J 2023

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 (703 Slovakia, belonging to the institution); Karel ADÁMEK (203 Czech Republic, belonging to the institution) and Norbert MARWAN

Edition

EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS, 2023, 1951-6355

Other information

Language

English

Type of outcome

Article in a journal

Field of Study

10300 1.3 Physical sciences

Country of publisher

Germany

Confidentiality degree

is not subject to a state or trade secret

References:

Impact factor

Impact factor: 2.600

RIV identification code

RIV/47813059:19630/23:A0000303

Organization unit

Institute of physics in Opava

UT WoS

000870928800003

EID Scopus

2-s2.0-85140391904

Keywords in English

Recurrence quantification analysis; signal to noise ratio; determinism; threshold choice; Lorenz system; Logistic map; graphics processing unit

Tags

International impact, Reviewed

Links

EF18_053/0017871, research and development project.
Changed: 26/2/2024 12:43, 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).