On a topological classification of recurrence plots: Application to noise perturbed molecular dynamics time series.

Abstract

In the present paper, a topological classification of recurrence plots of time series that are constructed with equal embedding dimension and delay time is proposed by defining a metric structure in the set of those recurrence plots. To achieve this, the Recurrence Plot deviation distance and the Recurrence deviation plot are introduced along with qualitative and quantitative indices, which allows for a detailed comparison of the recurrence plots of two time series and their corresponding dynamical systems. In the range of values studied, the application of additive noise on the thermostat results in a less deterministic system behavior, quite close to that of the system with the unperturbed thermostat. On the other hand, multiplicative noise of small strength results in a less deterministic system quite close to the unperturbed system behavior. For a larger strength, the system presents a behavior which is significantly different from that of the unperturbed system. The new methodology introduced here provides detailed quantitative and graphical insights for the way that noise, additive and multiplicative, influences on the morphology of recurrence plots of the unperturbed and noise perturbed time series. The results are encouraging for potential future applications on the analysis of complex dynamical systems.