Nonlinear analysis of bivariate data with cross recurrence plots

被引：354

作者：

Marwan, N ^{[1
]}

Kurths, J ^{[1
]}

机构：

[1] Univ Potsdam, Dept Phys, D-14415 Potsdam, Germany

来源：

PHYSICS LETTERS A | 2002年 / 302卷 / 5-6期

关键词：

data analysis; correlation test; cross recurrence plot; nonlinear dynamics;

D O I：

10.1016/S0375-9601(02)01170-2

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：299 / 307

页数：9

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