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Estimation of dynamical invariants without embedding by recurrence plots.

Abstract:

In this paper we show that two dynamical invariants, the second order Renyi entropy and the correlation dimension, can be estimated from recurrence plots (RPs) with arbitrary embedding dimension and delay. This fact is interesting as these quantities are even invariant if no embedding is used. This is an important advantage of RPs compared to other techniques of nonlinear data analysis. These estimates for the correlation dimension and entropy are robust and, moreover, can be obtained at a lo...

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Publication status:
Published

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Publisher copy:
10.1063/1.1667633

Authors


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Institution:
University of Oxford
Department:
Oxford, MPLS, Physics, Atmos Ocean and Planet Physics
Role:
Author
Journal:
Chaos (Woodbury, N.Y.)
Volume:
14
Issue:
2
Pages:
234-243
Publication date:
2004-06-05
DOI:
EISSN:
1089-7682
ISSN:
1054-1500
URN:
uuid:2881c745-03e0-4e2a-8517-3a678dd8d42f
Source identifiers:
23749
Local pid:
pubs:23749
Language:
English

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