Bands of white space in RPs

General discussions and questions about recurrence plot and recurrence network related methods.
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Research field: Chaos Theory applied to Finance

Bands of white space in RPs

Post by PiPier »

Dear all,

I am new in the forum and I hope I don't ask boring or trivial questions. I just started studying recurrence plots and I'm reading as much literature as possible on them.

Starting from a time series, I built the following RP:
Immagine.png (44.39 KiB) Viewed 14402 times
In the plot some types of small-scale texture may be identified. Single, isolated recurrent points which reflect random, stochastic behavior; horizontal segments, which means that some states do not change or change slowly for some time (indication for laminar states).

Moreover, bands of white space (no recurrent points) indicate transient activity or an abrupt level change, and may reflect an underlying state change. They occurs in that RP. However, here we can note an entire white band, above the black diagonal line. Namely, if i and j are, respectively, the x- and y-coordinates, we have that the (i,j) entry of the matrix that formally describe the RP, is equal to zero for i<j. Could we derive other meanings from that particular triangular pattern?

Any thoughts?

Thank you so much!
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Affiliation (Univ., Inst., Dept.): Potsdam Institute for Climate Impact Research, Germany
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Location: Potsdam Institute for Climate Impact Research, Germany

Re: Bands of white space in RPs

Post by Norbert »

Hi Pier,

the empty region means that the states in this epoch do not occur at any other times. These state are unique. Perhaps you could also show us the time series?

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