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  In search of determinism-sensitive region to avoid artefacts in recurrence plots

Wendi, D., Marwan, N., Merz, B. (2018): In search of determinism-sensitive region to avoid artefacts in recurrence plots. - International Journal of Bifurcation and Chaos, 28, 1, 1850007.
https://doi.org/10.1142/S0218127418500074

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Wendi, D.1, Author
Marwan, Norbert2, Author              
Merz, B.1, Author
Affiliations:
1External Organizations, ou_persistent22              
2Potsdam Institute for Climate Impact Research, ou_persistent13              

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 Abstract: As an effort to reduce parameter uncertainties in constructing recurrence plots, and in particular to avoid potential artefacts, this paper presents a technique to derive artefact-safe region of parameter sets. This technique exploits both deterministic (incl. chaos) and stochastic signal characteristics of recurrence quantification (i.e. diagonal structures). It is useful when the evaluated signal is known to be deterministic. This study focuses on the recurrence plot generated from the reconstructed phase space in order to represent many real application scenarios when not all variables to describe a system are available (data scarcity). The technique involves random shuffling of the original signal to destroy its original deterministic characteristics. Its purpose is to evaluate whether the determinism values of the original and the shuffled signal remain closely together, and therefore suggesting that the recurrence plot might comprise artefacts. The use of such determinism-sensitive region shall be accompanied by standard embedding optimization approaches, e.g. using indices like false nearest neighbor and mutual information, to result in a more reliable recurrence plot parameterization.

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 Dates: 2018
 Publication Status: Finally published
 Pages: -
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 Table of Contents: -
 Rev. Type: Peer
 Identifiers: DOI: 10.1142/S0218127418500074
PIKDOMAIN: Transdisciplinary Concepts & Methods - Research Domain IV
eDoc: 8083
Research topic keyword: Nonlinear Dynamics
Research topic keyword: Extremes
Model / method: Nonlinear Data Analysis
Regional keyword: Germany
Organisational keyword: RD4 - Complexity Science
Working Group: Development of advanced time series analysis techniques
 Degree: -

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Title: International Journal of Bifurcation and Chaos
Source Genre: Journal, SCI, Scopus, p3
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Pages: - Volume / Issue: 28 (1) Sequence Number: 1850007 Start / End Page: - Identifier: CoNE: https://publications.pik-potsdam.de/cone/journals/resource/journals216