Abstract
The multiwavelet scale multidimensional recurrence quantification analysis (MWMRQA) method is proposed in this paper, which is a combination of multidimensional recurrence quantification analysis and wavelet packet decomposition. It allows us to quantify the recurrence properties of a single multidimensional time series under different wavelet scales. We apply the MWMRQA method to the Lorenz system and the Chinese stock market, respectively, and show the feasibility of this method as well as the dynamic variation of the Lorenz system and the Chinese stock market under different wavelet scales. This provides another perspective for other disciplines that need to study the recurrence properties of different scales in the future.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Chaos: An Interdisciplinary Journal of Nonlinear Science
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
