How to avoid potential pitfalls in recurrence plot based data analysis

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis

Evaluation of selected recurrence measures in discriminating pre-ictal and inter-ictal periods from epileptic EEG data

7 pages, 4 figures Acknowledgement We are grateful to M. Riedl and G. Ansmann for fruitful discussions and critical comments on earlier versions of the manuscript. This work was supported by the Volkswagen Foundation (Grant Nos. 88461, 88462, 88463, 85390, 85391 and 85392).Peer reviewedPreprin

Optimising Parameters in Recurrence Quantification Analysis of Smart Energy Systems

Recurrence Quantification Analysis (RQA) can help to detect significant events and phase transitions of a dynamical system, but choosing a suitable set of parameters is crucial for the success. From recurrence plots different RQA variables can be obtained and analysed. Currently, most of the methods for RQA radius optimisation are focusing on a single RQA variable. In this work we are proposing two new methods for radius optimisation that look for an optimum in the higher dimensional space of the RQA variables, therefore synchronously optimising across several variables. We illustrate our approach using two case studies: a well known Lorenz dynamical system, and a time-series obtained from monitoring energy consumption of a small enterprise. Our case studies show that both methods result in plausible values and can be used to analyse energy data

Energy Disaggregation for SMEs using Recurrence Quantification Analysis

Energy disaggregation determines the energy consumption of individual appliances from the total demand signal, which is recorded using a single monitoring device. There are varied approaches to this problem, which are applied to different settings. Here, we focus on small and medium enterprises (SMEs) and explore useful applications for energy disaggregation from the perspective of SMEs. More precisely, we use recurrence quantification analysis (RQA) of the aggregate and the individual device signals to create a two-dimensional map, which is an outlined region in a reduced information space that corresponds to ‘normal’ energy demand. Then, this map is used to monitor and control future energy consumption within the example business so to improve their energy efficiency practices. In particular, our proposed method is shown to detect when an appliance may be faulty and if an unexpected, additional device is in use

Detecting event-related recurrences by symbolic analysis: Applications to human language processing

Quasistationarity is ubiquitous in complex dynamical systems. In brain dynamics there is ample evidence that event-related potentials reflect such quasistationary states. In order to detect them from time series, several segmentation techniques have been proposed. In this study we elaborate a recent approach for detecting quasistationary states as recurrence domains by means of recurrence analysis and subsequent symbolisation methods. As a result, recurrence domains are obtained as partition cells that can be further aligned and unified for different realisations. We address two pertinent problems of contemporary recurrence analysis and present possible solutions for them.Comment: 24 pages, 6 figures. Draft version to appear in Proc Royal Soc

Exploring the movement dynamics of deception

Both the science and the everyday practice of detecting a lie rest on the same assumption: hidden cognitive states that the liar would like to remain hidden nevertheless influence observable behavior. This assumption has good evidence. The insights of professional interrogators, anecdotal evidence, and body language textbooks have all built up a sizeable catalog of non-verbal cues that have been claimed to distinguish deceptive and truthful behavior. Typically, these cues are discrete, individual behaviors—a hand touching a mouth, the rise of a brow—that distinguish lies from truths solely in terms of their frequency or duration. Research to date has failed to establish any of these non-verbal cues as a reliable marker of deception. Here we argue that perhaps this is because simple tallies of behavior can miss out on the rich but subtle organization of behavior as it unfolds over time. Research in cognitive science from a dynamical systems perspective has shown that behavior is structured across multiple timescales, with more or less regularity and structure. Using tools that are sensitive to these dynamics, we analyzed body motion data from an experiment that put participants in a realistic situation of choosing, or not, to lie to an experimenter. Our analyses indicate that when being deceptive, continuous fluctuations of movement in the upper face, and somewhat in the arms, are characterized by dynamical properties of less stability, but greater complexity. For the upper face, these distinctions are present despite no apparent differences in the overall amount of movement between deception and truth. We suggest that these unique dynamical signatures of motion are indicative of both the cognitive demands inherent to deception and the need to respond adaptively in a social context

A Seeded Genetic Algorithm for RNA Secondary Structural Prediction with Pseudoknots

This work explores a new approach in using genetic algorithm to predict RNA secondary structures with pseudoknots. Since only a small portion of most RNA structures is comprised of pseudoknots, the majority of structural elements from an optimal pseudoknot-free structure are likely to be part of the true structure. Thus seeding the genetic algorithm with optimal pseudoknot-free structures will more likely lead it to the true structure than a randomly generated population. The genetic algorithm uses the known energy models with an additional augmentation to allow complex pseudoknots. The nearest-neighbor energy model is used in conjunction with Turner’s thermodynamic parameters for pseudoknot-free structures, and the H-type pseudoknot energy estimation for simple pseudoknots. Testing with known pseudoknot sequences from PseudoBase shows that it out performs some of the current popular algorithms

Comparing modern and Pleistocene ENSO-like influences in NW Argentina using nonlinear time series analysis methods

Higher variability in rainfall and river discharge could be of major importance in landslide generation in the north-western Argentine Andes. Annual layered (varved) deposits of a landslide dammed lake in the Santa Maria Basin (26 deg S, 66 deg W) with an age of 30,000 14C years provide an archive of precipitation variability during this time. The comparison of these data with present-day rainfall observations tests the hypothesis that increased rainfall variability played a major role in landslide generation. A potential cause of such variability is the El Nino/Southern Oscillation (ENSO). The causal link between ENSO and local rainfall is quantified by using a new method of nonlinear data analysis, the quantitative analysis of cross recurrence plots (CRP). This method seeks similarities in the dynamics of two different processes, such as an ocean-atmosphere oscillation and local rainfall. Our analysis reveals significant similarities in the statistics of both modern and palaeo-precipitation data. The similarities in the data suggest that an ENSO-like influence on local rainfall was present at around 30,000 14C years ago. Increased rainfall, which was inferred from a lake balance modeling in a previous study, together with ENSO-like cyclicities could help to explain the clustering of landslides at around 30,000 14C years ago.Comment: 11 pages, 9 figure

Recurrence quantification analysis of global stock markets

This study investigates the presence of deterministic dependencies in international stock markets using recurrence plots and recurrence quantification analysis (RQA). The results are based on a large set of free float-adjusted market capitalization stock indices, covering a period of 15 years. The statistical tests suggest that the dynamics of stock prices in emerging markets is characterized by higher values of RQA measures when compared to their developed counterparts. The behavior of stock markets during critical financial events, such as the burst of the technology bubble, the Asian currency crisis, and the recent subprime mortgage crisis, is analyzed by performing RQA in sliding windows. It is shown that during these events stock markets exhibit a distinctive behavior that is characterized by temporary decreases in the fraction of recurrence points contained in diagonal and vertical structures.Recurrence plot, Recurrence quantification analysis, Nonlinear dynamics, International stock markets