Multivariate singular spectrum analysis and the road to phase synchronization.

We show that multivariate singular spectrum analysis (M-SSA) greatly helps study phase synchronization in a large system of coupled oscillators and in the presence of high observational noise levels. With no need for detailed knowledge of individual subsystems nor any a priori phase definition for each of them, we demonstrate that M-SSA can automatically identify multiple oscillatory modes and detect whether these modes are shared by clusters of phase- and frequency-locked oscillators. As an essential modification of M-SSA, here we introduce variance-maximization (varimax) rotation of the M-SSA eigenvectors to optimally identify synchronized-oscillator clustering.