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Title: Efficient, nonparametric removal of noise and recovery of probability distributions from time series using nonlinear-correlation functions: Additive noise
Single-molecule and related experiments yield time series of an observable as it fluctuates due to thermal motion. In such data, it can be difficult to distinguish fluctuating signal from fluctuating noise. We present a method of separating signal from noise using nonlinear-correlation functions. The method is fully nonparametric: No a priori model for the system is required, no knowledge of whether the system is continuous or discrete is needed, the number of states is not fixed, and the system can be Markovian or not. The noise-corrected, nonlinear-correlation functions can be converted to the system’s Green’s function; the noise-corrected moments yield the system’s equilibrium-probability distribution. As a demonstration, we analyze synthetic data from a three-state system. The correlation method is compared to another fully nonparametric approach—time binning to remove noise, and histogramming to obtain the distribution. The correlation method has substantially better resolution in time and in state space. We develop formulas for the limits on data quality needed for signal recovery from time series and test them on datasets of varying size and signal-to-noise ratio. The formulas show that the signal-to-noise ratio needs to be on the order of or greater than one-half before convergence scales at a practical rate. With experimental benchmark data, the positions and populations of the states and their exchange rates are recovered with an accuracy similar to parametric methods. The methods demonstrated here are essential components in building a complete analysis of time series using only high-order correlation functions.  more » « less
Award ID(s):
2003619
NSF-PAR ID:
10440192
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
The Journal of Chemical Physics
Volume:
159
Issue:
5
ISSN:
0021-9606
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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