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In Search of Determinism-Sensitive Region to Avoid Artefacts in Recurrence Plots
- As an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standardAs an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standard embedding optimization approaches, e.g. using indices like false nearest neighbor and mutual information, to result in a more reliable recurrence plot parameterization.…
Author details: | Dadiyorto WendiORCiDGND, Norbert MarwanORCiDGND, Bruno MerzORCiDGND |
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DOI: | https://doi.org/10.1142/S0218127418500074 |
ISSN: | 0218-1274 |
ISSN: | 1793-6551 |
Title of parent work (English): | International journal of bifurcation and chaos : in applied sciences and engineering |
Publisher: | World Scientific |
Place of publishing: | Singapore |
Publication type: | Article |
Language: | English |
Date of first publication: | 2017/11/07 |
Publication year: | 2018 |
Release date: | 2022/03/10 |
Tag: | Recurrence plot; artefact avoidance; phase space time delay embedding reconstruction |
Volume: | 28 |
Issue: | 1 |
Number of pages: | 15 |
Funding institution: | Deutsche Forschungsgemeinschaft (DFG)German Research Foundation (DFG) [GRK 2043/1] |
Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Geowissenschaften |
DDC classification: | 5 Naturwissenschaften und Mathematik / 55 Geowissenschaften, Geologie / 550 Geowissenschaften |
Peer review: | Referiert |
Publishing method: | Open Access / Hybrid Open-Access |