Recurrence plot: Difference between revisions

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where <math>\| \cdot \|</math> is a norm and <math>\varepsilon</math> the recurrence threshold. The recurrence plot visualises <math>\mathbf{R}</math> with coloured (mostly black) dot at coordinates <math>(i,j)</math> if <math>R(i,j)=1</math>, with time at the <math>x</math>- and <math>y</math>-axes.
 
If only a [[time series]] is available, the phase space can be reconstructed, e.g., by using a time delay embedding (see [[Takens' theorem]]):
 
:<math>\vec{x}(i) = (u(i), u(i+\tau), \ldots, u(i+\tau(m-1)),</math>