Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA)–A Method for Quantifying Correlation between Multivariate Time-Series
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In: Multivariate Behavioral Research, Vol. 54, No. 2, 04.03.2019, p. 173-191.
Research output: Journal contributions › Journal articles › Research › peer-review
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TY - JOUR
T1 - Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA)–A Method for Quantifying Correlation between Multivariate Time-Series
AU - Wallot, Sebastian
PY - 2019/3/4
Y1 - 2019/3/4
N2 - In this paper, Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) is introduced. It is an extension of Multidimensional Recurrence Quantification Analysis (MdRQA), which allows to quantify the (auto-)recurrence properties of a single multidimensional time-series. MdCRQA extends MdRQA to bi-variate cases to allow for the quantification of the co-evolution of two multidimensional time-series. Moreover, it is shown how a Diagonal Cross-Recurrence Profile (DCRP) can be computed from the MdCRQA output that allows to capture time-lagged coupling between two multidimensional time-series. The core concepts of these analyses are described, as well as practical aspects of their application. In the supplementary materials to this paper, implementations of MdCRQA and the DCRP as MatLab- and R-functions are provided.
AB - In this paper, Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) is introduced. It is an extension of Multidimensional Recurrence Quantification Analysis (MdRQA), which allows to quantify the (auto-)recurrence properties of a single multidimensional time-series. MdCRQA extends MdRQA to bi-variate cases to allow for the quantification of the co-evolution of two multidimensional time-series. Moreover, it is shown how a Diagonal Cross-Recurrence Profile (DCRP) can be computed from the MdCRQA output that allows to capture time-lagged coupling between two multidimensional time-series. The core concepts of these analyses are described, as well as practical aspects of their application. In the supplementary materials to this paper, implementations of MdCRQA and the DCRP as MatLab- and R-functions are provided.
KW - Psychology
KW - DCRP
KW - MatLab
KW - MdCRQA
KW - Multidimensional Cross-Recurrence Quantification Analysis
KW - multivariate time-series
KW - R
UR - http://www.scopus.com/inward/record.url?scp=85053136980&partnerID=8YFLogxK
U2 - 10.1080/00273171.2018.1512846
DO - 10.1080/00273171.2018.1512846
M3 - Journal articles
C2 - 30569740
AN - SCOPUS:85053136980
VL - 54
SP - 173
EP - 191
JO - Multivariate Behavioral Research
JF - Multivariate Behavioral Research
SN - 0027-3171
IS - 2
ER -