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threshold, delay,dimension

Posted: Thu Feb 11, 2016 11:27
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

Re: threshold, delay,dimension

Posted: Mon Feb 29, 2016 18:36
by David

if you have the CRP toolbox (see:, 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