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@article{76901, author = {Pánis, Radim and Adámek, Karel and Marwan, Norbert}, article_number = {1}, doi = {http://dx.doi.org/10.1140/epjs/s11734-022-00686-4}, keywords = {Recurrence quantification analysis; signal to noise ratio; determinism; threshold choice; Lorenz system; Logistic map; graphics processing unit}, language = {eng}, issn = {1951-6355}, journal = {EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS}, title = {Averaged recurrence quantification analysis Method omitting the recurrence threshold choice}, url = {https://link.springer.com/article/10.1140/epjs/s11734-022-00686-4}, volume = {232}, year = {2023} }
TY - JOUR ID - 76901 AU - Pánis, Radim - Adámek, Karel - Marwan, Norbert PY - 2023 TI - Averaged recurrence quantification analysis Method omitting the recurrence threshold choice JF - EUROPEAN PHYSICAL JOURNAL-SPECIAL TOPICS VL - 232 IS - 1 SP - 47-56 EP - 47-56 SN - 19516355 KW - Recurrence quantification analysis KW - signal to noise ratio KW - determinism KW - threshold choice KW - Lorenz system KW - Logistic map KW - graphics processing unit UR - https://link.springer.com/article/10.1140/epjs/s11734-022-00686-4 N2 - 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). ER -
PÁNIS, Radim, Karel ADÁMEK and Norbert MARWAN. Averaged recurrence quantification analysis Method omitting the recurrence threshold choice. \textit{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.
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