Time-Frequency Representations as Phase Space Reconstruction in Symbolic Recurrence Structure Analysis

Abstract

Recurrence structures in univariate time series are challenging to detect. We propose a combination of symbolic and recurrence analysis in order to identify recurrence domains in the signal. This method allows to obtain a symbolic representation of the data. Recurrence analysis produces valid results for multidimensional data, however, in the case of univariate time series one should perform phase space reconstruction first. In this paper, we propose a new method of phase space reconstruction based on signal's time-frequency representation and compare it to delay embedding method. We argue that the proposed method outper-forms delay embedding reconstruction in the case of oscillatory signals. We also propose to use recurrence complexity as a quantitative feature of a signal. We evaluate our method on synthetic data and show its application to experimental EEG signals.