6533b870fe1ef96bd12cfbdc

RESEARCH PRODUCT

Recurrence Plots in Nonlinear Time Series Analysis: Free Software

Dulce ContrerasJorge Belaire-franch

subject

Statistics and ProbabilityComputer sciencebusiness.industrycomputer.software_genreNonlinear time series analysisSoftwareQuantitative analysis (finance)StatisticsData miningStatistics Probability and Uncertaintybusinesslcsh:Statisticslcsh:HA1-4737computerSoftware

description

Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology. This paper reviews one of the best free programs to apply nonlinear time series analysis: Visual Recurrence Analysis (VRA). This program is targeted to recurrence analysis and the so-called Recurrence Quantitative Analysis (RQA, the quantitative counterpart of recurrence plots), although it includes many procedures in a friendly visual environment. Comparisons with alternative programs are performed.

yearjournalcountryeditionlanguage
2002-01-01Journal of Statistical Software
10.18637/jss.v007.i09https://www.jstatsoft.org/index.php/jss/article/view/v007i09