Statistical tests for serial dependence and laminarity on recurrence plots

DOI10.1142/S0218127411028908MaRDI QIDQ2915481zbMATH OpenOpenAlexFDO

Authors Yoshito Hirata, Kazuyuki Aihara

Publication date 18 September 2012

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

Full work available at URL https://doi.org/10.1142/s0218127411028908

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Graphical methods in statistics (62A09)

Recommendations

• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Recurrence plot statistics and the effect of embedding
• RECURRENCE QUANTIFICATIONS: FEATURE EXTRACTIONS FROM RECURRENCE PLOTS
• Areawise significance tests for windowed recurrence network analysis
• Strong laws for recurrence quantification analysis

Cites work

• Generating surrogates from recurrences
• How much information is contained in a recurrence plot?
• Multivariate recurrence plots
• Nonlinear analysis of bivariate data with cross recurrence plots
• Recurrence quantification analysis of the logistic equation with transients.
• Wind direction modelling using multiple observation points

Cited in

(6)

• Application of joint permutations for predicting coupled time series
• Faithfulness of Recurrence Plots: A Mathematical Proof
• How to avoid potential pitfalls in recurrence plot based data analysis
• Describing high-dimensional dynamics with low-dimensional piecewise affine models: Applications to renewable energy
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Areawise significance tests for windowed recurrence network analysis

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