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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.
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Efficient, nonparametric removal of noise and recovery of probability distributions from time series using nonlinear-correlation functions: Photon and photon-counting noise
A preceding paper [M. Dhar, J. A. Dickinson, and M. A. Berg, J. Chem. Phys. 159, 054110 (2023)] shows how to remove additive noise from an experimental time series, allowing both the equilibrium distribution of the system and its Green’s function to be recovered. The approach is based on nonlinear-correlation functions and is fully nonparametric: no initial model of the system or of the noise is needed. However, single-molecule spectroscopy often produces time series with either photon or photon-counting noise. Unlike additive noise, photon noise is signal-size correlated and quantized. Photon counting adds the potential for bias. This paper extends noise-corrected-correlation methods to these cases and tests them on synthetic datasets. Neither signal-size correlation nor quantization is a significant complication. Analysis of the sampling error yields guidelines for the data quality needed to recover the properties of a system with a given complexity. We show that bias in photon-counting data can be corrected, even at the high count rates needed to optimize the time resolution. Using all these results, we discuss the factors that limit the time resolution of single-molecule spectroscopy and the conditions that would be needed to push measurements into the submicrosecond region.
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- Award ID(s):
- 2003619
- PAR ID:
- 10548841
- Publisher / Repository:
- pubs.aip.org
- Date Published:
- Journal Name:
- The Journal of Chemical Physics
- Volume:
- 161
- Issue:
- 3
- ISSN:
- 0021-9606
- Page Range / eLocation ID:
- 034116
- Subject(s) / Keyword(s):
- single molecule kinetics time series analysis correlation spectroscopy nonparametric statistics noisy data signal processing signal to noise ratio
- Format(s):
- Medium: X Size: 17MB Other: pdf/A
- Size(s):
- 17MB
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1063/5.0212157
