Recurrence analysis and its quantifiers are strongly dependent on the evaluation of the vicinity threshold parameter, i.e., the threshold to regard two points close enough in phase space to be considered as just one. We develop a new way to optimize the evaluation of the vicinity threshold in order to assure a higher level of sensitivity to recurrence quantifiers to allow the detection of even small changes in the dynamics. It is used to promote recurrence analysis as a tool to detect nonstationary behavior of time signals or space profiles. We show that the ability to detect small changes provides information about the present status of the physical process responsible to generate the signal and offers mechanisms to predict future states. Here, a higher sensitive recurrence analysis is proposed as a precursor, a tool to predict near future states of a particular system, based on just (experimentally) obtained signals of some available variables of the system. Comparisons with traditional methods of recurrence analysis show that the optimization method developed here is more sensitive to small variations occurring in a signal. The method is applied to numerically generated time series as well as experimental data from physiology.
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August 2018
Research Article|
August 24 2018
Optimizing the detection of nonstationary signals by using recurrence analysis
Special Collection:
Recurrence Quantification Analysis for Understanding Complex Systems
Thiago de Lima Prado
;
Thiago de Lima Prado
1
Instituto de Engenharia, Ciência e Tecnologia, Universidade Federal dos Vales do Jequitinhonha e Mucuri
, 39.440-000 Janaúa, Brazil
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Gustavo Zampier dos Santos Lima;
Gustavo Zampier dos Santos Lima
2
Escola de Ciências e Tecnologia, Universidade Federal do Rio Grande do Norte
, 59078-970 Natal, Brazil
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Bruno Lobão-Soares;
Bruno Lobão-Soares
3
Departamento de Biofísica e Farmacologia, Universidade Federal do Rio Grande do Norte
, 59078-970 Natal, Brazil
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George C. do Nascimento;
George C. do Nascimento
4
Departamento de Engenharia Biomédica,Universidade Federal do Rio Grande do Norte
, 59078-970 Natal, Brazil
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Gilberto Corso;
Gilberto Corso
3
Departamento de Biofísica e Farmacologia, Universidade Federal do Rio Grande do Norte
, 59078-970 Natal, Brazil
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John Fontenele-Araujo;
John Fontenele-Araujo
5
Departamento de Fisiologia, Universidade Federal do Rio Grande do Norte
, 59078-970 Natal, Brazil
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Jürgen Kurths
;
Jürgen Kurths
6
Potsdam Institute for Climate Impact Research
, Telegraphenberg A 31, 14473 Potsdam, Germany
7
Department of Physics, Humboldt University Berlin
, 12489 Berlin, Germany
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Sergio Roberto Lopes
Sergio Roberto Lopes
a)
6
Potsdam Institute for Climate Impact Research
, Telegraphenberg A 31, 14473 Potsdam, Germany
7
Department of Physics, Humboldt University Berlin
, 12489 Berlin, Germany
8
Departamento de Física, Universidade Federal do Paraná
, 81531-980 Curitiba, Brazil
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Chaos 28, 085703 (2018)
Article history
Received:
January 11 2018
Accepted:
April 23 2018
Citation
Thiago de Lima Prado, Gustavo Zampier dos Santos Lima, Bruno Lobão-Soares, George C. do Nascimento, Gilberto Corso, John Fontenele-Araujo, Jürgen Kurths, Sergio Roberto Lopes; Optimizing the detection of nonstationary signals by using recurrence analysis. Chaos 1 August 2018; 28 (8): 085703. https://doi.org/10.1063/1.5022154
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