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The Coherent Multiplex: Scalable Real-Time Wavelet Coherence Architecture

Published 27 Aug 2025 in eess.SP, cs.SY, eess.SY, and q-fin.MF | (2508.19994v1)

Abstract: The Coherent Multiplex is formalized and validated as a scalable, real-time system for identifying, analyzing, and visualizing coherence among multiple time series. Its architecture comprises a fast spectral similarity layer based on cosine similarity metrics of Fourier-transformed signals, and a sparse time-frequency layer for wavelet coherence. The system constructs and evolves a multilayer graph representing inter-signal relationships, enabling low-latency inference and monitoring. A simulation prototype demonstrates functionality across 8 synthetic channels with a high similarity threshold for further computation, with additional opportunities for scaling the architecture up to support thousands of input signals with constrained hardware. Applications discussed include neuroscience, finance, and biomedical signal analysis.

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