Nonlinear analysis of bivariate data with cross recurrence plots
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Publication:699173
DOI10.1016/S0375-9601(02)01170-2zbMATH Open0998.62518arXivphysics/0201061OpenAlexW1972936364MaRDI QIDQ699173FDOQ699173
Publication date: 6 October 2002
Published in: Physics Letters. A (Search for Journal in Brave)
Abstract: We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.
Full work available at URL: https://arxiv.org/abs/physics/0201061
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Cited In (39)
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- On the various kinds of synchronization in delayed Duffing-van der Pol system
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- Dynamical Response of a Planetary Gear System with Faults Using Recurrence Statistics
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- Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
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- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
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