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arXiv · 2208.09136

Averaged Recurrence Quantification Analysis -- Method omitting the recurrence threshold choice

Radim Pánis·Karel Adámek·Norbert Marwan
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Abstract

Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by calculating the RQA measures for a range of thresholds (in fact recurrence rates). Specifically, we test the ability of the RQA measure determinism, to sort data with respect to their signal to noise ratios. We consider a periodic signal, simple chaotic logistic equation, and Lorenz system in the tested data set with different and even very small signal to noise ratios of lengths $10^2, 10^3, 10^4,$ and $10^5$. To make the calculations possible a new effective algorithm was developed for streamlining of the numerical operations on Graphics Processing Unit (GPU).

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Radim Pánis, Karel Adámek, Norbert Marwan. 2022-08-17. Averaged Recurrence Quantification Analysis -- Method omitting the recurrence threshold choice. https://doi.org/10.1140/epjs/s11734-022-00686-4

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