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

DOI10.1016/j.physd.2009.04.018zbMath1172.94529OpenAlexW2012117910MaRDI QIDQ843019

Norbert Marwan, Juergen 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

zbMATH Keywords

stochastic processesdata analysisdetectionrecurrence 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)

Related Items

Approximation of diagonal line based measures in recurrence quantification analysis ⋮ Recurrence plots of discrete-time Gaussian stochastic processes ⋮ Recurrence-based reconstruction of dynamic pricing attractors ⋮ Recurrence plots for characterizing random dynamical systems ⋮ Geometric and dynamic perspectives on phase-coherent and noncoherent chaos

Uses Software

• K2

Cites Work

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