Stochastic analysis of recurrence plots with applications to the detection of deterministic signals

DOI10.1016/J.PHYSD.2007.10.008MaRDI QIDQ926817zbMATH OpenOpenAlexFDO

Authors Gustavo K. Rohde, J. M. Nichols, Bryan M. Dissinger, Frank Bucholtz

Publication date 21 May 2008

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physd.2007.10.008

zbMATH Keywords

stochastic processesdetectionrecurrence plots

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Detection theory in information and communication theory (94A13)

Recommendations

• Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al.
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• Recurrence quantification analysis: theory and applications

Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• scientific article; zbMATH DE number 3471888 (Why is no real title available?)
• Estimation of dynamical invariants without embedding by recurrence plots
• Influence of observational noise on the recurrence quantification analysis
• Recurrence matrices and the preservation of dynamical properties
• Recurrence plot analysis of nonlinear vibrational dynamics in H\(_{3}^{+}\) molecule.
• Recurrence plots revisited
• Recurrence quantification analysis of the logistic equation with transients.
• Takens embedding theorems for forced and stochastic systems

Cited in

(20)

• Blind Extraction of Chaotic Sources from White Gaussian Noise Based on a Measure of Determinism
• Signal detection based on recurrence matrix statistics
• In search of determinism-sensitive region to avoid artefacts in recurrence plots
• Recurrence plots revisited
• Recurrence plots of discrete-time Gaussian stochastic processes
• Comment on ``Stochastic analysis of recurrence plots with applications to the detection of deterministic signals by Rohde et al.
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• Faithfulness of Recurrence Plots: A Mathematical Proof
• On the unique reconstruction of a signal from its unthresholded recurrence plot
• The Wiener-Khinchin theorem and recurrence quantification
• Geometric and dynamic perspectives on phase-coherent and noncoherent chaos
• Recurrence plots for characterizing random dynamical systems
• Detection of patterns within randomness
• Probabilistic analysis of recurrence plots generated by fractional Gaussian noise
• Recurrence statistics for anomalous diffusion regime change detection
• Robust reconstruction of a signal from its unthresholded recurrence plot subject to disturbances
• The visual boundary recurrence plot: a closer look into the dynamics of recurrence plots
• Book review of: D. Mumford, and A. Desolneux, Pattern theory. The stochastic analysis of real-world signals.
• Detection of weak transitions in signal dynamics using recurrence time statistics
• Similarity matrix analysis and divergence measures for statistical detection of unknown deterministic signals hidden in additive noise

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