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Density-based recurrence measures from microstates

Authors
/persons/resource/Felipe.Eduardo

Lopes da Cruz,  Felipe Eduardo
Potsdam Institute for Climate Impact Research;

Prado,  Thiago de Lima
External Organizations;

Lopes,  Sergio Roberto
External Organizations;

/persons/resource/Marwan

Marwan,  Norbert       
Potsdam Institute for Climate Impact Research;

/persons/resource/Juergen.Kurths

Kurths,  Jürgen
Potsdam Institute for Climate Impact Research;

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cruz_2025_PhysRevE.111.044212.pdf
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Citation

Lopes da Cruz, F. E., Prado, T. d. L., Lopes, S. R., Marwan, N., Kurths, J. (2025): Density-based recurrence measures from microstates. - Physical Review E, 111, 4, 044212.
https://doi.org/10.1103/PhysRevE.111.044212


Cite as: https://publications.pik-potsdam.de/pubman/item/item_32550
Abstract
Recurrence analysis is a powerful tool for nonlinear time series analysis deeply rooted in the theory of dynamical systems, finding applications across many areas of science. It works by mapping recurrences of a time series or phase space trajectory into a logical matrix. Recurrence quantification analyses (RQAs) are computed from its internal structures, such as recurrence density and the distribution of diagonal and vertical lines. Here, we link the density-based recurrence measures such as determinism and laminarity to the concept of microstates. We present a way to obtain the histogram of both diagonal and vertical lines from recurrence microstates, which are small square submatrices of the recurrence matrix. This approach opens up a line of research by reframing traditional RQAs in terms of microstates. Therefore, we establish a bridge between concepts of traditional lines-based RQA and recurrence microstates, and illustrate this for various paradigmatic systems.