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Recurrence Plots in Nonlinear Time Series Analysis: Free Software

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Author Info

  • Jorge Belaire-Franch
  • Dulce Contreras

Abstract

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.

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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Statistical Software.

Volume (Year): 07 ()
Issue (Month): i09 ()
Pages:

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Handle: RePEc:jss:jstsof:07:i09

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Web page: http://www.jstatsoft.org/

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  1. Brock, William A. & Sayers, Chera L., 1988. "Is the business cycle characterized by deterministic chaos?," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 71-90, July.
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Cited by:
  1. Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
  2. Lucia Ceja & José Navarro, 2009. "Dynamics of Flow: A Nonlinear Perspective," Journal of Happiness Studies, Springer, vol. 10(6), pages 665-684, December.

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