Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1864251 | Physics Letters A | 2009 | 6 Pages |
Abstract
In the recent past, recurrence quantification analysis (RQA) has gained an increasing interest in various research areas. The complexity measures the RQA provides have been useful in describing and analysing a broad range of data. It is known to be rather robust to noise and nonstationarities. Yet, one key question in empirical research concerns the confidence bounds of measured data. In the present Letter we suggest a method for estimating the confidence bounds of recurrence-based complexity measures. We study the applicability of the suggested method with model and real-life data.
Related Topics
Physical Sciences and Engineering
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Authors
Stefan Schinkel, N. Marwan, O. Dimigen, J. Kurths,