Criticality in a multisignal system using principal component analysis.

In systems with dynamical transitions, criticality is usually defined by the behavior of suitable individual variables of the system. In the case of time series, the usual procedure involves the analysis of the statistical properties of the selected variable as a function of a control parameter in both the time and frequency domains. An interesting question, however, is how to identify criticality when multiple simultaneous signals are required to provide a reliable representation of the system, especially when the signals exhibit different dynamics and do not individually display the characteristic signs of criticality.