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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Maximum entropy principle in recurrence plot analysis on stochastic and chaotic systems

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Author(s):
Prado, T. L. [1] ; Corso, G. [2] ; dos Santos Lima, G. Z. [2] ; Budzinski, R. C. [1] ; Boaretto, B. R. R. [1] ; Ferrari, F. A. S. [3] ; Macau, E. E. N. [4] ; Lopes, S. R. [1]
Total Authors: 8
Affiliation:
[1] Univ Fed Parana, Dept Fis, BR-81531980 Curitiba, Parana - Brazil
[2] Univ Fed Rio Grande do Norte, Dept Biofis & Farmacol, BR-59078970 Natal, RN - Brazil
[3] Univ Fed Vales Jequitinhonha & Mucuri, Inst Engn Ciencia & Tecnol, BR-39447790 Janauba - Brazil
[4] Inst Nacl Pesquisas Espaciais, Lab Associado Comp & Matemat Aplicada, BR-12227010 Sao Jose Dos Campos - Brazil
Total Affiliations: 4
Document type: Journal article
Source: Chaos; v. 30, n. 4 APR 2020.
Web of Science Citations: 0
Abstract

The recurrence analysis of dynamic systems has been studied since Poincare's seminal work. Since then, several approaches have been developed to study recurrence properties in nonlinear dynamical systems. In this work, we study the recently developed entropy of recurrence microstates. We propose a new quantifier, the maximum entropy (S-max). The new concept uses the diversity of microstates of the recurrence plot and is able to set automatically the optimum recurrence neighborhood (epsilon-vicinity), turning the analysis free of the vicinity parameter. In addition, epsilon turns out to be a novel quantifier of dynamical properties itself. We apply Smax and the optimum epsilon to deterministic and stochastic systems. The S-max quantifier has a higher correlation with the Lyapunov exponent and, since it is a parameter-free measure, a more useful recurrence quantifier of time series. (AU)

FAPESP's process: 15/50122-0 - Dynamic phenomena in complex networks: basics and applications
Grantee:Elbert Einstein Nehrer Macau
Support Opportunities: Research Projects - Thematic Grants