CRP toolbox for more than two time series

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CRP toolbox for more than two time series

Postby shahnazu69 » Mon Oct 17, 2016 13:44

Hi,
I'm new to the forum and to the CRP toolbox and trying to use the CRP to carry out CRQA of more than two time series.
i know there is such option for JRP but how about CRP?? would it be possible to compare more than two time series in CRP?

Thank you so much!
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Re: CRP toolbox for more than two time series

Postby Norbert » Tue Oct 18, 2016 07:24

Hi,

no, you can only compare two time series with a CRP. But what is your research question? I guess that a bivariate test is mostly sufficient.

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Norbert
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Re: CRP toolbox for more than two time series

Postby shahnazu69 » Sun Oct 23, 2016 13:39

Norbert wrote:Hi,

no, you can only compare two time series with a CRP. But what is your research question? I guess that a bivariate test is mostly sufficient.

Best
Norbert



first of all,thanks for your quickly answer.I'm going to combine time series of wind speeds in different area and carry out some Quantification Analysis for each combination.by the way, what is bivariate test?
all the best
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Re: CRP toolbox for more than two time series

Postby Norbert » Tue Oct 25, 2016 07:40

  • univariate means you analyse only one time series
  • bivariate means you analyse two time series, e.g., correlation
  • multivariate means you analyse more than one time series, usually more than two
in your case, i guess you simply compare two time series, but all available pairs. your problem looks quite similar what we are doing in climate network analysis. maybe this would be also of interest for you?

  • J. F. Donges, Y. Zou, N. Marwan, J. Kurths: The backbone of the climate network, Europhysics Letters, 87, 48007 (2009). DOI:10.1209/0295-5075/87/48007
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Re: CRP toolbox for more than two time series

Postby shahnazu69 » Mon Nov 14, 2016 08:27

thank you so much!
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