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Recurrence plots, a rather promising tool of data analysis, have been introduced by Eckman et al. in 1987. They visualise recurrences in phase space and give an overview about the system's dynamics. Two features have made the method rather popular. Firstly they are rather simple to compute and secondly they are putatively easy to interpret. However, the straightforward interpretation of recurrence plots for some systems yields rather surprising results. For example indications of low dimensional chaos have been reported for stock marked data, based on recurrence plots. In this work we exploit recurrences or ``naturally occurring analogues'' as they were termed by E. Lorenz, to obtain three key results. One of which is that the most striking structures which are found in recurrence plots are hinged to the correlation entropy and the correlation dimension of the underlying system. Even though an eventual embedding changes the structures in recurrence plots considerably these dynamical invariants can be estimated independently of the special parameters used for the computation. The second key result is that the attractor can be reconstructed from the recurrence plot. This means that it contains all topological information of the system under question in the limit of long time series. The graphical representation of the recurrences can also help to develop new algorithms and exploit specific structures. This feature has helped to obtain the third key result of this study. Based on recurrences to points which have the same ``recurrence structure'', it is possible to generate surrogates of the system which capture all relevant dynamical characteristics, such as entropies, dimensions and characteristic frequencies of the system. These so generated surrogates are shadowed by a trajectory of the system which starts at different initial conditions than the time series in question. They can be used then to test for complex synchronisation.

The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross recurrence plot, the line of synchronization (LOS). A non-parametrical fit of this LOS can be used to rescale the time axis of the two data series (whereby one of it is e.g. compressed or stretched) so that they are synchronized. An application of this method to geophysical sediment core data illustrates its suitability for real data. The rock magnetic data of two different sediment cores from the Makarov Basin can be adjusted to each other by using this method, so that they are comparable.

The rescaling of geological data series to a geological reference time series is of major interest in many investigations. For example, geophysical borehole data should be correlated to a given data series whose time scale is known in order to achieve an age-depth function or the sedimentation rate for the borehole data. Usually this synchronization is performed visually and by hand. Instead of using this wiggle matching by eye, we present the application of cross recurrence plots for such tasks. Using this method, the synchronization and rescaling of geological data to a given time scale is much easier and faster than by hand.

Recurrence plot analyses suggest a novel reference system involved in newborn spontaneous movements
(2006)

The movements of newborns have been thoroughly studied in terms of reflexes, muscle synergies, leg coordination, and target-directed arm/hand movements. Since these approaches have concentrated mainly on separate accomplishments, there has remained a clear need for more integrated investigations. Here, we report an inquiry in which we explicitly concentrated on taking such a perspective and, additionally, were guided by the methodological concept of home base behavior, which Ilan Golard developed for studies of exploratory behavior in animals. Methods from nonlinear dynamics, such as symbolic dynamics and recurrence plot analyses of kinematic data received from audiovisual newborn recordings, yielded new insights into the spatial and temporal organization of limb movements. In the framework of home base behavior, our approach uncovered a novel reference system of spontaneous newborn movements.

The method of twin surrogates has been introduced to test for phase synchronization of complex systems in the case of passive experiments. In this paper we derive new analytical expressions for the number of twins depending on the size of the neighborhood, as well as on the length of the trajectory. This allows us to determine the optimal parameters for the generation of twin surrogates. Furthermore, we determine the quality of the twin surrogates with respect to several linear and nonlinear statistics depending on the parameters of the method. In the second part of the paper we perform a hypothesis test for phase synchronization in the case of experimental data from fixational eye movements. These miniature eye movements have been shown to play a central role in neural information processing underlying the perception of static visual scenes. The high number of data sets (21 subjects and 30 trials per person) allows us to compare the generated twin surrogates with the "natural" surrogates that correspond to the different trials. We show that the generated twin surrogates reproduce very well all linear and nonlinear characteristics of the underlying experimental system. The synchronization analysis of fixational eye movements by means of twin surrogates reveals that the synchronization between the left and right eye is significant, indicating that either the centers in the brain stem generating fixational eye movements are closely linked, or, alternatively that there is only one center controlling both eyes.

We quantify the long-term predictability of global mean daily temperature data by means of the Renyi entropy of second order K-2. We are interested in the yearly amplitude fluctuations of the temperature. Hence, the data are low- pass filtered. The obtained oscillatory signal has a more or less constant frequency, depending on the geographical coordinates, but its amplitude fluctuates irregularly. Our estimate of K-2 quantifies the complexity of these amplitude fluctuations. We compare the results obtained for the CRU data set (interpolated measured temperature in the years 1901- 2003 with 0.5 degrees resolution, Mitchell et al., 2005(1)) with the ones obtained for the temperature data from a coupled ocean-atmosphere global circulation model (AOGCM, calculated at DKRZ). Furthermore, we compare the results obtained by means of K-2 with the linear variance of the temperature data

In this paper, we present an approach to recover the dynamics from recurrences of a system and then generate (multivariate) twin surrogate (TS) trajectories. In contrast to other approaches, such as the linear-like surrogates, this technique produces surrogates which correspond to an independent copy of the underlying system, i.e. they induce a trajectory of the underlying system visiting the attractor in a different way. We show that these surrogates are well suited to test for complex synchronization, which makes it possible to systematically assess the reliability of synchronization analyses. We then apply the TS to study binocular fixational movements and find strong indications that the fixational movements of the left and right eye are phase synchronized. This result indicates that there might be only one centre in the brain that produces the fixational movements in both eyes or a close link between the two centres.

We present two different approaches to detect and quantify phase synchronization in the case of coupled non- phase coherent oscillators. The first one is based on the general idea of curvature of an arbitrary curve. The second one is based on recurrences of the trajectory in phase space. We illustrate both methods in the paradigmatic example of the Rossler system in the funnel regime. We show that the second method is applicable even in the case of noisy data. Furthermore, we extend the second approach to the application of chains of coupled systems, which allows us to detect easily clusters of synchronized oscillators. In order to illustrate the applicability of this approach, we show the results of the algorithm applied to experimental data from a population of 64 electrochemical oscillators

In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect. In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay