Averaged Recurrence Quantification Analysis -- Method omitting the recurrence threshold choice

Abstract

Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by calculating the RQA measures for a range of thresholds (in fact recurrence rates). Specifically, we test the ability of the RQA measure determinism, to sort data with respect to their signal to noise ratios. We consider a periodic signal, simple chaotic logistic equation, and Lorenz system in the tested data set with different and even very small signal to noise ratios of lengths $10^2,10^3,10^4,$ and $10^5$. To make the calculations possible a new effective algorithm was developed for streamlining of the numerical operations on Graphics Processing Unit (GPU).

Accepted in EPJ ST on 19 July 2022

References in corpus (2)

• Nonlinear time-series analysis revisited
• X-ray timing and spectral variability properties of blazars S5 0716+714, OJ 287, Mrk 501, and RBS 2070