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European Physical Journal – Special Topics, 164(1), 1–2 (2008) DOI:10.1140/epjst/e2008-00828-2
20 Years of Recurrence Plots: Perspectives for a Multi-purpose Tool of Nonlinear Data Analysis
N. Marwan, A. Facchini, M. Thiel, J. P. Zbilut, H. KantzRecurrence plot based methods are modern tools of nonlinear data analysis (especially time and spatial series) and have been proven to be very successful especially in analysing short, noisy and nonstationary data. The year, 2007, witnessed the 20th anniversary of the introduction of recurrence plots by J.-P. Eckmann in 1987. Since then, significant progress has been made in the areas of data analysis by means of recurrences. Recurrence Plots (RPs) have found applications in such diverse fields as life sciences, astrophysics, earth sciences, meteorology, biochemistry and finance. Theoretical results show how closely RPs are linked to dynamical invariants like entropies and dimensions. Moreover, they are successful tools for synchronisation analysis and advanced surrogate tests.
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