Abstract:
A method based on calculating the coefficient of correlation between the increments of oscillation phases is proposed for revealing a coupling between two oscillatory systems according to their time series. A distribution of the estimate of this characteristic for uncoupling systems is found; it was used to obtain a criterion for judging the availability of the coupling with a specified confidence probability. The proposed method is simpler than known methods and has a wider range of application, since it also includes oscillators with fairly strong phase nonlinearity. The efficiency of this method is illustrated by examples of reference systems in a numerical experiment.