Cross-Recurrence Quantification Analysis for Continuous and Categorial Time-series

Description

CRQA is a package to perform cross-recurrence quantification analysis between two time-series, of either categorical or continuous values. It provides different methods for profiling cross-recurrence, i.e., only looking at the diagonal recurrent points, as well as more in-depth measures of the whole cross-recurrence plot, e.g., percentage recurrence.

Details

crqa: core cross recurrence function, which examines recurrent structures between time-series, which are time-delayed and embedded in higher dimensional space.

drpdfromts: cross-recurrence profile of two-times series

CTcrqa: calculates cross-recurrence of categorical time-series by means of Contingency Tables. Usefull if co-occurences between states has to be tracked.

optimizeParam: find the optimal radius, delay, and embedding dimension parameters to compute cross-recurrence of two continuous time-series.

runcrqa: Wrapper calling different methods to compute CRQA. For each method, an appropriate set of parameters should be chosen.

windowdrp: windowed-recurrence profile, similar to window cross-correlation analysis, it calculates how recurrence of the two time-series develop over time.

Author(s)

Moreno I. Coco (moreno.cocoi@gmail.com)

References

Webber Jr, C. L., and Zbilut, J. P. (2005). Recurrence quantification analysis of nonlinear dynamical systems. Tutorials in contemporary nonlinear methods for the behavioral sciences, 26-94. Marwan, N., and Kurths, J. Nonlinear analysis of bivariate data with cross recurrence plots. Physics Letters A 302.5 (2002): 299-307.

Examples

data(crqa) ## load data 

## cross-recurrence diagonal profile
drpdfromts(RDts1, RDts2, ws = 40, datatype = "categorical")

Results