Image:RPDE detail.gif

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[edit] Summary

Pictorial description of the calculations required to find the RPDE value. First, the time series is time delay embedded into a reconstructed phase space. Then, around each point in the embedded phase space, a recurrence neighbourhood of radius $ε$ is created. All recurrences into this neighbourhood are tracked, and the time interval $T$ between recurrences is recorded in a histogram. This histogram is normalised to create an estimate of the recurrence period density function $P (T)$ . The normalised entropy of this density is the RPDE value $H n o r m$ .

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	Date/Time	Dimensions	User	Comment
current	12:44, 3 July 2007	673×558 (11 KB)	Maxlittle2007 (Talk \| contribs)	(Pictorial description of the calculations required to find the RPDE value. First, the time series is time delay embedded into a reconstructed phase space. Then, around each point in the embedded phase space, a recurrence neighbourhood of radius <math>\eps)