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A new data analysis method that addresses a general problem of detecting spatio-temporal variations in multivariate data is presented. The method utilizes two recent and complimentary general approaches to data analysis, information field theory (IFT) and entropy spectrum pathways (ESP). Both methods reformulate and incorporate Bayesian theory, thus use prior information to uncover underlying structure of the unknown signal. Unification of ESP and IFT creates an approach that is non-Gaussian and non-linear by construction and is found to produce unique spatio-temporal modes of signal behavior that can be ranked according to their significance, from which space-time trajectories of parameter variations can be constructed and quantified. Two brief examples of real world applications of the theory to the analysis of data bearing completely different, unrelated nature, lacking any underlying similarity, are also presented. The first example provides an analysis of resting state functional magnetic resonance imaging (rsFMRI) data that allowed us to create an efficient and accurate computational method for assessing and categorizing brain activity. The second example demonstrates the potential of the method in the application to the analysis of a strong atmospheric storm circulation system during the complicated stage of tornado development and formation using data recorded by a mobile Doppler radar. Reference implementation of the method will be made available as a part of the QUEST toolkit that is currently under development at the Center for Scientific Computation in Imaging.

Detecting spatio-temporal modes in multivariate data by entropy field decomposition