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.…
Author details: | Hauke Kai KrämerORCiD, Norbert MarwanORCiDGND |
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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 |