J 2022

Averaged recurrence quantification analysis Method omitting the recurrence threshold choice

PÁNIS, Radim, Karel ADÁMEK and Norbert MARWAN

Basic information

Original name

Averaged recurrence quantification analysis Method omitting the recurrence threshold choice

Authors

PÁNIS, Radim, Karel ADÁMEK and Norbert MARWAN

Edition

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS, 2022, 1951-6355

Other information

Language

English

Type of outcome

Článek v odborném periodiku

Country of publisher

Germany

Confidentiality degree

není předmětem státního či obchodního tajemství

References:

Organization unit

Institute of physics in Opava

UT WoS

000870928800003

Keywords in English

Recurrence quantification analysis ;noise

Tags

International impact, Reviewed

Links

EF18_053/0017871, research and development project.
Změněno: 7/2/2023 14:55, Mgr. Pavlína Jalůvková

Abstract

V originále

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).