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Border effect corrections for diagonal line based recurrence quantification analysis measures

  • Recurrence Quantification Analysis (RQA) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values forRecurrence Quantification Analysis (RQA) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values for chaotic motion. Moreover, we test these methods under noisy conditions, in order to supply practical tools for applied statistical research.show moreshow less

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Metadaten
Author details:Hauke Kai KrämerORCiD, Norbert MarwanORCiDGND
DOI:https://doi.org/10.1016/j.physleta.2019.125977
ISSN:0375-9601
ISSN:1873-2429
Title of parent work (English):Modern physics letters : A, Particles and fields, gravitation, cosmology, nuclear physics
Publisher:Elsevier
Place of publishing:Amsterdam
Publication type:Article
Language:English
Year of first publication:2019
Publication year:2019
Release date:2020/09/15
Tag:Dynamical invariants; Recurrence plots; Recurrence quantification analysis; Shannon entropy
Volume:383
Issue:34
Number of pages:16
Funding institution:German Research Foundation (DFG)German Research Foundation (DFG) Innovation Programme under the Marie Sklodowska-Curie grantEuropean Union (EU) [691037]
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
DDC classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
Peer review:Referiert
Publishing method:Open Access
Open Access / Green Open-Access
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