Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al.

DOI10.1016/J.PHYSD.2009.04.018zbMATH Open1172.94529OpenAlexW2012117910MaRDI QIDQ843019FDOQ843019

Authors: N. Marwan, J. Kurths 

Publication date: 28 September 2009

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2009.04.018

Recommendations

• Stochastic analysis of recurrence plots with applications to the detection of deterministic signals
• Influence of observational noise on the recurrence quantification analysis
• Impact of the recorded variable on recurrence quantification analysis of flows
• Recurrence quantification analysis of the logistic equation with transients.
• Signal detection based on recurrence matrix statistics

zbMATH Keywords

data analysisstochastic processesdetectionrecurrence plotRecurrence Quantification Analysis (RQA)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Detection theory in information and communication theory (94A13)

Cites Work

• Dynamic programming algorithm optimization for spoken word recognition
• Measuring the strangeness of strange attractors
• Recurrence quantification analysis of the logistic equation with transients.
• Nonlinear analysis of bivariate data with cross recurrence plots
• Line structures in recurrence plots
• Stochastic analysis of recurrence plots with applications to the detection of deterministic signals
• The Wiener-Khinchin theorem and recurrence quantification
• Multivariate recurrence plots

Cited In (6)

• Recurrence plots of discrete-time Gaussian stochastic processes
• Recurrence-based reconstruction of dynamic pricing attractors
• Geometric and dynamic perspectives on phase-coherent and noncoherent chaos
• Stochastic analysis of recurrence plots with applications to the detection of deterministic signals
• Recurrence plots for characterizing random dynamical systems
• Approximation of diagonal line based measures in recurrence quantification analysis

Uses Software

• K2

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