Recurrence Plots in Nonlinear Time Series Analysis: Free Software
AbstractRecurrence 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.
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of Statistical Software.
Volume (Year): 07 ()
Issue (Month): i09 ()
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