WebIn this paper we compare results obtained in the nonlinear Recurrence Quantification Analysis (RQA) of time series of different dynamic systems (i.e. i) financial time series [1 … WebRecurrence quantification analysis (RQA) is a useful toolkit for studying the dynamics of complex systems, such as laminar, divergent, or non-linear transition behaviors ( Marwan et al., 2002 ).
RECURRENCE QUANTIFICATION ANALYSIS FEATURES FOR …
WebThe analysis of recurrences in dynamical systems by using recurrence plots and their quantification is still an emerging field. Over the past decades recurrence plots have … Recurrence quantification analysis (RQA) is a method of nonlinear data analysis (cf. chaos theory) for the investigation of dynamical systems. It quantifies the number and duration of recurrences of a dynamical system presented by its phase space trajectory. See more The recurrence quantification analysis (RQA) was developed in order to quantify differently appearing recurrence plots (RPs), based on the small-scale structures therein. Recurrence plots are tools which visualise the … See more Instead of computing the RQA measures of the entire recurrence plot, they can be computed in small windows moving over the recurrence plot … See more • Marwan, N. (2008). "A Historical Review of Recurrence Plots". European Physical Journal ST. 164 (1): 3–12. arXiv:1709.09971 See more The simplest measure is the recurrence rate, which is the density of recurrence points in a recurrence plot: $${\displaystyle {\text{RR}}={\frac {1}{N^{2}}}\sum _{i,j=1}^{N}{R}(i,j).}$$ The recurrence rate corresponds with the probability that a … See more • Recurrence plot, a powerful visualisation tool of recurrences in dynamical (and other) systems. • Recurrence period density entropy, … See more • http://www.recurrence-plot.tk/ See more recycling vhs tapes perth
Application of Recurrence Quantification Analysis for the …
WebA set Mathematica tools for RQA — Recurrence quantification analysis. Intro. Note that I posted an early version of this to GitHub for sharing with the 2024 Wolfram Summer School. It is, as such, incomplete, undocumented, and other fun un-things. I will continue to update and upgrade, of course. I invite any and all enhancements. WebThe Recurrence Quantification Analysis (RQA) is an advanced technique for the nonlinear analysis that allows to quantify the number and duration of the recurrences in the phase space. This function computes the RQA of the RR time series. WebIn the late 1980s, Eckmann et al. introduced the recurrence plot (RP), a tool to visualize the recurrences of a dynamical system (Eckmann, Kamphorst, & Ruelle, 1987). Subsequently, … recycling vhs cassettes