Border effect corrections for diagonal line based recurrence quantification analysis measures
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Publication:2233995
DOI10.1016/J.PHYSLETA.2019.125977zbMATH Open1481.37101arXiv1909.09211OpenAlexW2973146112WikidataQ127253835 ScholiaQ127253835MaRDI QIDQ2233995FDOQ2233995
Authors: K. Hauke Kraemer, N. Marwan 
Publication date: 12 October 2021
Published in: Physics Letters. A (Search for Journal in Brave)
Abstract: 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 the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values for chaotic motion. Moreover, we test these methods under noisy conditions, in order to supply practical tools for applied statistical research.
Full work available at URL: https://arxiv.org/abs/1909.09211
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Cited In (10)
- A variable threshold for recurrence based on local attractor density
- Stickiness and recurrence plots: an entropy-based approach
- Recurrence analysis of slow-fast systems
- Influence of observational noise on the recurrence quantification analysis
- Influences of embedding parameters and segment sizes in recursive characteristics analysis on coefficients of friction
- An algorithm for simplified recurrence analysis
- The visual boundary recurrence plot: a closer look into the dynamics of recurrence plots
- Approximation of diagonal line based measures in recurrence quantification analysis
- Analytical results in calculating the entropy of recurrence microstates
- A review of symbolic dynamics and symbolic reconstruction of dynamical systems
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