Visual Recurrence Analysis (VRA) for Windows 95/98/ME/2000/NT/XP is a software package for topological analysis, qualitative and quantitative assessment, and nonparametric prediction of nonlinear and chaotic time series.

Main features:

• Pattern and determinism recognition in the time series using the recurrence plot, which is essentially a graphical representation of the correlation integral in such a way so that the temporal dependence in the system under study is preserved.
• Dynamic recurrence quantification analysis (RQA) for recurrence plots classification and characterization: analyze stationarity, periodicity, determinism, and complexity of the dynamical system as it evolves over time.
• Recurrence plots animation: see the dynamical system trajectories recovered from the time series stretch and unfold in real time.
• Average Mutual Information, False Nearest Neighbors, Recurrence Histogram and spatio-temporal entropy methods to determine the optimal values of embedding dimension and time delay for delayed coordinate embedding.
• Nonparametric modeling for nonlinear time series prediction. A wide variety of models and options is available, including nearest neighbor, locally constant, locally linear, locally weighted linear, kernel regression, and radial basis functions models.
• Nonparametric noise reduction
• State space graph
• Importing time series stored in different file formats, including ASCII text, MS Excel, and sound (WAVE) formats.
• Sample data sets (periodic, chaotic, and random), comprehensive context-sensitive help, and references are included.