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Embeddings and delays as derived from quantification of recurrence plots

Physics Letters APublished 1 December 1992
Joseph P. Zbilut, Charles L. Webber
Citations1,076
SJR quartileQ2
SJR score0.46
SNIP0.81

TL;DR

Recurrence plots have been advocated as a useful diagnostic tool for the assessment of dynamical time series by quantifying certain features of these plots which may be helpful in determining embeddings and delays.

Abstract

Recurrence plots have been advocated as a useful diagnostic tool for the assessment of dynamical time series. We extend the usefulness of this tool by quantifying certain features of these plots which may be helpful in determining embeddings and delays.

Keywords

Computer ScienceEconomics, Econometrics and FinancePhysics and Astronomy