RECURRENCE QUANTIFICATION ANALYSIS: INTRODUCTION AND HISTORICAL CONTEXT
Abstract
Although chaotic systems continue to gain interest, their confirmation and analysis can be difficult. Traditional analytic methods impose constraints which are often difficult to achieve. A technique which does not impose these constraints is recurrence quantification analysis. Recurrence quantification is derived from recurrence plots, which are based upon distances matrices of embedded series. The original article demonstrated the plot's ability to uncover deterministic processes, as well as drift and nonstationarity. Recurrence quantification has allowed for direct quantification of these features.
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