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

DOI10.1016/J.PHYSD.2009.04.018MaRDI QIDQ843019zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

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

Cited in

(6)

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

Describes a project that uses

Uses Software

• K2

This page was built for publication: Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q843019)