Unidimensional and Multidimensional Methods for Recurrence Quantification Analysis with crqa
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In: R Journal, Vol. 13, No. 1, 06.2021, p. 145-163.
Research output: Journal contributions › Journal articles › Research › peer-review
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TY - JOUR
T1 - Unidimensional and Multidimensional Methods for Recurrence Quantification Analysis with crqa
AU - Coco, Moreno I.
AU - M⊘nster, Dan
AU - Leonardi, Giuseppe
AU - Dale, Rick
AU - Wallot, Sebastian
N1 - Publisher Copyright: © 2021. All Rights Reserved.
PY - 2021/6
Y1 - 2021/6
N2 - Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents a comprehensive survey for conducting a wide range of recurrencebased analyses to quantify the dynamical structure of single and multivariate time series and capture coupling properties underlying leader-follower relationships. The basics of recurrence quantification analysis (RQA) and all its variants are formally introduced step-by-step from the simplest autorecurrence to the most advanced multivariate case. Importantly, we show how such RQA methods can be deployed under a single computational framework in R using a substantially renewed version of our crqa 2.0 package. This package includes implementations of several recent advances in recurrencebased analysis, among them applications to multivariate data and improved entropy calculations for categorical data. We show concrete applications of our package to example data, together with a detailed description of its functions and some guidelines on their usage.
AB - Recurrence quantification analysis is a widely used method for characterizing patterns in time series. This article presents a comprehensive survey for conducting a wide range of recurrencebased analyses to quantify the dynamical structure of single and multivariate time series and capture coupling properties underlying leader-follower relationships. The basics of recurrence quantification analysis (RQA) and all its variants are formally introduced step-by-step from the simplest autorecurrence to the most advanced multivariate case. Importantly, we show how such RQA methods can be deployed under a single computational framework in R using a substantially renewed version of our crqa 2.0 package. This package includes implementations of several recent advances in recurrencebased analysis, among them applications to multivariate data and improved entropy calculations for categorical data. We show concrete applications of our package to example data, together with a detailed description of its functions and some guidelines on their usage.
KW - Psychology
UR - http://www.scopus.com/inward/record.url?scp=85114362964&partnerID=8YFLogxK
U2 - 10.32614/rj-2021-062
DO - 10.32614/rj-2021-062
M3 - Journal articles
AN - SCOPUS:85114362964
VL - 13
SP - 145
EP - 163
JO - R Journal
JF - R Journal
SN - 2073-4859
IS - 1
ER -