A recurrence plot is defined as a plot of the quantity
where
is the Heaviside step function and
denotes a norm. A recurrence plot
is therefore a binary plot. The figure above shows a recurrence plot for the Lorenz
attractor with
,
,
,
,
,
, and
.
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.
A so-called global recurrence plot or unthresholded recurrence plot of a function is a plot of
(or
) in the
-
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).