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Related papers: Recurrence Plots for the Analysis of Complex Syste…

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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

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

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…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

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

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…

Statistical Mechanics · Physics 2013-12-10 Anatolii V. Mokshin

We propose an algorithm for the detection of recurrence domains of complex dynamical systems from time series. Our approach exploits the characteristic checkerboard texture of recurrence domains exhibited in recurrence plots (RP). In phase…

Pattern Formation and Solitons · Physics 2013-04-12 Peter beim Graben , Axel Hutt

Bifurcation analysis collects techniques for characterizing the dependence of certain classes of solutions of a dynamical system on variations in problem parameters. Common solution classes of interest include equilibria and periodic…

Dynamical Systems · Mathematics 2025-11-05 Harry Dankowicz , Jan Sieber

We study the phase space of periodically modulated gravitational cavity by means of quantum recurrence phenomena. We report that the quantum recurrences serve as a tool to connect phase space of the driven system with spectrum in quantum…

Quantum Physics · Physics 2009-11-06 Farhan Saif

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

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…

Chaotic Dynamics · Physics 2007-06-13 Norbert Marwan , Juergen Kurths , Peter Saparin

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

Trajectories of units moving on networks are relevant for nonlinear dynamical systems as diverse as polymers, ocean drifters, and human mobility. Although RQA is a well-researched tool with applications in many areas, it has rarely been…

Physics and Society · Physics 2026-04-22 A. Schmaus , N. Marwan , N. Molkenthin

We review various theoretical methods that have been used in recent years to calculate dynamical correlation functions of many-body systems. Time-dependent correlation functions and their associated frequency spectral densities are the…

Statistical Mechanics · Physics 2020-06-01 J. Florencio , O. F. de Alcantara Bonfim

Recurrence is a fundamental characteristic of dynamical systems with complicated behavior. Understanding the inner structure of recurrence is challenging, especially if the system has many degrees of freedom and is subject to noise. We…

Dynamical Systems · Mathematics 2024-12-16 Ulrich Bauer , David Hien , Oliver Junge , Konstantin Mischaikow

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 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…

General Relativity and Quantum Cosmology · Physics 2017-10-24 Georgios Lukes-Gerakopoulos , Ondřej Kopáček

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…

Data Analysis, Statistics and Probability · Physics 2024-01-22 Maik Riedl , Norbert Marwan , Jürgen Kurths

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

In this paper we initiate a somewhat detailed investigation of the relationships between quantitative recurrence indicators and algorithmic complexity of orbits in weakly chaotic dynamical systems. We mainly focus on examples.

Dynamical Systems · Mathematics 2009-11-10 C. Bonanno , S. Galatolo , S. Isola