How much information is contained in a Recurrence Plot?

Research output: Contribution to journalArticle

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Abstract

Recurrence plots have recently been recognized as a powerful tool for the analysis of data. Not only the visualization of structures of the time series but also the possibility to estimate invariants from them and the possibility to analyze non-stationary data sets are remarkable. However, the question of how much information is encoded in such a two-dimensional and binary representation has not been discussed so far. In this Letter we show that-under some conditions-it is possible to reconstruct an attractor from the recurrence plot, at least topologically. This means that all relevant dynamical information is contained in the plot. (C) 2004 Elsevier B.V. All rights reserved.

Original languageEnglish
Pages (from-to)343-349
Number of pages6
JournalPhysics Letters A
Volume330
Issue number5
DOIs
Publication statusPublished - Sep 2004

Keywords

  • recurrence plots
  • reconstruction
  • quantification analysis
  • systems
  • signals

Cite this

How much information is contained in a Recurrence Plot? / Thiel, Marco; Romano, M Carmen; Kurths, Jurgen.

In: Physics Letters A, Vol. 330, No. 5, 09.2004, p. 343-349.

Research output: Contribution to journalArticle

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