Recurrence quantity analysis based on singular value decomposition

Recurrence plot (RP) has turned into a powerful tool in many different sciences in the last three decades. To quantify the complexity and structure of RP, recurrence quantification analysis (RQA) has been developed based on the measures of recurrence density, diagonal lines, vertical lines and horizontal lines. This paper will study the RP based on singular value decomposition which is a new perspective of RP study. Principal singular value proportion (PSVP) will be proposed as one new RQA measure and bigger PSVP means higher complexity for one system. In contrast, smaller PSVP reflects a regular and stable system. Considering the advantage of this method in detecting the complexity and periodicity of systems, several simulation and real data experiments are chosen to examine the performance of this new RQA.