It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.

Topological epidemic model: Theoretical insight into underlying networks.

Although there are various models of epidemic diseases, there are a few individual-based models that can guide susceptible individuals on how they should behave in a pandemic without its appropriate treatment. Such a model would be ideal for the current coronavirus disease 2019 (COVID-19) pandemic. Thus, here, we propose a topological model of an epidemic disease, which can take into account various types of interventions through a time-dependent contact network. Based on this model, we show that there is a maximum allowed number of persons one can see each day for each person so that we can suppress the epidemic spread. Reducing the number of persons to see for the hub persons is a key countermeasure for the current COVID-19 pandemic.

Electrical coupling controls dimensionality and chaotic firing of inferior olive neurons.

We previously proposed, on theoretical grounds, that the cerebellum must regulate the dimensionality of its neuronal activity during motor learning and control to cope with the low firing frequency of inferior olive neurons, which form one of two major inputs to the cerebellar cortex. Such dimensionality regulation is possible via modulation of electrical coupling through the gap junctions between inferior olive neurons by inhibitory GABAergic synapses. In addition, we previously showed in simulations that intermediate coupling strengths induce chaotic firing of inferior olive neurons and increase their information carrying capacity. However, there is no in vivo experimental data supporting these two theoretical predictions. Here, we computed the levels of synchrony, dimensionality, and chaos of the inferior olive code by analyzing in vivo recordings of Purkinje cell complex spike activity in three different coupling conditions: carbenoxolone (gap junctions blocker), control, and picrotoxin (GABA-A receptor antagonist). To examine the effect of electrical coupling on dimensionality and chaotic dynamics, we first determined the physiological range of effective coupling strengths between inferior olive neurons in the three conditions using a combination of a biophysical network model of the inferior olive and a novel Bayesian model averaging approach. We found that effective coupling co-varied with synchrony and was inversely related to the dimensionality of inferior olive firing dynamics, as measured via a principal component analysis of the spike trains in each condition. Furthermore, for both the model and the data, we found an inverted U-shaped relationship between coupling strengths and complexity entropy, a measure of chaos for spiking neural data. These results are consistent with our hypothesis according to which electrical coupling regulates the dimensionality and the complexity in the inferior olive neurons in order to optimize both motor learning and control of high dimensional motor systems by the cerebellum.

A mobile ELF4 delivers circadian temperature information from shoots to roots.

The circadian clock is synchronized by environmental cues, mostly by light and temperature. Explaining how the plant circadian clock responds to temperature oscillations is crucial to understanding plant responsiveness to the environment. Here, we found a prevalent temperature-dependent function of the Arabidopsis clock component EARLY FLOWERING 4 (ELF4) in the root clock. Although the clocks in roots are able to run in the absence of shoots, micrografting assays and mathematical analyses show that ELF4 moves from shoots to regulate rhythms in roots. ELF4 movement does not convey photoperiodic information, but trafficking is essential for controlling the period of the root clock in a temperature-dependent manner. Low temperatures favour ELF4 mobility, resulting in a slow-paced root clock, whereas high temperatures decrease movement, leading to a faster clock. Hence, the mobile ELF4 delivers temperature information and establishes a shoot-to-root dialogue that sets the pace of the clock in roots.

Hepatic epithelioid hemangioendothelioma successfully treated with living donor liver transplantation: A case report and literature review.

Hepatic epithelioid hemangioendothelioma is a rare neoplasm with a variable malignant potential and a high risk of recurrence. No general treatment guidelines have been established. Fortunately, we were able to minimize immunosuppressant after liver transplantation because of a full HLA-matched case. There was no recurrence 1 year after treatment.

Forecasting high-dimensional dynamics exploiting suboptimal embeddings.

Delay embedding-a method for reconstructing dynamical systems by delay coordinates-is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be applied to yield a single forecast combining multiple forecasts derived from various embeddings. However, the performance of these frameworks is not always satisfactory because they randomly select embeddings or use brute force and do not consider the diversity of the embeddings to combine. Herein, we develop a forecasting framework that overcomes these existing problems. The framework exploits various "suboptimal embeddings" obtained by minimizing the in-sample error via combinatorial optimization. The framework achieves the best results among existing frameworks for sample toy datasets and a real-world flood dataset. We show that the framework is applicable to a wide range of data lengths and dimensions. Therefore, the framework can be applied to various fields such as neuroscience, ecology, finance, fluid dynamics, weather, and disaster prevention.

Two efficient calculations of edit distance between marked point processes.

In this paper, we propose to use linear programming methods or a more specialized method, namely, the Hungarian method, for speeding up the exact calculation of an edit distance for marked point processes [Y. Hirata and K. Aihara, Chaos 25, 123117 (2015)]. The key observation is that the problem of calculating the edit distance reduces to a matching problem on a bipartite graph. Our preliminary numerical results show that the proposed implementations are faster than the conventional ones by a factor of 10-1000.

Detecting nonlinear stochastic systems using two independent hypothesis tests.

Various systems in the real world can be nonlinear and stochastic, but because nonlinear time series analysis has been developed to distinguish nonlinear deterministic systems from linear stochastic systems, there have been no appropriate methods developed so far for testing the nonlinear stochasticity for a given system. Thus, here we propose a set of two hypothesis tests, one for the nonlinearity and one for the stochasticity, independent of each other. The test for the linearity is based on Fourier-transform-based surrogate data with a nonlinear test statistic, while the test for determinism depends on the theory of ordinal patterns or permutations recently developed intensively. We demonstrate the proposed set of tests with time series generated from toy models. In addition, we show that both a foreign exchange market and a temperature series in Tokyo could be nonlinear and stochastic, as well as sometimes with determinism beyond pseudoperiodicity.

Practically scheduling hormone therapy for prostate cancer using a mathematical model.

Hormone therapy is one of the popular therapeutic methods for prostate cancer. Intermittent androgen suppression (IAS) is the method which stops and resumes hormone therapy repeatedly. The efficacy of IAS differs depending on patients; both the cases have been reported where the relapse of cancer happened and did not happen, for the patients who had undergone IAS. For the patients who cannot avoid the relapse of cancer by IAS, we should delay the relapse of cancer as later as possible. Here we compared some practical methods of determining when to stop and restart hormone therapy for IAS using an existing mathematical model of prostate cancer. The method we suggest is to determine the ratio of on-treatment period and off-treatment period sparsely for each cycle, namely the "sparse search." We also compared the performance of the sparse search with the exhaustive search and the model predictive control. We found that the sparse search can find a good treatment schedule without failure, and the computational cost is not so high compared to the exhaustive method. In addition, we focus on the model predictive control (MPC) method which has been applied to the scheduling of IAS in some existing studies. The MPC is computationary efficient, although it does not always find an optimal schedule in the numerical experiments here. We believe that the MPC method might be also promising because of its reasonable computational costs and its possibility of expanding of the model.

Combining multiple forecasts for multivariate time series via state-dependent weighting.

We present a model-free forecast algorithm that dynamically combines multiple forecasts using multivariate time series data. The underlying principle is based on the fact that forecast performance depends on the position in the state space. This property is exploited to weight multiple forecasts via a local loss function. Specifically, additional weights are assigned to appropriate forecasts depending on their positions in a state space reconstructed via delay coordinates. The function evaluates the forecast error discounted by the distance in the space, whereas most existing methods discount the error in relation to time. In addition, forecasts are selected with the function for each time step based on the existing multiview embedding approach; by contrast, the original multiview embedding selects the reconstructions in advance before starting the forecast. The proposed prediction method has the smallest mean squared error among conventional ensemble methods for the Rössler and the Lorenz'96I models. The results of comparison of the proposed method with conventional machine-learning methods using a flood forecast example indicate that the proposed method yields superior accuracy. We also demonstrate that the proposed method might even correctly forecast the maximum water level of rivers without any prior knowledge.

Surrogate Data Preserving All the Properties of Ordinal Patterns up to a Certain Length.

We propose a method for generating surrogate data that preserves all the properties of ordinal patterns up to a certain length, such as the numbers of allowed/forbidden ordinal patterns and transition likelihoods from ordinal patterns into others. The null hypothesis is that the details of the underlying dynamics do not matter beyond the refinements of ordinal patterns finer than a predefined length. The proposed surrogate data help construct a test of determinism that is free from the common linearity assumption for a null-hypothesis.

Detecting directional couplings from multivariate flows by the joint distance distribution.

The identification of directional couplings (or drive-response relationships) in the analysis of interacting nonlinear systems is an important piece of information to understand their dynamics. This task is especially challenging when the analyst's knowledge of the systems reduces virtually to time series of observations. Spurred by the success of Granger causality in econometrics, the study of cause-effect relationships (not to be confounded with statistical correlations) was extended to other fields, thus favoring the introduction of further tools such as transfer entropy. Currently, the research on old and new causality tools along with their pitfalls and applications in ever more general situations is going through a time of much activity. In this paper, we re-examine the method of the joint distance distribution to detect directional couplings between two multivariate flows. This method is based on the forced Takens theorem, and, more specifically, it exploits the existence of a continuous mapping from the reconstructed attractor of the response system to the reconstructed attractor of the driving system, an approach that is increasingly drawing the attention of the data analysts. The numerical results with Lorenz and Rössler oscillators in three different interaction networks (including hidden common drivers) are quite satisfactory, except when phase synchronization sets in. They also show that the method of the joint distance distribution outperforms the lowest dimensional transfer entropy in the cases considered. The robustness of the results to the sampling interval, time series length, observational noise, and metric is analyzed too.

Reconstructing latent dynamical noise for better forecasting observables.

I propose a method for reconstructing multi-dimensional dynamical noise inspired by the embedding theorem of Muldoon et al. [Dyn. Stab. Syst. 13, 175 (1998)] by regarding multiple predictions as different observables. Then, applying the embedding theorem by Stark et al. [J. Nonlinear Sci. 13, 519 (2003)] for a forced system, I produce time series forecast by supplying the reconstructed past dynamical noise as auxiliary information. I demonstrate the proposed method on toy models driven by auto-regressive models or independent Gaussian noise.