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Recurrence Plot


RecurrencePlotLorenz

A recurrence plot is defined as a plot of the quantity

 R(t,tau)=H(epsilon-||f(t)-f(tau)||),

where H(x) is the Heaviside step function and ||f|| denotes a norm. A recurrence plot is therefore a binary plot. The figure above shows a recurrence plot for the Lorenz attractor with r=28, sigma=10, b=8/3, x(0)=1, y(0)=0, z(0)=0, and epsilon=5.

Recurrence plots were initially used to graphically display nonstationarity in time series (Eckmann et al. 1987, Gao and Cai 2000), but are also useful for visualizing functions.

RecurrencePlot

A so-called global recurrence plot or unthresholded recurrence plot of a function f(t) is a plot of f(t)-f(tau) (or |f(t)-f(tau)|) in the t-tau plane. Recurrence plots for a number of common functions are illustrated above.

Antideterministic sequences select new terms by optimizing separation from earlier blocks, with the aim of suppressing close parallel diagonal patterns in recurrence plots (Urbanowicz et al. 2005).


See also

Autocorrelation, Convolution, Correlation

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References

Casdagli, M. C. "Recurrence Plots Revisited." Physica D 108, 12-44, 1997.Eckmann, J. P.; Kamphorst, S. O.; and Ruelle, D. "Recurrence Plots of Dynamical Systems." Europhys. Lett. 4, 973-977, 1987.Gao, J. and Cai, H. "On the Structures and Quantification of Recurrence Plots." Phys. Lett. A 270, 75-87, 2000.Marwan, N. "Recurrence Plots and Cross Recurrence Plots." https://www.recurrence-plot.tk/.Trott, M. The Mathematica GuideBook for Programming. New York: Springer-Verlag, p. 20, 2004. https://www.mathematicaguidebooks.org/.Urbanowicz, K.; Kantz, H.; and Hołyst, J. A. "Anti-Deterministic Behaviour of Discrete Systems That Are Less Predictable than Noise." Physica A 350, 189-198, 2005. https://doi.org/10.1016/j.physa.2004.11.065. https://arxiv.org/abs/cond-mat/0408429.

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Recurrence Plot

Cite this as:

Weisstein, Eric W. "Recurrence Plot." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/RecurrencePlot.html

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