2020
DOI: 10.1007/s11071-020-05543-4
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Global recurrence quantification analysis and its application in financial time series

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Cited by 11 publications
(1 citation statement)
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“…Recurrence Quantifi cation Analysis (RQA) is useful in analyzing dynamic systems from a time series. RPs were introduced to visually distinguish different dynamical behaviors in time series since periodic orbits and chaotic and random behaviors generate distinct structures in the RPs (48). Measures based on diagonal structures can fi nd chaos-order transitions, and measures based on vertical or horizontal structures can fi nd chaos-chaos transitions.…”
Section: (5)mentioning
confidence: 99%
“…Recurrence Quantifi cation Analysis (RQA) is useful in analyzing dynamic systems from a time series. RPs were introduced to visually distinguish different dynamical behaviors in time series since periodic orbits and chaotic and random behaviors generate distinct structures in the RPs (48). Measures based on diagonal structures can fi nd chaos-order transitions, and measures based on vertical or horizontal structures can fi nd chaos-chaos transitions.…”
Section: (5)mentioning
confidence: 99%