Optimizing the detection of nonstationary signals by using recurrence analysis

Abstract

Recurrence analysis and its quantifiers are strongly dependent on the evaluation of the vicinity threshold parameter, i.e., the threshold to regard two points close enough in phase space to be considered as just one. We develop a new way to optimize the evaluation of the vicinity threshold in order to assure a higher level of sensitivity to recurrence quantifiers to allow the detection of even small changes in the dynamics. It is used to promote recurrence analysis as a tool to detect nonstationary behavior of time signals or space profiles. We show that the ability to detect small changes provides information about the present status of the physical process responsible to generate the signal and offers mechanisms to predict future states. Here, a higher sensitive recurrence analysis is proposed as a precursor, a tool to predict near future states of a particular system, based on just (experimentally) obtained signals of some available variables of the system. Comparisons with traditional methods of recurrence analysis show that the optimization method developed here is more sensitive to small variations occurring in a signal. The method is applied to numerically generated time series as well as experimental data from physiology.