RECURRENCE PLOTS

Dear Norbert,

I did not completely grasp the difference between joint RP's and CRP's but get it now. Thanks again. I will report back with results.

Thanks ,


Georges

Hi, all

I have the same question. Would you like to explain the difference, please? Thanks a lot.

Hi Jessica,

a CRP tests for the simultaneous occurrences of similar states in two different systems, whereas a JRP tests for the simultaneous occurrences of recurrences in two different states (where the states can be really very different).

Further explanations with regard to an application can be found here http://forum.recurrence-plot.tk/viewtopic.php?t=12.

I hope it helps and answers your question. Don't hesitate to ask if you still need to know something more. We are glad to answer every question.

Best regards
Norbert

I tried to use multi time series for JRQA but I think it doesn't work. I tried to use 6 channels of time series but it doesn't work. Could you give me an example? .. or your toolbox is bugged ?

as explained in the help of the jrp function, it is working only for two time series. but you can simply create your own JRP by multiplying separate single RPs:

Code: Select all

x1=rand(200,1);
x2=rand(200,1);
x3=rand(200,1);
x4=rand(200,1);
X1=crp(x1);
X2=crp(x2);
X3=crp(x3);
X4=crp(x4);
J=X1.*X2.*X3.*X4;

(in this particulat example, do not expect to get a JRP with many points because the probability of finding simultaneous recurrences at the same times in 4 different random processes is vanishing)