Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Jorge Belaire-Franch, Dulce Contreras
Title: Recurrence Plots in Nonlinear Time Series Analysis: Free Software
Abstract: Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology. This paper reviews one of the best free programs to apply nonlinear time series analysis: Visual Recurrence Analysis (VRA). This program is targeted to recurrence analysis and the so-called Recurrence Quantitative Analysis (RQA, the quantitative counterpart of recurrence plots), although it includes many procedures in a friendly visual environment. Comparisons with alternative programs are performed.

Page views:: 23342. Submitted: 2002-09-14. Published: 2002-09-25.
Paper: Recurrence Plots in Nonlinear Time Series Analysis: Free Software     Download PDF (Downloads: 29522)
DOI: 10.18637/jss.v007.i09

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.