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Enhanced multiresolution wavelet analysis of complex dynamics in nonlinear systems.

Alexey N PavlovOlga N PavlovaOxana V Semyachkina-GlushkovskayaJuergen Kurths
Published in: Chaos (Woodbury, N.Y.) (2021)
Multiresolution wavelet analysis (MWA) is a powerful data processing tool that provides a characterization of complex signals over multiple time scales. Typically, the standard deviations of wavelet coefficients are computed depending on the resolution level and such quantities are used as measures for diagnosing different types of system behavior. To enhance the capabilities of this tool, we propose a combination of MWA with detrended fluctuation analysis (DFA) of detail wavelet coefficients. We find that such an MWA&DFA approach is capable of revealing the correlation features of wavelet coefficients in independent ranges of scales, which provide more information about the complex organization of datasets compared to variances or similar statistical measures of the standard MWA. Using this approach, we consider changes in the dynamics of coupled chaotic systems caused by transitions between different types of complex oscillations. We also demonstrate the potential of the MWA&DFA method for characterizing different physiological conditions by analyzing the electrical brain activity in mice.
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