Recurrence Plot

DOWNLOAD Mathematica Notebook RecurrencePlotLorenz

A recurrence plot is defined as a plot of the quantity

 R(t,tau)=H(epsilon-||f(t)-f(tau)||),

where H(x) is the Heaviside step function and ||f|| denotes a norm. A recurrence plot is therefore a binary plot. The figure above shows a recurrence plot for the Lorenz attractor with r=28, sigma=10, b=8/3, x(0)=1, y(0)=0, z(0)=0, and epsilon=5.

Recurrence plots were initially used to graphically display nonstationarity in time series (Eckmann et al. 1987, Gao and Cai 2000), but are also useful for visualizing functions.

RecurrencePlot

A so-called global recurrence plot or unthresholded recurrence plot of a function f(t) is a plot of f(t)-f(tau) (or |f(t)-f(tau)|) in the t-tau plane. Recurrence plots for a number of common functions are illustrated above.

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