Multivariate RP

Extensions of the recurrence plot approach to multivariate and spatial data.

Multivariate RP

Postby Gerald » Fri May 26, 2006 20:18

I am interested in know about the analysis of multiple variables in time. In other words the recurrences of one variable in relation with others.

My research is related with rainfall and runoff process in hydrology. In principle there are many time relationships between different spatial precipitations and other enviromental variables.

Could someone tell me if there is any research working with analysis combining multiple variables.
Gerald
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Postby Norbert » Tue May 30, 2006 07:29

You could utilise joint recurrence plots (JRP), which are real multi-variate tools. Although in publications the JRPs are used as bi-variate tools, do not hesitate to apply them as multi-variate tools.

Have also a look at the comments and suggested literature at http://forum.recurrence-plot.tk/viewtopic.php?t=12

But maybe someone has another idea how to process multi-variate data? I would be curious about it.

Best regards,
Norbert
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Re: Multivariate RP

Postby sultornsanee » Fri Oct 28, 2011 17:46

I am interested in the multivariate RPs a lot. I have an idea for multiple time series analysis using RPs or RQA. I will make an experiment and give you hints soon. :D
Sivarit Sultornsanee (Tony)

Network/Nano Science and Engineering Laboratory (NSE Lab)
360 Huntington Ave., Room 320 SN, Boston, MA 02038, USA
E-mail: SULTORNSANEE.S@HUSKY.NEU.EDU
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Re: Multivariate RP

Postby Norbert » Fri Oct 28, 2011 21:17

Hi Toni,

I look forward to see your approach.

Best regards
Norbert
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