RECURRENCE QUANTIFICATIONS: FEATURE EXTRACTIONS FROM RECURRENCE PLOTS
Abstract
Recurrence plots are two-dimensional representations of multidimensional dynamics captured by applying time delays to a single series (vector) of ordinal data in time or space. Recurrence plots may be presented with beautiful lace-like structures, but most important is the inference these patterns make about the underlying dynamics. Complex patterns in recurrence plots can be reduced to primary diagonal, vertical and horizontal dot patterns aligned on a grid. It is the mixing and matching of these primary structures that give rise to all derivative graphical complexities. Once strict definitions are in place, features are easily quantified from recurrence plots of any form including cross recurrence plots.
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