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

Article in a journal

Country of publisher

Germany

Confidentiality degree

is not subject to a state or trade secret

References:

URL

Impact factor

Impact factor: 2.800

Organization unit

Institute of physics in Opava

DOI

https://doi.org/10.1140/epjs/s11734-022-00686-4

UT WoS

000870928800003

EID Scopus

2-s2.0-85140391904

Keywords in English

Recurrence quantification analysis ;noise

Tags

, SGS-26-2022

Tags

International impact, Reviewed

Links

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

Abstract

In the original language

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).
Displayed: 28/10/2025 14:17