Summary
International Symposium on Nonlinear Theory and Its Applications
2022
Session Number:A5L-E
Session:
Number:A5L-E-01
Detecting Determinism in Noisy Time Series with Variable Minimal Diagonal Line Length in Recurrence Quantification Analysis
Nina Sviridova , Tohru Ikeguchi,
pp.180-183
Publication Date:12/12/2022
Online ISSN:2188-5079
Summary:
Determinism is an important property of deterministic dynamical systems. In many applied studies determinism is estimated by the recurrence quantification analysis (RQA) applied to the recurrence plot (RP). The presence of the noise disturbs and shortens the diagonal lines in the RP. Minimal diagonal line length is one of the parameters involved in estimating determinism value by RQA; therefore, its choice might affect the results of the determinism estimation in the presence of noise. This study estimated its effect on the determinism evaluation in noisy data. The results demonstrated that the determinism value as a function of the minimal diagonal line length has a different decrease trend for noise-free and noisy data.