Nonlinear analysis of bivariate data with cross recurrence plots
数据分析、统计与概率
2007-05-23 v2 数学物理
math.MP
混沌动力学
地球物理
摘要
We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.
引用
@article{arxiv.physics/0201061,
title = {Nonlinear analysis of bivariate data with cross recurrence plots},
author = {N. Marwan and J. Kurths},
journal= {arXiv preprint arXiv:physics/0201061},
year = {2007}
}