Nonlinear analysis of bivariate data with cross recurrence plots
- We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.
| Author details: | Norbert MarwanORCiDGND, Jürgen KurthsORCiDGND |
|---|---|
| URL: | http://arxiv.org/abs/physics/0201061 |
| Publication type: | Article |
| Language: | English |
| Year of first publication: | 2001 |
| Publication year: | 2001 |
| Release date: | 2017/03/24 |
| Source: | Physics Letters / A. - 302 (2002), 5/6, S. 299 - 307 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie |
| Institution name at the time of the publication: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik |
