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Recurrence Quantification Analysis and Principal Components in the Detection of Short Complex Signals

J. P. Zbilut, A. Giuliani, C. L. Webber,

chao-dynarXiv:chao-dyn/9712017

Abstract

Recurrence plots were introduced to help aid the detection of signals in complicated data series. This effort was furthered by the quantification of recurrence plot elements. We now demonstrate the utility of combining recurrence quantification analysis with principal components analysis to allow for a probabilistic evaluation for the presence of deterministic signals in relatively short data lengths.

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