Detecting coupling directions in multivariate oscillatory systems

Matthias Winterhalder, Bjorn Schelter, Jens Timmer

Research output: Contribution to journalArticlepeer-review

10 Citations (Scopus)


Determination of synchronization phenomena between pairs of coupled multivariate processes is of particular interest in Nonlinear Dynamics. Besides synchronization phenomena, coupling directions between the processes are investigated. We present an approach to analyze coupling directions in multivariate oscillatory stochastic systems. We propose usage of partial directed coherence developed in the framework of linear stochastic processes. We show that partial directed coherence is also applicable to detect coupling directions in nonlinear systems such as coupled stochastic van der Pol and stochastic Rossler systems. Furthermore, a differentiation between direct and indirect couplings in multivariate systems is possible when applying partial directed coherence.

Original languageEnglish
Pages (from-to)3735-3739
Number of pages5
JournalInternational Journal of Bifurcation and Chaos
Issue number10
Publication statusPublished - Oct 2007


  • nonlinear dynamics
  • coupling directions
  • partial directed coherence


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