| Presentation | 2019-05-10 Feature extraction of nonlinear time series signal by threshold variation of recurrence plot Shiki Kanamaru, Yutaka Shimada, Tohru Ikeguchi, |
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| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | In this report, we propose a feature extraction method of nonlinear time series by threshold variation of the recurrence plot and the iso-directional neighbors plot. The iso-directional neighbors plot is an extension of the recurrence plot, which is one of the nonlinear time series analysis methods. Calculating quantitative indices DET and $R$ from recurrence plot and iso-directional plot, we investigate whether intrinsic features behind the time series can be detected using DET and $R$. Them, we propose a method for detecting nonlinear deterministic features of time series by changing the threshold value that determines proximity in recurrence plots and observing transition of the DET and the $R$. From the experimental results in this report, it is suggested that the behavior of the DET with the change of the threshold is effective for extracting nonlinearity and determinisity of time series. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Recurrence Plot / Iso-directional Recurrence Plot / Iso-directional Neighbors Plot / Occurrence Probability / Threshold Fluctuation / Nonlinear Time series Analysis |
| Paper # | NLP2019-5 |
| Date of Issue | 2019-05-03 (NLP) |
| Conference Information | |
| Committee | NLP |
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| Conference Date | 2019/5/10(2days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | J:COM HoltoHALL OITA |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | etc. |
| Chair | Norikazu Takahashi(Okayama Univ.) |
| Vice Chair | Hiroaki Kurokawa(Tokyo Univ. of Tech.) |
| Secretary | Hiroaki Kurokawa(Hiroshima Inst. of Tech.) |
| Assistant | Masayuki Kimura(Kyoto Univ.) / Yutaka Shimada(Saitama Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Nonlinear Problems |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Feature extraction of nonlinear time series signal by threshold variation of recurrence plot |
| Sub Title (in English) | |
| Keyword(1) | Recurrence Plot |
| Keyword(2) | Iso-directional Recurrence Plot |
| Keyword(3) | Iso-directional Neighbors Plot |
| Keyword(4) | Occurrence Probability |
| Keyword(5) | Threshold Fluctuation |
| Keyword(6) | Nonlinear Time series Analysis |
| 1st Author's Name | Shiki Kanamaru |
| 1st Author's Affiliation | Tokyo University of Science(TUS) |
| 2nd Author's Name | Yutaka Shimada |
| 2nd Author's Affiliation | Saitama University(Saitama Univ.) |
| 3rd Author's Name | Tohru Ikeguchi |
| 3rd Author's Affiliation | Tokyo University of Science(TUS) |
| Date | 2019-05-10 |
| Paper # | NLP2019-5 |
| Volume (vol) | vol.119 |
| Number (no) | NLP-19 |
| Page | pp.pp.23-28(NLP), |
| #Pages | 6 |
| Date of Issue | 2019-05-03 (NLP) |