K2 - Dynamical Invariants by Recurrence Plots

(online demo)

General Notes

Recurrence plots contain information about the dynamics of the system. It is possible, to derive dynamical invariants, like K₂ entropy, from the recurrence plots. For further explanation have a look at www.recurrence-plot.tk/invariants.php.

Online Computation – Automatic Algorithm

References

1. Thiel, M., Romano, M. C., J. Kurths, J.: Analytical Description of Recurrence Plots of white noise and chaotic processes, Izvestija vyssich ucebnych zavedenij/ Prikladnaja nelinejnaja dinamika - Applied Nonlinear Dynamics, 11(3), 2003, 20-30.

2. Marwan, N., Romano, M. C., Thiel, M., Kurths, J.: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 2007, 237-329, 10.1016/j.physrep.2006.11.001.

Authors

Marco Thiel, Mamen Romano, André Bergner