Extended recurrence plot and quantification for noisy continuous dynamical systems
- One main challenge in constructing a reliable recurrence plot (RP) and, hence, its quantification [recurrence quantification analysis (RQA)] of a continuous dynamical system is the induced noise that is commonly found in observation time series. This induced noise is known to cause disrupted and deviated diagonal lines despite the known deterministic features and, hence, biases the diagonal line based RQA measures and can lead to misleading conclusions. Although discontinuous lines can be further connected by increasing the recurrence threshold, such an approach triggers thick lines in the plot. However, thick lines also influence the RQA measures by artificially increasing the number of diagonals and the length of vertical lines [e.g., Determinism (DET) and Laminarity (LAM) become artificially higher]. To take on this challenge, an extended RQA approach for accounting disrupted and deviated diagonal lines is proposed. The approach uses the concept of a sliding diagonal window with minimal window size that tolerates the mentionedOne main challenge in constructing a reliable recurrence plot (RP) and, hence, its quantification [recurrence quantification analysis (RQA)] of a continuous dynamical system is the induced noise that is commonly found in observation time series. This induced noise is known to cause disrupted and deviated diagonal lines despite the known deterministic features and, hence, biases the diagonal line based RQA measures and can lead to misleading conclusions. Although discontinuous lines can be further connected by increasing the recurrence threshold, such an approach triggers thick lines in the plot. However, thick lines also influence the RQA measures by artificially increasing the number of diagonals and the length of vertical lines [e.g., Determinism (DET) and Laminarity (LAM) become artificially higher]. To take on this challenge, an extended RQA approach for accounting disrupted and deviated diagonal lines is proposed. The approach uses the concept of a sliding diagonal window with minimal window size that tolerates the mentioned deviated lines and also considers a specified minimal lag between points as connected. This is meant to derive a similar determinism indicator for noisy signal where conventional RQA fails to capture. Additionally, an extended local minima approach to construct RP is also proposed to further reduce artificial block structures and vertical lines that potentially increase the associated RQA like LAM. The methodology and applicability of the extended local minima approach and DET equivalent measure are presented and discussed, respectively.…
Author details: | Dadiyorto WendiORCiDGND, Norbert MarwanORCiDGND |
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DOI: | https://doi.org/10.1063/1.5025485 |
ISSN: | 1054-1500 |
ISSN: | 1089-7682 |
Pubmed ID: | https://pubmed.ncbi.nlm.nih.gov/30180642 |
Title of parent work (English): | Chaos : an interdisciplinary journal of nonlinear science |
Publisher: | American Institute of Physics |
Place of publishing: | Melville |
Publication type: | Article |
Language: | English |
Year of first publication: | 2018 |
Publication year: | 2018 |
Release date: | 2021/10/19 |
Volume: | 28 |
Issue: | 8 |
Number of pages: | 9 |
Funding institution: | Deutsche Forschungsgemeinschaft (DFG)German Research Foundation (DFG) [GRK 2043/1]; German Research Foundation (DFG)German Research Foundation (DFG) [MA 4759/9-1, MA4759/8]; European Unions Horizon 2020 Research and Innovation programme under the Marie 499 Sklodowska-Curie [691037] |
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 / Green Open-Access |