Measuring nonstationarity by analyzing the loss of recurrence in dynamical systems
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- dc.contributor.author Rieke, Christoph
- dc.contributor.author Sternickel, Karsten
- dc.contributor.author Andrzejak, Ralph Gregor
- dc.contributor.author Elger, Christian E.
- dc.contributor.author David, Peter
- dc.contributor.author Lehnertz, Klaus
- dc.date.accessioned 2020-02-18T14:52:07Z
- dc.date.available 2020-02-18T14:52:07Z
- dc.date.issued 2002
- dc.description.abstract We propose a measure for nonstationarity which is based on the analysis of distributions of temporal distances of neighboring vectors in state space. As an extension of previous techniques our method does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times from frequency distributions that would be expected under stationary conditions allows us to estimate the statistical significance of the method.en
- dc.format.mimetype application/pdf
- dc.identifier.citation Rieke C, Sternickel K, Andrzejak RG, Elger CE, David P, Lehnertz K. Measuring nonstationarity by analyzing the loss of recurrence in dynamical systems. Phys Rev Lett. 2002;88:244102. DOI: 10.1103/PhysRevLett.88.244102
- dc.identifier.doi http://dx.doi.org/10.1103/PhysRevLett.88.244102
- dc.identifier.issn 0031-9007
- dc.identifier.uri http://hdl.handle.net/10230/43636
- dc.language.iso eng
- dc.publisher American Physical Society
- dc.relation.ispartof Physical Review Letters. 2002;88:244102
- dc.rights © American Physical Society. Published article available at https://journals.aps.org/prl/abstract/10.1103/PhysRevLett.88.244102
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.subject.keyword Nonlinear signal analysisen
- dc.subject.keyword Stationarityen
- dc.title Measuring nonstationarity by analyzing the loss of recurrence in dynamical systems
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion