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Interacting dynamical systems abound in nature, with examples ranging from biology and population dynamics, through physics and chemistry, to communications and climate. Often their states, parameters and functions are time-varying, because such systems interact with other systems and the environment, exchanging information and matter. A common problem when analysing time-series data from dynamical systems is how to determine the length of the time window for the analysis. When one needs to follow the time-variability of the dynamics, or the dynamical parameters and functions, the time window needs to be resolved first. We tackled this problem by introducing a method for adaptive determination of the time window for interacting oscillators, as modeled and scaled for the cardiorespiratory interaction. By investigating a system of coupled phase oscillators and utilizing the Dynamical Bayesian Inference method, we propose a procedure to determine the time window and the propagation parameter of the covariance matrix. The optimal values are determined so that the inferred parameters follow the dynamics of the actual ones and at the same time the error of the inference represented by the covariance matrix is minimal. The effectiveness of the methodology is presented on a system of coupled limit-cycle oscillators and on the cardiorespiratory interaction. Three cases of cardiorespiratory interaction were considered—measurement with spontaneous free breathing, one with periodic sine breathing and one with a-periodic time-varying breathing. The results showed that the cardiorespiratory coupling strength and similarity of form of coupling functions have greater values for slower breathing, and this variability follows continuously the change of the breathing frequency. The method can be applied effectively to other time-varying oscillatory interactions and carries important implications for analysis of general dynamical systems.

Time Window Determination for Inference of Time-Varying Dynamics: Application to Cardiorespiratory Interaction