Recurrence plots construction of short time series by using MS Excel
Journal Title: Vìsnik Nacìonalʹnogo unìversitetu "Lʹvìvsʹka polìtehnìka". Serìâ Ìnformacìjnì sistemi ta merežì - Year 2015, Vol 829, Issue
Abstract
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.
Authors and Affiliations
R. M. Kaminsky, H. Bigun
Keywords
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