Research PaperNo Access

Multiscale Cross-Recurrence Plot and Recurrence Quantification Analysis Based on Coarse-Grained

A. Jingjing Huang

School of Science, Beijing Information, Science and Technology University, Beijing 100192, P. R. China

E-mail Address: wghjj@126.com

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B. Danlei Gu

School of Science, Beijing Information, Science and Technology University, Beijing 100192, P. R. China

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, and

C. Qian He

School of Science, Beijing Information, Science and Technology University, Beijing 100192, P. R. China

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https://doi.org/10.1142/S0219477521500371Cited by:4 (Source: Crossref)

Abstract

In this paper, we proposed multiscale cross-recurrence quantification analysis (MSCRQA) method to analyze the dynamic states of two time series at different time scales. We apply this method to model system (two coupled van der Pol oscillators) and real-world system (SSEC and SZSE). It demonstrates that the MSCRQA can show richer and more recognizable information compared with single time scale. The state of dynamics is different under different time scales. MSCRQA method shows another multiscale perspective to fully mine more hidden internal dynamic information of a time series. This method may provide another method reference for practical application to better explore the laws of the real world.

Communicated by Marcin Kostur

Keywords:

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