Recurrence Quantification Analysis and Principal Components in the Detection of Short Complex Signals

Recurrence plots were introduced to help aid the detection of signals in complicated data series. This effort was furthered by the quantification of recurrence plot elements. We now demonstrate the utility of combining recurrence quantification analysis with principal components analysis to allow for a probabilistic evaluation for the presence of deterministic signals in relatively short data lengths.Comment: 10 pages, 3 figures; Elsevier preprint, elsart style; programs used for analysis available for download at http://homepages.luc.edu/~cwebbe

Fractal Fluctuations and Quantum-Like Chaos in the Brain by Analysis of Variability of Brain Waves: A New Method Based on a Fractal Variance Function and Random Matrix Theory

We developed a new method for analysis of fundamental brain waves as recorded by EEG. To this purpose we introduce a Fractal Variance Function that is based on the calculation of the variogram. The method is completed by using Random Matrix Theory. Some examples are given

Nonlinear analysis of bivariate data with cross recurrence plots

We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data

Recurrence plot statistics and the effect of embedding

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably determinism and entropy of line length distribution, to the correlation sum as a function of embedding dimension. These expressions are obtained by deriving the transformation which generates an embedded recurrence plot from an unembedded plot. A single unembedded recurrence plot thus provides the statistics of all possible embedded recurrence plots. If the correlation sum scales exponentially with embedding dimension, we show that these statistics are determined entirely by the exponent of the exponential. This explains the results of Iwanski and Bradley (Chaos 8 [1998] 861-871) who found that certain recurrence plot statistics are apparently invariant to embedding dimension for certain low-dimensional systems. We also examine the relationship between the mutual information content of two timeseries and the common recurrent structure seen in their recurrence plots. This allows time-localized contributions to mutual information to be visualized. This technique is demonstrated using geomagnetic index data; we show that the AU and AL geomagnetic indices share half their information, and find the timescale on which mutual features appear

Cross-Recurrence Quantification Analysis of Categorical and Continuous Time Series: an R package

This paper describes the R package crqa to perform cross-recurrence quantification analysis of two time series of either a categorical or continuous nature. Streams of behavioral information, from eye movements to linguistic elements, unfold over time. When two people interact, such as in conversation, they often adapt to each other, leading these behavioral levels to exhibit recurrent states. In dialogue, for example, interlocutors adapt to each other by exchanging interactive cues: smiles, nods, gestures, choice of words, and so on. In order for us to capture closely the goings-on of dynamic interaction, and uncover the extent of coupling between two individuals, we need to quantify how much recurrence is taking place at these levels. Methods available in crqa would allow researchers in cognitive science to pose such questions as how much are two people recurrent at some level of analysis, what is the characteristic lag time for one person to maximally match another, or whether one person is leading another. First, we set the theoretical ground to understand the difference between 'correlation' and 'co-visitation' when comparing two time series, using an aggregative or cross-recurrence approach. Then, we describe more formally the principles of cross-recurrence, and show with the current package how to carry out analyses applying them. We end the paper by comparing computational efficiency, and results' consistency, of crqa R package, with the benchmark MATLAB toolbox crptoolbox. We show perfect comparability between the two libraries on both levels

Recurrence quantification analysis as a tool for the characterization of molecular dynamics simulations

A molecular dynamics simulation of a Lennard-Jones fluid, and a trajectory of the B1 immunoglobulin G-binding domain of streptococcal protein G (B1-IgG) simulated in water are analyzed by recurrence quantification, which is noteworthy for its independence from stationarity constraints, as well as its ability to detect transients, and both linear and nonlinear state changes. The results demonstrate the sensitivity of the technique for the discrimination of phase sensitive dynamics. Physical interpretation of the recurrence measures is also discussed.Comment: 7 pages, 8 figures, revtex; revised for review for Phys. Rev. E (clarifications and expansion of discussion)-- addition of the 8 postscript figures previously omitted, but unchanged from version

Electronic Journal of Theoretical Physics Non Linear Assessment of Musical Consonance

Abstract: The position of intervals and the degree of musical consonance can be objectively explained by temporal series formed by mixing two pure sounds covering an octave. This result is achieved by means of Recurrence Quantification Analysis (RQA) without considering neither overtones nor physiological hypotheses. The obtained prediction of a consonance can be considered a novel solution to Galileo’s conjecture on the nature of consonance. It constitutes an objective link between musical performance and listeners ’ hearing activity