Abstract
In biology, neuroscience in particular, the dynamical processes generating the observed time series will commonly be (highly) nonlinear. A prominent example is the very essence of neural communication itself, the action potential, which is generated by the strongly nonlinear feedbacks between sodium and potassium channel gating and membrane potential (or interactions among channels themselves; Naundorf et al. 2006). Stable oscillations as frequently encountered in neural systems, detected, e.g., in EEG or local field potentials, are nonlinear phenomena as well. This does not imply that linear time series analysis is not useful. Linear models, especially in very noisy or chaotic (see below) situations, may still provide a good approximation; they may still be able to capture the bulk of the deterministic dynamics in a sea of noise and explain most of the deterministic variance of the process (Perretti et al. 2013). Even if they do not capture a too large proportion of the deterministic fluctuations in the data, they could still be harvested as hypothesis testing tools in some situations. But linear systems are very limited from a computational point of view (arguably the most important biological purpose of brains) and won’t be able to capture a number of prominent biophysical phenomena.
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Durstewitz, D. (2017). Nonlinear Concepts in Time Series Analysis. In: Advanced Data Analysis in Neuroscience. Bernstein Series in Computational Neuroscience. Springer, Cham. https://doi.org/10.1007/978-3-319-59976-2_8
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