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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.…

Chaotic Dynamics · Physics 2026-01-06 Norbert Marwan

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

Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by…

Data Analysis, Statistics and Probability · Physics 2022-11-02 Radim Pánis , Karel Adámek , Norbert Marwan

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

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,…

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…

Statistical Mechanics · Physics 2012-10-03 A. Fabretti , M. Ausloos

Test-time compute is central to large reasoning models, yet analysing their reasoning behaviour through generated text is increasingly impractical and unreliable. Response length is often used as a brute proxy for reasoning effort, but this…

Computation and Language · Computer Science 2026-02-09 Quoc Tuan Pham , Mehdi Jafari , Flora Salim

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

Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Recurrence Quantification Analysis (RQA), demonstrate the…

Statistical Finance · Quantitative Finance 2011-12-02 Sergii Piskun , Oleksandr Piskun , Dmitry Chabanenko

PyRQA is a software package that efficiently conducts recurrence quantification analysis (RQA) on time series consisting of more than one million data points. RQA is a method from non-linear time series analysis that quantifies the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-03 Tobias Rawald , Mike Sips , Norbert Marwan

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

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…

Chaotic Dynamics · Physics 2024-11-05 Shivam Kumar , R. Misra , G. Ambika

In this paper, we elaborate over the well-known interpretability issue in echo state networks. The idea is to investigate the dynamics of reservoir neurons with time-series analysis techniques taken from research on complex systems.…

Data Analysis, Statistics and Probability · Physics 2016-11-21 Filippo Maria Bianchi , Lorenzo Livi , Cesare Alippi

One challenge with the analysis of complex systems and the interaction between such systems is that they are composed of different numbers of components, or simply the fact that a different number of observables is available for each…

Data Analysis, Statistics and Probability · Physics 2025-12-22 Sebastian Wallot , Dan Mønster

Recurrence Quantification Analysis (RQA) is a widely used method for capturing the dynamical structure embedded in time series data, relying on the analysis of recurrence patterns in the reconstructed phase space via recurrence plots (RPs).…

Chaotic Dynamics · Physics 2026-01-15 Athul Mohan , G. Ambika , Chandrakala Meena

Recursive Marginal Quantization (RMQ) allows fast approximation of solutions to stochastic differential equations in one-dimension. When applied to two factor models, RMQ is inefficient due to the fact that the optimization problem is…

Mathematical Finance · Quantitative Finance 2017-04-24 Ralph Rudd , Thomas A. McWalter , Joerg Kienitz , Eckhard Platen

Variational Quantum Algorithms (VQAs) have gained significant attention as a potential solution for various quantum computing applications in the near term. However, implementing these algorithms on quantum devices often necessitates a…

Quantum Physics · Physics 2023-07-11 Seyed Sajad Kahani , Amin Nobakhti

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,

In recent years, recurrent quantification analysis (RQA) and its multi-dimensional version (MdRQA) have emerged as a popular tool for assessing interpersonal behavioral or physiological synchrony in groups of two or more individuals. While…

Neurons and Cognition · Quantitative Biology 2023-08-16 Swarag Thaikkandi , K. M. Sharika

Quantum learning tasks often leverage randomly sampled quantum circuits to characterize unknown systems. An efficient approach known as "circuit reusing," where each circuit is executed multiple times, reduces the cost compared to…

Quantum Physics · Physics 2025-01-29 Zhuo Chen , Guoding Liu , Xiongfeng Ma
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