Search Results - subject:"Recurrence Quantification Analysis"

A new approach to analyzing convergence and synchronicity in growth and business cycles : cross recurrence plots and quantification analysis

Crowley, Patrick M.; Schultz, Aaron - 2010

Persistent link: https://www.econbiz.de/10008659401

Characterization of Iran electricity market indices with pay-as-bid payment mechanism

Bigdeli, N.; Afshar, K. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 8, pp. 1577-1592

Market data analysis in Iran’s electricity market as a market with a pay-as-bid payment mechanism has been considered in this paper. The analysis procedure includes both predictability and correlation analysis of the most important load and price indices. The experimental data from Iran’s...

Persistent link: https://www.econbiz.de/10010591800

Combinatorics and synchronization in natural semiotics

Orsucci, Franco; Giuliani, Alessandro; Webber, Charles; … - In: Physica A: Statistical Mechanics and its Applications 361 (2006) 2, pp. 665-676

recurrence quantification analysis (RQA), a nonlinear technique widely used in other fields of sciences. …

Persistent link: https://www.econbiz.de/10010591255

Detecting Determinism Using Recurrence Quantification Analysis: Three Test Procedures

Aparicio, Mª Teresa; Pozo, Eduardo F.; Saura, Dulce - Facultad de Economía y Empresa, Universidad de Zaragoza - 2005

In this paper we use the “Recurrence Quantification Analysis” proposed by Zbilut and Webber (1992), to develop three …

Persistent link: https://www.econbiz.de/10010627620

Complex dynamics in macroeconomics : a novel approach

Kyrtsou, Catherine; Vorlow, Constantinos E. - In: New trends in macroeconomics : with 38 tables, (pp. 223-238). 2005

Persistent link: https://www.econbiz.de/10003022427

Recurrence quantification analysis of wavelet pre-filtered index returns

Antoniou, Antonios; Vorlow, Constantinos E. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 257-262

by combining Recurrence Quantification Analysis (RQA: see Zbilut and Webber (J. Appl. Phys. 76(2) (1994) 965)) and …

Persistent link: https://www.econbiz.de/10010590445