threshold, delay,dimension

General discussions and questions about recurrence plot and recurrence network related methods.
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sribinc200@gmail.com
Junior
Posts: 1
Joined: Fri Jan 8, 2016 09:02
Affiliation (Univ., Inst., Dept.): COCHIN UNIVERSITY OF SCIENCE AND TECHNOLOGY
Location: KASARAGOD,KERALA,INDIA
Research field: GEOPHYSICS

threshold, delay,dimension

Post by sribinc200@gmail.com »

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
David
Junior
Posts: 6
Joined: Wed Oct 8, 2014 13:00
Affiliation (Univ., Inst., Dept.): University of Muenster
Location: Muenster, Germany
Research field: fMRI, EEG research, resting-state

Re: threshold, delay,dimension

Post by David »

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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