We connect a common conventional value to quantify a recurrence plot with its motifs, which have recently been termed “recurrence triangles.” The common practical value we focus on is DET, which is the ratio of the points forming diagonal line segments of length 2 or longer within a recurrence plot. As a topological value, we use different recurrence triangles defined previously. As a measure-theoretic value, we define the typical recurrence triangle frequency dimension, which generally fluctuates around 1 when the underlying dynamics are governed by deterministic chaos. By contrast, the dimension becomes higher than 1 for a purely stochastic system. Additionally, the typical recurrence triangle frequency dimension correlates most precisely with DET among the above quantities. Our results show that (i) the common practice of using DET could be partly theoretically supported using recurrence triangles, and (ii) the variety of recurrence triangles behaves more consistently for identifying the strength of stochasticity for the underlying dynamics. The results in this study should be useful in checking basic properties for modeling a given time series.
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August 2023
Research Article|
August 07 2023
Recurrence plots bridge deterministic systems and stochastic systems topologically and measure-theoretically Available to Purchase
Yoshito Hirata
;
Yoshito Hirata
a)
(Conceptualization, Investigation, Methodology, Software, Visualization, Writing – original draft, Writing – review & editing)
1
Faculty of Engineering, Information and Systems, University of Tsukuba
, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573, Japan
a)Author to whom correspondence should be addressed: [email protected]
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Masanori Shiro
Masanori Shiro
(Conceptualization, Investigation, Validation, Writing – review & editing)
2
Human Informatics Interaction Research Institute, National Institute of Advanced Industrial Science and Technology
, Tsukuba, Ibaraki 305-8568, Japan
Search for other works by this author on:
Yoshito Hirata
1,a)
Masanori Shiro
2
1
Faculty of Engineering, Information and Systems, University of Tsukuba
, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573, Japan
2
Human Informatics Interaction Research Institute, National Institute of Advanced Industrial Science and Technology
, Tsukuba, Ibaraki 305-8568, Japan
a)Author to whom correspondence should be addressed: [email protected]
Chaos 33, 083118 (2023)
Article history
Received:
May 04 2023
Accepted:
July 22 2023
Citation
Yoshito Hirata, Masanori Shiro; Recurrence plots bridge deterministic systems and stochastic systems topologically and measure-theoretically. Chaos 1 August 2023; 33 (8): 083118. https://doi.org/10.1063/5.0156945
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