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Related papers: Recurrence Plot and Recurrence Quantification Anal…

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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…

Physics and Society · Physics 2012-10-03 Annalisa Fabretti , Marcel Ausloos

Financial markets are systems with the complex behavior, that can be hardly analyzed by means of linear methods. Recurrence Quantification Analysis (RQA) is a nonlinear methodology, which is able to work with the nonstationary and short…

Chaotic Dynamics · Physics 2011-07-28 Oleksandr Piskun , Sergii Piskun

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

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 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 (RQA) can help to detect significant events and phase transitions of a dynamical system, but choosing a suitable set of parameters is crucial for the success. From recurrence plots different RQA variables…

Signal Processing · Electrical Eng. & Systems 2019-02-08 Georgios Giasemidis , Danica Vukadinovic Greetham

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 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

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 plot based time series analysis is widely used to study changes and transitions in the dynamics of a system or temporal deviations from its overall dynamical regime. However, most studies do not discuss the significance of the…

Chaotic Dynamics · Physics 2013-06-05 Norbert Marwan , Stefan Schinkel , Jürgen Kurths

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

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

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 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,

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

The identification of complex periodic windows in the two-dimensional parameter space of certain dynamical systems has recently attracted considerable interest. While for discrete systems, a discrimination between periodic and chaotic…

Chaotic Dynamics · Physics 2011-03-03 Yong Zou , Reik V. Donner , Jonathan F. Donges , Norbert Marwan , Jürgen Kurths

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

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) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias…

Data Analysis, Statistics and Probability · Physics 2019-09-23 Hauke Kraemer , Norbert Marwan
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