Comment on "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" by Rohde et al. [Physica D 237 (2008) 619-629]

被引：13

作者：

Marwan, Norbert ^{[1
,2
]}

Kurths, Juergen ^{[3
]}

机构：

[1] Potsdam Inst Climate Impact Res, Dept Transdisciplinary Concepts & Methods, D-14412 Potsdam, Germany

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

[3] Humboldt Univ, Dept Phys, D-12489 Berlin, Germany

来源：

PHYSICA D-NONLINEAR PHENOMENA | 2009年 / 238卷 / 16期

关键词：

Recurrence plot; Stochastic processes; Detection; Data analysis; QUANTIFICATION ANALYSIS; SERIES;

D O I：

10.1016/j.physd.2009.04.018

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the recent article "Stochastic analysis of recurrence plots with applications to the detection of deterministic signals" (Physica D 237 (2008) 619-629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process. Nevertheless, we also clearly assert that an uncritical application of RQA may lead to wrong conclusions. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1711 / 1715

页数：5

共 19 条

[1] Detecting determinism using recurrence quantification analysis: Three test procedures [J].