相关论文: Recurrence plot statistics and the effect of embed…

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors…

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…

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the…

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…

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…

The growing study of time series, especially those related to nonlinear systems, has challenged the methodologies to characterize and classify dynamical structures of a signal. Here we conceive a new diagnostic tool for time series based on…

Recurrence quantification analysis is a method for measuring the complexity of dynamical systems. Recurrence determinism is a fundamental characteristic of it, closely related to correlation sum. In this paper, we study asymptotic behavior…

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 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…

The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and…

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…

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state…

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…

Unmeasured causal forces influence diverse experimental time series, such as the transcription factors that regulate genes, or the descending neurons that steer motor circuits. Combining the theory of skew-product dynamical systems with…

Inferring control parameters in non-linear dynamical systems is an important task in analysing general dynamical behaviours, particularly in the presence of inherently deterministic chaos. Traditional approaches often rely on…

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…

Recurrence plot based measures of complexity are capable tools for characterizing complex dynamics. In this letter we show the potential of selected recurrence plot measures for the investigation of even high-dimensional dynamics. We apply…

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…

We investigate the statistics of recurrences to finite size intervals for chaotic dynamical systems. We find that the typical distribution presents an exponential decay for almost all recurrence times except for a few short times affected…