Study of system dynamics through recurrence analysis of regular windows.

Abstract

In the recurrence quantification analysis of a dynamical system, the key parameters of the analysis significantly influence the qualitative changes in recurrence measures. Therefore, the values of these parameters must be selected carefully using appropriate rules. The embedding parameters provide rules and procedures for the determination of the above. However, rules for selecting the threshold parameter (ɛ) are still the subject of tests and studies. This study proposes a procedure for selecting appropriate values of ɛ and point density of a vector series based on variability and convergence criteria. A criterion for the linear convergence of recurrence results makes it possible to find a narrow range of the ɛ parameter that would be suitable for the analysis in question.