Multivariate recurrence plots

DOI10.1016/j.physleta.2004.07.066zbMath1209.37096OpenAlexW1978575993MaRDI QIDQ2425753

M. Carmen Romano, Werner von Bloh, Marco Thiel, Juergen Kurths

Publication date: 7 May 2008

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2004.07.066

zbMATH Keywords

dynamical invariantsentropy measurejoint recurrences in phase spacejoint Rényi entropy of second orderphase synchronization of two bidirectionally coupled chaotic systemsrecurrence plots of multivariate time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Information theory (general) (94A15)

Related Items (17)

Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al. ⋮ SHRIMP STRUCTURE AND ASSOCIATED DYNAMICS IN PARAMETRICALLY EXCITED OSCILLATORS ⋮ RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS ⋮ LOCAL MINIMA-BASED RECURRENCE PLOTS FOR CONTINUOUS DYNAMICAL SYSTEMS ⋮ STATISTICAL TESTS FOR SERIAL DEPENDENCE AND LAMINARITY ON RECURRENCE PLOTS ⋮ FILLING GAPS IN ECOLOGICAL TIME SERIES BY MEANS OF TWIN SURROGATES ⋮ IDENTIFYING SPATIAL PATTERNS AND DYNAMICS OF CLIMATE CHANGE USING RECURRENCE QUANTIFICATION ANALYSIS: A CASE STUDY OF QINGHAI–TIBET PLATEAU ⋮ Heterogeneous recurrence monitoring and control of nonlinear stochastic processes ⋮ Detecting causal relations in time series with the new cross Markov matrix technique ⋮ Synchronization analysis of coupled noncoherent oscillators ⋮ ANALYTICAL DESCRIPTION OF RECURRENCE PLOTS OF DYNAMICAL SYSTEMS WITH NONTRIVIAL RECURRENCES ⋮ Fractal analysis of recurrence networks constructed from the two-dimensional fractional Brownian motions ⋮ Simpler methods do it better: success of recurrence quantification analysis as a general purpose data analysis tool ⋮ Line structures in recurrence plots ⋮ Recurrence plot statistics and the effect of embedding ⋮ Fuzzy cross and fuzzy joint recurrence plots ⋮ Analysis of Bivariate Coupling by Means of Recurrence

Uses Software

• K2

Cites Work

• Influence of observational noise on the recurrence quantification analysis
• Nonlinear analysis of bivariate data with cross recurrence plots
• Measuring the strangeness of strange attractors
• Phase synchronization of chaotic oscillators by external driving
• The synchronization of chaotic systems
• Cross recurrence quantification of coupled oscillators
• Measuring statistical dependences in a time series
• Estimation of dynamical invariants without embedding by recurrence plots
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