The CRP Toolbox for Matlab® allows for the creation of recurrence plots (RPs) as well as cross and joint recurrence plots (CRPs/ JRPs). It provides the most up-to-date quantification analysis of RPs, CRPs and JRPs (RQA), which includes the new measures of complexity as LAM and TT. Moreover, a time scale alignment tool based on CRPs is available.
Further useful tools and methods of nonlinear time series analysis and data preparation are provided:
- ACE - estimation of optimal transformations and maximal correlation
- AR parameter estimation via Yule-Walker method
- Fast multi-dimensional histogram estimation
- Phase space tools (parameters, size, visualisation
- Transformation of the data distribution to a desired distribution
- Windowed plot of statistical parameters
This toolbox can be used by a comfortable graphical user interface as well as on commandline (e.g. for batch computations).
A printable reference manual and a web based documentation with examples and screenshots is available. The installation is very simple by a simple automatic installation file (provided through the Makeinstall programme).
More information about recurrence plots: www.recurrence-plot.tk
|Keywords||Identification, Other, Time series analysis, Visualization|
|References to Papers|J.-P. Eckmann, S. O. Kamphorst, D. Ruelle. Recurrence Plots of Dynamical Systems, Europhysics Letters, 5, 973–977 (1987).
J. B. Gao, H. Q. Cai. On the structures and quantification of recurrence plots, Physics Letters A, (1–2), 75–87 (2000).
N. Marwan, M. Thiel, N. R. Nowaczyk. Cross Recurrence Plot Based Synchronization of Time Series, Nonlinear Processes in Geophysics, 9(3/4), 325–331 (2002).
N. Marwan, N. Wessel, U. Meyerfeldt, A. Schirdewan, J. Kurths. Recurrence Plot Based Measures of Complexity and its Application to Heart Rate Variability Data, Physical Review E, 66(2), 026702 (2002).
M. C. Romano, M. Thiel, J. Kurths, W. von Bloh. Multivariate Recurrence Plots, Physics Letters A,330(3–4), 214-223 (2004).
J. P. Zbilut, C. L. Webber Jr.. Embeddings and delays as derived from quantification of recurrence plots, Physics Letters A, 171