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Related papers: Recurrence Plots 25 years later -- gaining confide…

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Recurrence is a fundamental property of dynamical systems, which can be exploited to characterise the system's behaviour in phase space. A powerful tool for their visualisation and analysis called recurrence plot was introduced in the late…

Chaotic Dynamics · Physics 2025-01-27 Norbert Marwan , Maria Carmen Romano , Marco Thiel , Jürgen Kurths

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

Chaotic Dynamics · Physics 2024-09-09 Norbert Marwan , K. Hauke Kraemer

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools…

Chaotic Dynamics · Physics 2013-06-05 Norbert Marwan

In the last two decades recurrence plots (RPs) were introduced in many different scientific disciplines. It turned out how powerful this method is. After introducing approaches of quantification of RPs and by the study of relationships…

History and Philosophy of Physics · Physics 2017-09-29 Norbert Marwan

The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…

Medical Physics · Physics 2007-05-23 N. Marwan , N. Wessel , U. Meyerfeldt , A. Schirdewan , J. Kurths

Recurrence plot based measures of complexity are capable tools for characterizing complex dynamics. In this letter we show the potential of selected recurrence plot measures for the investigation of even high-dimensional dynamics. We apply…

Chaotic Dynamics · Physics 2015-07-15 Norbert Marwan , Jürgen Kurths , Saskia Foerster

We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot based analysis for…

Data Analysis, Statistics and Probability · Physics 2021-01-26 Tobias Braun , Vishnu R. Unni , R. I. Sujith , Juergen Kurths , Norbert Marwan

The financial markets are understood as complex dynamical systems whose dynamics is analysed mostly using nonstationary and brief data sets that usually come from stock markets. For such data sets, a reliable method of analysis is based on…

Statistical Finance · Quantitative Finance 2022-11-23 Krishnadas M. , K. P. Harikrishnan , G. Ambika

Recurrence plot is a quite easy tool to be used in time series analysis,in particular for measuring unstable periodic orbits embedded in a chaotic dynamical system. Recurrence quantified analysis (RQA) is an advance tool that allows the…

Chaotic Dynamics · Physics 2007-05-23 H. Castellini , L. Romanelli

Observables of out-of-equilibrium quantum many-body systems display complex temporal behavior that encodes the underlying physical mechanisms but typically resists straightforward interpretations. We introduce recurrence analysis - a…

Quantum Physics · Physics 2026-04-21 Tomasz Szołdra , Matheus S. Palmero , Peter Schmelcher

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts…

Used to investigate the presence of distinctive recurrent behaviours in natural processes, the recurrence plots can be applied to the analysis of economic data, and, in particular, to the characterization of exchange rates of currencies…

Statistical Finance · Quantitative Finance 2015-08-06 Amelia Carolina Sparavigna

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the…

Chaotic Dynamics · Physics 2007-05-23 Norbert Marwan , Juergen Kurths

Recurrence plots were introduced to help aid the detection of signals in complicated data series. This effort was furthered by the quantification of recurrence plot elements. We now demonstrate the utility of combining recurrence…

chao-dyn · Physics 2012-08-27 J. P. Zbilut , A. Giuliani , C. L. Webber,

Recurrence plots (RPs) are powerful tools for visualizing time series dynamics; however, traditional Recurrence Quantification Analysis (RQA) often relies on global metrics, such as line counting, that can overlook system-specific,…

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Other Statistics · Statistics 2017-07-05 G. Corso , T. L. Prado , G. Z. dos S. Lima , S. R. Lopes

Recurrence plots and their associated quantifiers provide a robust framework for detecting and characterising complex patterns in non-linear time-series. In this paper, we employ recurrence quantification analysis to investigate the…

Populations and Evolution · Quantitative Biology 2025-07-29 M. S. Palmero , M. Bongestab , N. Marwan

Inferring control parameters in non-linear dynamical systems is an important task in analysing general dynamical behaviours, particularly in the presence of inherently deterministic chaos. Traditional approaches often rely on…

Chaotic Dynamics · Physics 2025-06-19 L. Lober , M. S. Palmero , F. A. Rodrigues

Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents a comprehensive survey for conducting a wide range of recurrence-based analyses to quantify the dynamical structure…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Moreno I. Coco , Dan Mønster , Giuseppe Leonardi , Rick Dale , Sebastian Wallot

We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix calculated from time series with the adjacency matrix of a complex network, and apply measures for the characterisation of…

Chaotic Dynamics · Physics 2009-10-17 N. Marwan , J. F. Donges , Y. Zou , R. V. Donner , J. Kurths
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