recurrence plots

Recurrence plots construction of short time series by using MS Excel

The recurrence plot concept was disclosed as a proximity matrix between phase space depicting points on phase area for time series. Recurrence plots construction equations and application results of suggested method are given in the MS Excel. Three types of signals: harmonic, meanders, triangular are used as a graphical material and even noise distribution is imposed on this signals. Results have significant practical value, because recurrence plots method is not widely spread in Ukraine, however it is easy to implement in spreadsheet.

Інформаційна технологія рекурентного аналізу часових послідовностей

The recurrence plots tool origination and foundation process is considered. Construction method of recurrence plots based on time series is described. Recurrent plots dependence on the input parameters is analyzed and shown.