Recurrence plots 25 years later —Gaining confidence in dynamical transitions
1 Potsdam Institute for Climate Impact Research - 14412 Potsdam, Germany, EU
2 Interdisciplinary Center for Dynamics of Complex Systems, University of Potsdam 14415 Potsdam Germany, EU
3 Department of Physics, Humboldt Universität zu Berlin - 10099 Berlin, Germany, EU
4 Department of Psychology, Humboldt Universität zu Berlin - 10099 Berlin, Germany, EU
5 Institute for Complex Systems and Mathematical Biology, University of Aberdeen - Aberdeen, UK, EU
Received: 19 November 2012
Accepted: 8 January 2013
Recurrence-plot–based time series analysis is widely used to study changes and transitions in the dynamics of a system or temporal deviations from its overall dynamical regime. However, most studies do not discuss the significance of the detected variations in the recurrence quantification measures. In this letter we propose a novel method to add a confidence measure to the recurrence quantification analysis. We show how this approach can be used to study significant changes in dynamical systems due to a change in control parameters, chaos-order as well as chaos-chaos transitions. Finally we study and discuss climate transitions by analysing a marine proxy record for past sea surface temperature.
This paper is dedicated to the 25th anniversary of the introduction of recurrence plots.
PACS: 05.45.Tp – Time series analysis / 05.10.-a – Computational methods in statistical physics and nonlinear dynamics / 92.60.Iv – Paleoclimatology
© EPLA, 2013