Estimation of Characteristics of Delayed Coupling Between Stochastic Oscillators from the Observed Phase Dynamics

摘要

A method for estimating the characteristics of the delayed coupling between the oscillatory systems, which is based on the empirical simulation of the phase dynamics with allowance for the phase-noise correlatedness, is proposed. The method efficiency is illustrated FOR the standard stochastic and chaotic oscillators in numerical experiments. Using this method for analyzing climatic time series, we confirm the presence of the delayed influence of the El Nio Southern oscillation on the North Atlantic Oscillation.