Recurrence Plots in Nonlinear Time Series Analysis: Free Software

Dulce Contreras and Jorge Belaire-Franch ()

Journal of Statistical Software, 2002, vol. 07, issue 09

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.

Date: 2002-09-14

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Persistent link: http://EconPapers.repec.org/RePEc:jss:jstsof:07:i09

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