Recurrence quantification analysis : theory and applications

Giuseppe Orlando, Giovanna Zimatore, and Alessandro Giuliani

Complex systems are characterized by deterministic laws (which often may be hidden) and randomness. A tool to analyse those systems is recurrence quantification analysis (RQA). RQA does not rely on any sort of assumption of stationarity and is not sensitive to singularities and transitions. It could be applied to both numeric and symbolic data, and it has a wide array of applications ranging from economics to biochemistry, physiology and physics. In Sect. 10.2, we introduce the reader to the recurrence plot, and in Sect. 10.3 to the recurrence quantification analysis. In Sect. 10.4, we exhibit specific examples of the application of RQA. This is of great importance because RQA can be adopted to derive an indicator of structural changes in a signal related to chaos.

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Year of publication:	2021
Authors:	Orlando, Giuseppe ; Zimatore, Giovanna ; Giuliani, Alessandro
Published in:	Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles. - Cham : Springer, ISBN 978-3-030-70981-5. - 2021, p. 141-150
Subject:	Business cycles \| Chaos \| Embedding \| RP \| RQA \| Time series \| Zeitreihenanalyse \| Time series analysis \| Konjunktur \| Business cycle \| Chaostheorie \| Chaos theory \| Konjunkturtheorie \| Business cycle theory