Testing Jump-Diffusion in Epileptic Brain Dynamics: Impact of Daily Rhythms

Stochastic approaches to complex dynamical systems have recently provided broader insights into spatial-temporal aspects of epileptic brain dynamics. Stochastic qualifiers based on higher-order Kramers-Moyal coefficients derived directly from time series data indicate improved differentiability between physiological and pathophysiological brain dynamics. It remains unclear, however, to what extent stochastic qualifiers of brain dynamics are affected by other endogenous and/or exogenous influencing factors. Addressing this issue, we investigate multi-day, multi-channel electroencephalographic recordings from a subject with epilepsy. We apply a recently proposed criterion to differentiate between Langevin-type and jump-diffusion processes and observe the type of process most qualified to describe brain dynamics to change with time. Stochastic qualifiers of brain dynamics are strongly affected by endogenous and exogenous rhythms acting on various time scales—ranging from hours to days. Such influences would need to be taken into account when constructing evolution equations for the epileptic brain or other complex dynamical systems subject to external forcings.

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Arbitrary-Order Finite-Time Corrections for the Kramers–Moyal Operator

Entropy ◽

10.3390/e23050517 ◽

2021 ◽

Vol 23 (5) ◽

pp. 517

Author(s):

Leonardo Rydin Gorjão ◽

Dirk Witthaut ◽

Klaus Lehnertz ◽

Pedro G. Lind

Keyword(s):

Time Series ◽

Power Series ◽

Finite Time ◽

Time Series Data ◽

Arbitrary Order ◽

Diffusion Processes ◽

Power Series Expansion ◽

Jump Diffusion ◽

Series Data ◽

Jump Diffusion Processes

With the aim of improving the reconstruction of stochastic evolution equations from empirical time-series data, we derive a full representation of the generator of the Kramers–Moyal operator via a power-series expansion of the exponential operator. This expansion is necessary for deriving the different terms in a stochastic differential equation. With the full representation of this operator, we are able to separate finite-time corrections of the power-series expansion of arbitrary order into terms with and without derivatives of the Kramers–Moyal coefficients. We arrive at a closed-form solution expressed through conditional moments, which can be extracted directly from time-series data with a finite sampling intervals. We provide all finite-time correction terms for parametric and non-parametric estimation of the Kramers–Moyal coefficients for discontinuous processes which can be easily implemented—employing Bell polynomials—in time-series analyses of stochastic processes. With exemplary cases of insufficiently sampled diffusion and jump-diffusion processes, we demonstrate the advantages of our arbitrary-order finite-time corrections and their impact in distinguishing diffusion and jump-diffusion processes strictly from time-series data.

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