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.
Keywords | Dynamics (phase diagrams), Visualization |
Model | |
Software Type | |
Language | |
Platform | |
Availability | |
Contact Person | Eugene Kononov (nonlinear5 AT yahoo DOT com) |