Related papers: Recurrence Plots 25 years later -- gaining confide…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…
In this paper, we analyze several instrumental records of temperatures at different locations by using new techniques originally developed for the analysis of extreme values of dynamical systems. We show that they have the same recurrence…
A bibliographic database containing studies on recurrence plots and related methods is analyzed from various perspectives. This allows a detailed view of the field's development, showcasing the continuous growth in the method's popularity,…
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…
The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…
Recurrence quantification analysis (RQA) is a widely used tool for studying complex dynamical systems, but its standard implementation requires computationally expensive calculations of recurrence plots (RPs) and line length histograms.…
Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably…
Recurrence analysis is a well settled method allowing to discern chaos from order, and determinism from noise. We apply this tool to study time series representing geodesic and inspiraling motion of a test particle in a deformed Kerr…
The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…
Recurrence Plot (RP) and Recurrence Quantification Analysis (RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state…
We present new measures of complexity and their application to event related potential data. The new measures base on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these…
The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross…
The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…
The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…
The increasing availability of highly resolved spatio-temporal data leads to new opportunities as well as challenges in many scientific disciplines such as climatology, ecology or epidemiology. This allows more detailed insights into the…
Recurrence plot based methods are highly efficient and widely accepted tools for the investigation of time series or one-dimensional data. We present an extension of the recurrence plots and their quantifications in order to study recurrent…
In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…
Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…
This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency…