hi,
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
threshold, delay,dimension
-
- Junior
- Posts: 1
- Joined: Fri Jan 8, 2016 09:02
- Affiliation (Univ., Inst., Dept.): COCHIN UNIVERSITY OF SCIENCE AND TECHNOLOGY
- Location: KASARAGOD,KERALA,INDIA
- Research field: GEOPHYSICS
-
- Junior
- Posts: 6
- Joined: Wed Oct 8, 2014 13:00
- Affiliation (Univ., Inst., Dept.): University of Muenster
- Location: Muenster, Germany
- Research field: fMRI, EEG research, resting-state
Re: threshold, delay,dimension
Hey,
if you have the CRP toolbox (see: http://www.recurrence-plot.tk/programmes.php), 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
greetings
David
if you have the CRP toolbox (see: http://www.recurrence-plot.tk/programmes.php), 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
greetings
David