Strong laws for recurrence quantification analysis

DOI10.1142/S0218127413501472MaRDI QIDQ2864982zbMATH OpenFDO

Authors M. Grendár, J. Majerová, Vladimír Špitalský

Publication date 27 November 2013

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1302.1734

zbMATH Keywords

strong law of large numbersdeterminismcorrelation integralrecurrence quantification analysisrecurrence rate

Mathematics Subject Classification ID

Notions of recurrence and recurrent behavior in topological dynamical systems (37B20)

Abstract: The recurrence rate and determinism are two of the basic complexity measures studied in the recurrence quantification analysis. In this paper, the recurrence rate and determinism are expressed in terms of the correlation sums, and strong laws of large numbers are given for them.

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Cites work

• A short existence proof for correlation dimension
• ANALYTICAL DESCRIPTION OF RECURRENCE PLOTS OF DYNAMICAL SYSTEMS WITH NONTRIVIAL RECURRENCES
• Ergodic theorems arising in correlation dimension estimation.
• Influence of observational noise on the recurrence quantification analysis
• Measuring the strangeness of strange attractors
• On rigorous mathematical definitions of correlation dimension and generalized spectrum for dimensions
• Recurrences determine the dynamics
• Spurious structures in recurrence plots induced by embedding
• Strong laws for 𝐿- and 𝑢-statistics

Cited in

(15)

• Radius selection using kernel density estimation for the computation of nonlinear measures
• Recurrence plots of discrete-time Gaussian stochastic processes
• Recurrence determinism and Li-Yorke chaos for interval maps
• Faithfulness of Recurrence Plots: A Mathematical Proof
• Deep learning for nonlinear time series: examples for inferring slow driving forces
• Statistical tests for serial dependence and laminarity on recurrence plots
• Correlation integral and determinism for a family of 2^ maps
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Local correlation entropy
• Correlation entropy of free semigroup actions
• Approximation of diagonal line based measures in recurrence quantification analysis
• Recurrence quantification analysis of the period-doubling sequence
• Application of symbolic recurrence to experimental data, from firearm prevalence to fish swimming
• Correlation sum and recurrence determinism of interval maps
• Formulas for complexity, invariant measure and RQA characteristics of the period-doubling subshift

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