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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

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

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 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,…

This paper describes the R package crqa to perform cross-recurrence quantification analysis of two time series of either a categorical or continuous nature. Streams of behavioral information, from eye movements to linguistic elements,…

Computation and Language · Computer Science 2013-10-04 Moreno I. Coco , Rick Dale

In this work, we propose the joint linked component analysis (joint\_LCA) for multiview data. Unlike classic methods which extract the shared components in a sequential manner, the objective of joint\_LCA is to identify the view-specific…

Machine Learning · Statistics 2024-06-18 Lin Xiao , Luo Xiao

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,

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

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

Multi-view data, that is matched sets of measurements on the same subjects, have become increasingly common with advances in multi-omics technology. Often, it is of interest to find associations between the views that are related to the…

Machine Learning · Statistics 2020-10-02 Yunfeng Zhang , Irina Gaynanova

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

Machine Learning · Statistics 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski

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

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

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

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

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

Contact tracing is an essential tool in slowing and containing outbreaks of contagious diseases. Current contact tracing methods range from interviews with public health personnel to Bluetooth pings from smartphones. While all methods offer…

Methodology · Statistics 2024-12-17 K. J. Patten

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

Many data-science applications involve detecting a shared signal between two high-dimensional variables. Using random matrix theory methods, we determine when such signal can be detected and reconstructed from sample correlations, despite…

Disordered Systems and Neural Networks · Physics 2026-04-07 Arabind Swain , Sean Alexander Ridout , Ilya Nemenman

The usage of multilayer complex networks for the analysis of correlations among environmental variables (such as O3 and NO2 concentrations from the photochemical smog) is investigated in this work. The mentioned technique is called…

Atmospheric and Oceanic Physics · Physics 2023-11-21 R. Carmona-Cabezas , J. Gomez-Gomez , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero
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