Spurious Structures in Recurrence Plots Induced by Embedding

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Abstract

In this paper we show that delay embedding produces spurious structures in a recurrence plot (RP) that are not present in the real attractor. We analyze typical sets of simulated data, such as white noise and data from the chaotic Rossler system to show the relevance of this effect.

In the second part of the paper we show that the second order Renyi entropy and the correlation dimension are dynamical invariants that can be estimated from Recurrence Plots with arbitrary embedding dimension and delay.

Original languageEnglish
Pages (from-to)299-305
Number of pages7
JournalNonlinear Dynamics
Volume44
Issue number1-4
DOIs
Publication statusPublished - 2006

Keywords

  • data analysis
  • recurrence plots
  • strange attractors
  • quantification
  • dimensions
  • systems

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