STATISTICAL TESTS FOR SERIAL DEPENDENCE AND LAMINARITY ON RECURRENCE PLOTS
2011 ◽
Vol 21
(04)
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pp. 1077-1084
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Keyword(s):
Although recurrence quantification analysis provides useful information about underlying dynamics, it cannot be used to obtain significance levels on its own. Therefore, we propose methods to determine significance levels of serial dependence and laminarity from plotted patterns of recurrence plots. We evaluate the probability of two recurrences with an assumption that these recurrences are statistically independent. By modeling the number of simultaneous recurrences with a binomial distribution, we obtain the significance levels of serial dependence and laminarity without generating surrogate data. Further, we apply the proposed methods to a real wind dataset and find that it has serial dependence and laminarity.
2020 ◽
Vol 32
(04)
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pp. 2050029
2009 ◽
Vol 64
(1-2)
◽
pp. 96-102
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2016 ◽
Vol 849
◽
pp. 95-105
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2011 ◽
Vol 21
(04)
◽
pp. 1141-1151
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2017 ◽
Vol 469
◽
pp. 381-389
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2011 ◽
Vol 21
(04)
◽
pp. 1003-1017
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2019 ◽
Vol 9
(1S5)
◽
pp. 92-94