The problem of detection and quantitative characterization of directional couplings in an ensemble of noisy oscillators from a time series is addressed. We suggest estimators for the strengths of couplings which are based on modeling the observed oscillations with a set of stochastic phase oscillators and easily interpreted from a physical viewpoint. Moreover, we present an analytic formula for a statistical significance level allowing to reveal an architecture of couplings reliably from a relatively short time series. The technique applies to weakly coupled nonsynchronized oscillators. It is introduced for oscillators with close basic frequencies but can be readily generalized to the case of arbitrary frequencies. Efficiency of the technique is demonstrated in numerical experiments.

• Received 1 November 2008

DOI:https://doi.org/10.1103/PhysRevE.79.046204