Deriving inferential statistics from recurrence plots: A recurrence-based test of differences between sample distributions and its comparison to the two-sample Kolmogorov-Smirnov test

Research output: Journal contributionsJournal articlesResearchpeer-review

Authors

Recurrence plots (RPs) have proved to be a very versatile tool to analyze temporal dynamics of time series data. However, it has also been conjectured that RPs can be used to model samples of random variables, that is, data that do not contain any temporal dependencies. In the current paper, we show that RPs can indeed be used to mimic nonparametric inferential statistics. Particularly, we use the case of the two-sample Kolmogorov-Smirnov test as a proof-of-concept, showing how such a test can be done based on RPs. Simulations on differences in mean, variance, and shape of two distributions show that the results of the classical two-sample Kolmogorov-Smirnov test and the recurrence-based test for differences in distributions of two independent samples scale well with each other. While the Kolmogorov-Smirnov test seems to be more sensitive in detecting differences in means, the recurrence based test seems to be more sensitive to detect heteroscedasticity and asymmetry. Potential improvements of our approach as well as extensions to tests with individual distributions are discussed.

Original languageEnglish
Article number085712
JournalChaos
Volume28
Issue number8
Number of pages8
ISSN1054-1500
DOIs
Publication statusPublished - 01.08.2018
Externally publishedYes

DOI

Recently viewed

Publications

  1. Geometric series with randomly increasing exponents
  2. Simple measures and complex structures
  3. Developing ESD-specific professional action competence for teachers: knowledge, skills, and attitudes in implementing ESD at the school level
  4. Cognitive performance limitations in operating rooms
  5. Stabilisierung durch Implementieren, Sichern und Evaluieren
  6. Calibration of a simple method for determining ammonia loss in the field
  7. The use of a monolithic column to improve the simultaneous determination of caffeine, paracetamol, pseudoephedrine, aspirin, dextromethorphan, chlorpheniramine in pharmaceutical formulations by HPLC-A comparison with a conventional reversed-phase silica-based column
  8. Serendipity as a Mechanism of Change and its Potential for Explaining Change Processes
  9. Investigations on hot tearing of Mg-Al binary alloys by using a new quantitative method
  10. Digital Transformation and Institutional Work: A Paradox View
  11. The Crowd in Flux
  12. Representation of Integration Profiles Using an Ontology
  13. Analysing Positional Data
  14. RAWSim-O: A Simulation Framework for Robotic Mobile Fulfillment Systems
  15. Nonlinear analyses of self-paced reading
  16. Perception of Space and Time in a Created Environment
  17. Usage pattern-based exposure screening as a simple tool for the regional priority-setting in environmental risk assessment of veterinary antibiotics
  18. Diffusion of the Balanced Scorecard
  19. Implementation of formative assessment
  20. A Theory-Based Teaching Concept To Embed Sustainability In The Engineering Curriculum
  21. Import and export of ideas
  22. Horizontal, but not vertical canopy structure is related to stand functional diversity in a subtropical slope forest
  23. State-wide university implementation of an online platform for eating disorders screening and intervention.
  24. Effect of yttrium addition on lattice parameter, Young's modulus and vacancy of magnesium
  25. Studying embodied encounters
  26. Connected Text Reading and Differences in Text Reading Fluency in Adult Readers
  27. Anisotropic wavelet bases and restricted nonlinear approximation
  28. Determinants of mandatory goodwill disclosure
  29. From Enterprise Architecture to Business Ecosystem Architecture
  30. A new method for collecting agile tiger beetles by live pitfall trapping
  31. A Person-Centered Approach for Analyzing Multidimensional Integration in Collaboration Between Educational Researchers and Practitioners