scholarly journals A Time Series Approach to Random Number Generation: Using Recurrence Quantification Analysis to Capture Executive Behavior

Author(s):  
Wouter Oomens ◽  
Joseph H. R. Maes ◽  
Fred Hasselman ◽  
Jos I. M. Egger
2021 ◽  
Vol 12 ◽  
Author(s):  
Wouter Oomens ◽  
Joseph H. R. Maes ◽  
Fred Hasselman ◽  
Jos I. M. Egger

The Random Number Generation (RNG) task has a long history in neuropsychology as an assessment procedure for executive functioning. In recent years, understanding of human (executive) behavior has gradually changed from reflecting a static to a dynamic process and this shift in thinking about behavior gives a new angle to interpret test results. However, this shift also asks for different methods to process random number sequences. The RNG task is suited for applying non-linear methods needed to uncover the underlying dynamics of random number generation. In the current article we present RandseqR: an R-package that combines the calculation of classic randomization measures and Recurrence Quantification Analysis. RandseqR is an easy to use, flexible and fast way to process random number sequences and readies the RNG task for current scientific and clinical use.


Author(s):  
João A. Bastos

Recurrence quantification analysis is a nonlinear time series analysis technique that detects deterministic dependencies in time series. This technique is particularly appropriate for modeling financial time series since it requires no assumptions on stationarity, statistical distribution, and minimum number of observations. This chapter illustrates two applications of recurrence quantification analysis to financial data: a set of international stock indices, and zero-coupon yields of US government bonds.


2009 ◽  
Vol 19 (08) ◽  
pp. 2487-2498 ◽  
Author(s):  
T. E. KARAKASIDIS ◽  
A. LIAKOPOULOS ◽  
A. FRAGKOU ◽  
P. PAPANICOLAOU

We present an analysis of temperature fluctuations in a horizontal round heated turbulent jet. Instantaneous temperature time series were recorded at several points along a horizontal line in the plane of symmetry of the jet. The time series are analyzed using Recurrence Quantification Analysis (RQA). The variation of characteristic RQA measures is associated with and interpreted via the transitions of the physical state of the fluid from the fully-turbulent flow near the jet centerline to the transitional flow near the boundary of the jet.


2015 ◽  
Vol 9 (2) ◽  
pp. 99-104
Author(s):  
Romuald Mosdorf ◽  
Grzegorz Górski

Abstract The two-phase flow (water-air) occurring in square minichannel (3x3 mm) has been analysed. In the minichannel it has been observed: bubbly flow, flow of confined bubbles, flow of elongated bubbles, slug flow and semi-annular flow. The time series recorded by laser-phototransistor sensor was analysed using the recurrence quantification analysis. The two coefficients:Recurrence rate (RR) and Determinism (DET) have been used for identification of differences between the dynamics of two-phase flow patterns. The algorithm which has been used normalizes the analysed time series before calculating the recurrence plots.Therefore in analysis the quantitative signal characteristicswas neglected. Despite of the neglect of quantitative signal characteristics the analysis of its dynamics (chart of DET vs. RR) allows to identify the two-phase flow patterns. This confirms that this type of analysis can be used to identify the two-phase flow patterns in minichannels.


AppliedMath ◽  
2022 ◽  
Vol 2 (1) ◽  
pp. 1-15
Author(s):  
Athanasios Fragkou ◽  
Avraam Charakopoulos ◽  
Theodoros Karakasidis ◽  
Antonios Liakopoulos

Understanding the underlying processes and extracting detailed characteristics of rivers is critical and has not yet been fully developed. The purpose of this study was to examine the performance of non-linear time series methods on environmental data. Specifically, we performed an analysis of water level measurements, extracted from sensors, located on specified stations along the Nestos River (Greece), with Recurrence Plots (RP) and Recurrence Quantification Analysis (RQA) methods. A more detailed inspection with the sliding windows (epoqs) method was applied on the Recurrence Rate, Average Diagonal Line and Trapping Time parameters, with results showing phase transitions providing useful information about the dynamics of the system. The suggested method seems to be promising for the detection of the dynamical transitions that can characterize distinct time windows of the time series and reveals information about the changes in state within the whole time series. The results will be useful for designing the energy policy investments of producers and also will be helpful for dam management assessment as well as government energy policy.


2014 ◽  
Vol 1 ◽  
pp. 268-271
Author(s):  
Kenichi Arai ◽  
Takahisa Harayama ◽  
Peter Davis ◽  
Jun Muramatsu ◽  
Satoshi Sunada

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