Abstract
Nonlinear dynamics is a huge field in mathematics and physics, and we will hardly be able to scratch the surface here. Nevertheless, this field is so tremendously important for our theoretical understanding of brain function and time series phenomena that I felt a book on statistical methods in neuroscience should not go without discussing at least some of its core concepts. Having some grasp of nonlinear dynamical systems may give important insights into how the observed time series were generated. In fact, nonlinear dynamics provides a kind of universal language for mathematically describing the deterministic part of the dynamical systems generating the observed time series—we will see later (Sect. 9.3) how to connect these ideas to stochastic processes and statistical inference. ARMA and state space models as discussed in Sects. 7.2 and 7.5 are examples of discrete-time, linear dynamical systems driven by noise. However, linear dynamical systems can only exhibit a limited repertoire of dynamical behaviors and typically do not capture a number of prominent and computationally important phenomena observed in physiological recordings. In the following, we will distinguish between models that are defined in discrete time (Sect. 9.1), as all the time series models discussed so far, and continuous-time models (Sect. 9.2).
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Durstewitz, D. (2017). Time Series from a Nonlinear Dynamical Systems Perspective. In: Advanced Data Analysis in Neuroscience. Bernstein Series in Computational Neuroscience. Springer, Cham. https://doi.org/10.1007/978-3-319-59976-2_9
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