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Estimating free parameters in stochastic oscillatory models using a weighted cost function

Joseph M. Marcinik1, Dzmitry Vaido1, and Dolores Bozovic1,2,*

  • *Contact author: bozovic@physics.ucla.edu.

Phys. Rev. Research 8, 013342 – Published 31 March, 2026

DOI: https://doi.org/10.1103/jnk3-cz87

Abstract

In this study, we estimate parameter values in stochastic oscillatory systems by developing a cost function. Our cost function incorporates power spectral density, analytic signal, and position crossings, each weighted to capture distinct characteristics of the oscillatory system such as amplitude, frequency, and shape. By minimizing this cost function, we estimate parameter values in a stochastic biophysical model for auditory mechanics. Furthermore, we develop a procedure to align the phases of two time series, allowing us to compare stochastic phase evolution of two time series. As a broader application of our procedure, we establish a framework for fitting stochastic oscillatory systems and comparing stochastic time series in other systems.

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