Article ID Journal Published Year Pages File Type
1897516 Physica D: Nonlinear Phenomena 2009 5 Pages PDF
Abstract

In the recent article “Stochastic analysis of recurrence plots with applications to the detection of deterministic signals” (Physica D 237 (2008) 619–629), Rohde et al. stated that the performance of RQA in order to detect deterministic signals would be below traditional and well-known detectors. However, we have concerns about such a general statement. Based on our own studies we cannot confirm their conclusions. Our findings suggest that the measures of complexity provided by RQA are useful detectors outperforming well-known traditional detectors, in particular for the detection of signals of complex systems, with phase differences or signals modified due to the measurement process.Nevertheless, we also clearly assert that an uncritical application of RQA may lead to wrong conclusions.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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