Recurrence Plots and Cross Recurrence Plots

Quantification of Recurrence Plots (Recurrence Quantification Analysis)

Definition

Recurrence Quantification Analysis – The recurrence quantification analysis (RQA) is a method of nonlinear data analysis which quantifies the number and duration of recurrences of a dynamical system presented by its state space trajectory.

A quantification of recurrence plots was developed by Zbilut and Webber Jr. (Zbilut and Webber Jr., 1992; Webber Jr. and Zbilut, 1994) and extended with new measures of complexity by Marwan et al. (2002). Measures which base on diagonal structures are able to find chaos-order transitions (Trulla et al., 1996), measures based on vertical (horizontal) structures are able to find chaos-chaos transitions (laminar phases, Marwan et al., 2002).

These measures can be computed in windows along the main diagonal. This allows us to study their time dependence and can be used for the detection of transitions (Trulla et al., 1996). Another possibility is to define these measures for each diagonal parallel to the main diagonal separately (Marwan and Kurths, 2002). This approach enables the study of time delays, unstable periodic orbits (UPOs; Lathrop and Kostelich, 1989; Gilmore, 1998), and by applying to cross recurrence plots, the assessment of similarities between processes (Marwan and Kurths, 2002).

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