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Related papers: Trends in recurrence analysis of dynamical systems

200 papers

Recent advancements of complex network representation among several disciplines motivated the investigation of exoplanetary dynamics by means of recurrence networks. We are able to recover different dynamical regimes by means of various…

Earth and Planetary Astrophysics · Physics 2019-08-07 Tamas Kovacs

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 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…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. K. March , S. C. Chapman , R. O. Dendy

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

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

In order to investigate the evolutionary process of many deterministic Dynamical systems with unfixed parameter, a set of dynamical models with parameter changing continuously and the accumulation of this change might be large is introduced…

comp-gas · Physics 2008-02-03 H. P. Fang

Over the last two decades, significant advances have been made in the design and analysis of fixed-parameter algorithms for a wide variety of graph-theoretic problems. This has resulted in an algorithmic toolbox that is by now…

Data Structures and Algorithms · Computer Science 2021-01-01 Faisal Abu-Khzam , Sebastian Lamm , Matthias Mnich , Alexander Noe , Christian Schulz , Darren Strash

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

Models characterized by autoregressive structure and random coefficients are powerful tools for the analysis of high-frequency, high-dimensional and volatile time series. The available literature on such models is broad, but also sectorial,…

Methodology · Statistics 2020-09-18 Marta Regis , Paulo Serra , Edwin R. van den Heuvel

A central challenge in the study of complex systems is the quantification of emergence -- understood as the ability of the system to exhibit collective behaviours that cannot be traced down to the individual components. While recent work…

This paper shows that characterizing co-occurrence between events is an important but non-trivial and neglected aspect of discovering potential causal relationships in multimedia event streams. First an introduction to the notion of event…

Multimedia · Computer Science 2016-03-31 Laleh Jalali , Ramesh Jain

The paper explores the challenges of regression analysis in evolving data streams, an area that remains relatively underexplored compared to classification. We propose a standardized evaluation process for regression and prediction interval…

Machine Learning · Computer Science 2025-02-20 Yibin Sun , Heitor Murilo Gomes , Bernhard Pfahringer , Albert Bifet

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…

Computational Physics · Physics 2007-05-23 Norbert Marwan , Anja Meinke

Molecular dynamics simulations hold great promise for providing insight into the microscopic behavior of complex molecular systems. However, their effectiveness is often constrained by long timescales associated with rare events. Enhanced…

Computational Physics · Physics 2026-03-03 Kai Zhu , Enrico Trizio , Jintu Zhang , Renling Hu , Linlong Jiang , Tingjun Hou , Luigi Bonati

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.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…

Methodology · Statistics 2014-11-19 Andreas Mayr , Harald Binder , Olaf Gefeller , Matthias Schmid

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…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

We review some recent developments which make use of the concept of `superstatistics', an effective description for nonequilibrium systems with a varying intensive parameter such as the inverse temperature. We describe how the asymptotic…

Statistical Mechanics · Physics 2017-08-23 Christian Beck

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. {While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the…

Data Analysis, Statistics and Probability · Physics 2012-04-12 Jonathan F. Donges , Jobst Heitzig , Reik V. Donner , Jürgen Kurths