HOW TO AVOID POTENTIAL PITFALLS IN RECURRENCE PLOT BASED DATA ANALYSIS

被引：210

作者：

Marwan, Norbert ^{[1
,2
]}

机构：

[1] Potsdam Inst Climate Impact Res, D-14412 Potsdam, Germany

[2] Univ Potsdam, Interdisciplinary Ctr Dynam Complex Syst, D-14415 Potsdam, Germany

来源：

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS | 2011年 / 21卷 / 04期

关键词：

Recurrence plot; recurrence quantification analysis; time series analysis; pitfalls; TIME-SERIES ANALYSIS; QUANTIFICATION ANALYSIS; DETERMINISTIC SIGNALS; FINANCIAL MARKET; SYNCHRONIZATION; DIVERGENCE; EXPONENTS; EQUATION;

D O I：

10.1142/S0218127411029008

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis.

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收藏

页码：1003 / 1017

页数：15

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