Analysis of Bivariate Coupling by Means of Recurrence

Christoph Bandt; Andreas Groth; Norbert Marwan; M Carmen Romano; Marco Thiel; Michael Carmen Rosenblum; Jurgen Kurths

doi:10.1007/978-3-540-75632-3_5

Analysis of Bivariate Coupling by Means of Recurrence

Christoph Bandt, Andreas Groth, Norbert Marwan, M Carmen Romano, Marco Thiel, Michael Carmen Rosenblum, Jurgen Kurths

Research output: Chapter in Book/Report/Conference proceeding › Chapter

15 Citations (Scopus)

Abstract

In the analysis of coupled systems, various techniques have been developed to model and detect dependencies from observed bivariate time series. Most well-founded methods, like Granger-causality and partial coherence, are based on the theory of linear systems: on correlation functions, spectra and vector autoregressive processes. In this paper we discuss a nonlinear approach using recurrence.

Original language	English
Title of host publication	Mathematical Methods in Signal Processing and Digital Image Analysis
Editors	Rainer Dahlhaus, Jurgen Kurths, Peter Maass, Jens Timmer
Place of Publication	Berlin, Germany
Publisher	Springer Science+Business Media
Pages	153-182
Number of pages	30
ISBN (Electronic)	978-3540756323
ISBN (Print)	978-3540756316
DOIs	https://doi.org/10.1007/978-3-540-75632-3_5
Publication status	Published - 2008

Publication series

Name	Understanding Complex Systems
Publisher	Springer Science+Business Media
Volume	70
ISSN (Print)	1860-0832

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10.1007/978-3-540-75632-3_5

Cite this

Bandt, C., Groth, A., Marwan, N., Romano, M. C., Thiel, M., Rosenblum, M. C., & Kurths, J. (2008). Analysis of Bivariate Coupling by Means of Recurrence. In R. Dahlhaus, J. Kurths, P. Maass, & J. Timmer (Eds.), Mathematical Methods in Signal Processing and Digital Image Analysis (pp. 153-182). (Understanding Complex Systems; Vol. 70). Springer Science+Business Media. https://doi.org/10.1007/978-3-540-75632-3_5

Analysis of Bivariate Coupling by Means of Recurrence. / Bandt, Christoph; Groth, Andreas; Marwan, Norbert et al.
Mathematical Methods in Signal Processing and Digital Image Analysis. ed. / Rainer Dahlhaus; Jurgen Kurths; Peter Maass; Jens Timmer. Berlin, Germany: Springer Science+Business Media, 2008. p. 153-182 (Understanding Complex Systems; Vol. 70).

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Bandt, C, Groth, A, Marwan, N, Romano, MC , Thiel, M, Rosenblum, MC & Kurths, J 2008, Analysis of Bivariate Coupling by Means of Recurrence. in R Dahlhaus, J Kurths, P Maass & J Timmer (eds), Mathematical Methods in Signal Processing and Digital Image Analysis. Understanding Complex Systems, vol. 70, Springer Science+Business Media, Berlin, Germany, pp. 153-182. https://doi.org/10.1007/978-3-540-75632-3_5

Bandt C, Groth A, Marwan N, Romano MC , Thiel M, Rosenblum MC et al. Analysis of Bivariate Coupling by Means of Recurrence. In Dahlhaus R, Kurths J, Maass P, Timmer J, editors, Mathematical Methods in Signal Processing and Digital Image Analysis. Berlin, Germany: Springer Science+Business Media. 2008. p. 153-182. (Understanding Complex Systems). doi: 10.1007/978-3-540-75632-3_5

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Analysis of Bivariate Coupling by Means of Recurrence

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