Faithfulness of Recurrence Plots: A Mathematical Proof
2015 ◽
Vol 25
(12)
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pp. 1550168
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It is practically known that a recurrence plot, a two-dimensional visualization of time series data, can contain almost all information related to the underlying dynamics except for its spatial scale because we can recover a rough shape for the original time series from the recurrence plot even if the original time series is multivariate. We here provide a mathematical proof that the metric defined by a recurrence plot [Hirata et al., 2008] is equivalent to the Euclidean metric under mild conditions.
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2021 ◽
Keyword(s):
2016 ◽
Vol 26
(2)
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pp. 023116
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Keyword(s):
2008 ◽
Vol 164
(1)
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pp. 13-22
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