threshold, delay,dimension

General discussions and questions about recurrence plot related methods.

threshold, delay,dimension

Postby sribinc200@gmail.com » Thu Feb 11, 2016 11:27

hi,
i am just a beginner and weak in statistics. I need to know the method of selection of values for threshold,delay and dimension for a time series for cross recurrence plot
sribinc200@gmail.com
Junior
 
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Re: threshold, delay,dimension

Postby David » Mon Feb 29, 2016 18:36

Hey,

if you have the CRP toolbox (see: http://www.recurrence-plot.tk/programmes.php), you can use the mi function for finding a delay and the fnn function to find an optimal dimension. Finding an optimal threshold is more difficult and depends on the data under consideration. For more information see: Marwan, N., Carmenromano, M., Thiel, M., & Kurths, J. (2007). Recurrence plots for the analysis of complex systems. Physics Reports, 438(5-6), 237–329. doi:10.1016/j.physrep.2006.11.001

greetings

David
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