Nonlinear analysis of bivariate data with cross recurrence plots

Details Nonlinear analysis of bivariate data with cross recurrence plots Nonlinear analysis of bivariate data with cross recurrence plots

2002-01-29

arxiv.org/abs/physics/0201061v2

Physics Letters A, 302(5-6), 2002, 299-307

Physics

Data Analysis, Statistics and Probability

Scientific paper

10.1016/S0375-9601(02)01170-2

We use the extension of the method of recurrence plots to cross recurrence plots (CRP) which enables a nonlinear analysis of bivariate data. To quantify CRPs, we develop further three measures of complexity mainly basing on diagonal structures in CRPs. The CRP analysis of prototypical model systems with nonlinear interactions demonstrates that this technique enables to find these nonlinear interrelations from bivariate time series, whereas linear correlation tests do not. Applying the CRP analysis to climatological data, we find a complex relationship between rainfall and El Nino data.

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