Inference of a time delay in stochastic systems

TL;DR

This paper introduces two novel methods, spectral analysis and neural network probing, for inferring time delays in stochastic systems, enabling better understanding of delayed feedback effects with limited data.

Contribution

It presents the first combined use of spectral signatures and neural networks to infer delays in overdamped Langevin systems from short time series.

Findings

Spectral signature method effectively infers delays in nonlinear systems.

Neural network approach requires only short observation data.

Methods applicable across various physical and biological systems.

Abstract

Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable knowledge when analyzing and modeling such systems. Hitherto, no universal method is available by which the time delay can be inferred. To address this problem, we propose and demonstrate two different methods to infer time delay in overdamped Langevin systems with delayed feedback. In the first part, we focus on the power spectral density based on the positional data and use a characteristic signature of the time delay to infer the delay time. In limiting cases, we establish a direct relation of the observations made for nonlinear time-delayed feedback forces to analytical results obtained for the linear system. In other situations despite the absence of this direct relation, the characteristic signature remains and can be exploited by a semiautomatic method to infer the delay time. Furthermore, it may not always desirable or possible to observe a system for a long time to infer dependencies and parameters. Thus, in the second part, we propose for the first time a probing method combined with a neural network to infer the delay time, which requires only short observation time series. These proposed methods for inferring time delays in stochastic systems may prove to be valuable tools for gaining deeper insight into the role of delay across a wide range of applications -- from the behavior of individual colloidal particles under feedback control to emergent collective phenomena such as flocking and swarming.