PÁNIS, Radim, Karel ADÁMEK and Norbert MARWAN. Averaged recurrence quantification analysis Method omitting the recurrence threshold choice. EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS. 2023, vol. 232, No 1, p. 47-56. ISSN 1951-6355. Available from: https://dx.doi.org/10.1140/epjs/s11734-022-00686-4.
Other formats:   BibTeX LaTeX RIS
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
Original 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
WWW URL
RIV identification code RIV/47813059:19630/23:A0000303
Organization unit Institute of physics in Opava
Doi http://dx.doi.org/10.1140/epjs/s11734-022-00686-4
UT WoS 000870928800003
Keywords in English Recurrence quantification analysis; signal to noise ratio; determinism; threshold choice; Lorenz system; Logistic map; graphics processing unit
Tags RIV24, SGS-26-2022, UF
Tags International impact, Reviewed
Links EF18_053/0017871, research and development project.
Changed by Changed by: Mgr. Pavlína Jalůvková, učo 25213. Changed: 26/2/2024 12:43.
Abstract
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).
PrintDisplayed: 18/7/2024 01:26