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The last decade has witnessed a number of important and exciting developments that had been achieved for improving recurrence plot based data analysis and to widen its application potential. We will give a brief overview about important and innovative developments, such as computational improvements, alternative recurrence definitions (event-like, multiscale, heterogeneous, and spatio-temporal recurrences) and ideas for parameter selection, theoretical considerations of recurrence quantification measures, new recurrence quantifiers (e.g., for transition detection and causality detection), and correction schemes. New perspectives have recently been opened by combining recurrence plots with machine learning. We finally show open questions and perspectives for futures directions of methodical research., Comment: 34 pages, 14 figures, 1 table

The generalized recurrence plot is a modern tool for quantification of complex spatial patterns. Its application spans the analysis of trabecular bone structures, Turing patterns, turbulent spatial plankton patterns, and fractals. Determinism is a central measure in this framework quantifying the level of regularity of spatial structures. We show by basic examples of fully regular patterns of different symmetries that this measure underestimates the orderliness of circular patterns resulting from rotational symmetries. We overcome this crucial problem by checking additional structural elements of the generalized recurrence plot which is demonstrated with the examples. Furthermore, we show the potential of the extended quantity of determinism applying it to more irregular circular patterns which are generated by the complex Ginzburg-Landau-equation and which can be often observed in real spatially extended dynamical systems. So, we are able to reconstruct the main separations of the system's parameter space analyzing single snapshots of the real part only, in contrast to the use of the original quantity. This ability of the proposed method promises also an improved description of other systems with complicated spatio-temporal dynamics typically occurring in fluid dynamics, climatology, biology, ecology, social sciences, etc., Comment: 10 pages, 7 figures

PyRQA is a software package that efficiently conducts recurrence quantification analysis (RQA) on time series consisting of more than one million data points. RQA is a method from non-linear time series analysis that quantifies the recurrent behaviour of systems. Existing implementations to RQA are not capable of analysing such very long time series at all or require large amounts of time to calculate the quantitative measures. PyRQA overcomes their limitations by conducting the RQA computations in a highly parallel manner. Building on the OpenCL framework, PyRQA leverages the computing capabilities of a variety of parallel hardware architectures, such as GPUs. The underlying computing approach partitions the RQA computations and enables to employ multiple compute devices at the same time. The goal of this publication is to demonstrate the features and the runtime efficiency of PyRQA. For this purpose we employ a real-world example, comparing the dynamics of two climatological time series, and a synthetic example, reducing the runtime regarding the analysis of a series consisting of over one million data points from almost eight hours using state-of-the-art RQA software to roughly 69 seconds using PyRQA., Comment: 15 pages, 3 figures

The increasing availability of highly resolved spatio-temporal data leads to new opportunities as well as challenges in many scientific disciplines such as climatology, ecology or epidemiology. This allows more detailed insights into the investigated spatially extended systems. However, this development needs advanced techniques of data analysis which go beyond standard linear tools since the more precise consideration often reveals nonlinear phenomena, for example threshold effects. One of these tools is the recurrence plot approach which has been successfully applied to the description of complex systems. Using this technique's power of visualization, we propose the analysis of the local minima of the underlying distance matrix in order to display driving forces of spatially extended systems. The potential of this novel idea is demonstrated by the analysis of the chlorophyll concentration and the sea surface temperature in the Southern California Bight. We are able not only to confirm the influence of El Ni\~no events on the phytoplankton growth in this region but also to confirm two discussed regime shifts in the California current system. This new finding underlines the power of the proposed approach and promises new insights into other complex systems., Comment: 14 pages, 10 figures

The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and longer timescales. However, reliable data-driven identification and dynamical representation of such states are still challenging problems in modeling dynamics of the atmosphere. We present a new method, which allows both to detect recurring regimes of atmospheric variability, and to obtain dynamical variables serving as an embedding for these regimes. The method combines two approaches from nonlinear data analysis: partitioning a network of recurrent states with studying its properties by the recurrence quantification analysis and the kernel principal component analysis. We apply the method to study teleconnection patterns in a quasi-geostrophical model of atmospheric circulation over the extratropical hemisphere as well as to reanalysis data of geopotential height anomalies in the mid-latitudes of the Northern Hemisphere atmosphere in the winter seasons from 1981 to the present. It is shown that the detected regimes as well as the obtained set of dynamical variables explain large-scale weather patterns, which are associated, in particular, with severe winters over Eurasia and North America. The method presented opens prospects for improving empirical modeling and long-term forecasting of large-scale atmospheric circulation regimes., Comment: 20 pages, 14+3 figures

Irregular sampling is a common problem in palaeoclimate studies. We propose a method that provides regularly sampled time series and at the same time a difference filtering of the data. The differences between successive time instances are derived by a transformation costs procedure. A subsequent recurrence analysis is used to investigate regime transitions. This approach is applied on speleothem based palaeoclimate proxy data from the Indonesian-Australian monsoon region. We can clearly identify Heinrich events in the palaeoclimate as characteristic changes in the dynamics., Comment: 12 pages, 3 figures

Phase space reconstruction (PSR) methods allow for the analysis of low-dimensional data with methods from dynamical system theory, but their application to prediction models, like those from machine learning (ML), is limited. Therefore, we present here a model adaptive phase space reconstruction (MAPSR) method that unifies the process of PSR with the modeling of the dynamical system. MAPSR is a differentiable PSR method that enables the use of ML methods and is based on the idea of time delay embedding. For achieving differentiable, continuous, real-valued delays, which can be optimized using gradient descent, the discrete time signal is converted to a continuous time signal. The delay vector, which stores all potential embedding delays and the trainable parameters of the model, are simultaneously updated to achieve an optimal time delay embedding for the observed system. MAPSR does not rely on any threshold or statistical criterion for determining the dimension and the set of delay values for the embedding process. The quality of the reconstruction is evaluated by the prediction loss. We apply the proposed approach to uni- and multivariate time series stemming from regular and chaotic dynamical systems and a turbulent combustor to test the generalizability of the method and compare our results with established PSR methods. We find that for the Lorenz system, the model trained with the MAPSR method is able to predict chaotic time series for nearly 7 to 8 Lyapunov time scales, which is found to be much better compared to other PSR methods (AMI-FNN and PECUZAL methods). For the univariate time series from the turbulent combustor, the long-term prediction error of the model trained using the MAPSR method stays in between that of AMI-FNN and PECUZAL methods for the regime of chaos, and for the regime of intermittency, the MAPSR method outperforms the AMI-FNN and PECUZAL methods.

Self-sustained order can emerge in complex systems due to internal feedback between coupled subsystems. Here, we present our discovery of a non-monotonic emergence of order amidst chaos in a turbulent thermo-acoustic fluid system. Fluctuations play a vital role in determining the dynamical state and transitions in a system. In this work, we use complex networks to encode jumps in amplitude scales owing to fluctuations as links between nodes representing amplitude bins. The number of possible amplitude transitions at a fixed timescale reflects the complexity of dynamics at that timescale. The network entropy quantifies the number of and uncertainty associated with such transitions. Using network entropy, we show that the uncertainty in fluctuations first increases and then decreases as the system transitions from chaos via intermittency to order. The competition between turbulence and nonlinear interactions leads to such non-monotonic emergence of order amidst chaos in turbulent thermo-acoustic fluid systems.

The stickiness effect is a fundamental feature of quasi-integrable Hamiltonian systems. We propose the use of an entropy-based measure of the recurrence plots (RP), namely, the entropy of the distribution of the recurrence times (estimated from the RP), to characterize the dynamics of a typical quasi-integrable Hamiltonian system with coexisting regular and chaotic regions. We show that the recurrence time entropy (RTE) is positively correlated to the largest Lyapunov exponent, with a high correlation coefficient. We obtain a multi-modal distribution of the finite-time RTE and find that each mode corresponds to the motion around islands of different hierarchical levels., Comment: 16 pages, 7 figures

Recurrence quantification analysis (RQA) is a well established method of nonlinear data analysis. In this work we present a new strategy for an almost parameter-free RQA. The approach finally omits the choice of the threshold parameter by calculating the RQA measures for a range of thresholds (in fact recurrence rates). Specifically, we test the ability of the RQA measure determinism, to sort data with respect to their signal to noise ratios. We consider a periodic signal, simple chaotic logistic equation, and Lorenz system in the tested data set with different and even very small signal to noise ratios of lengths $10^2, 10^3, 10^4,$ and $10^5$. To make the calculations possible a new effective algorithm was developed for streamlining of the numerical operations on Graphics Processing Unit (GPU)., Comment: Accepted in EPJ ST on 19 July 2022

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a high-dimensional nonlinear system. We propose a recurrence based dependence measure that quantifies the relationship between multiple time series based on the predictability of their joint evolution. The statistical analysis of recurrence plots (RPs) is a powerful framework in nonlinear time series analysis that has proven to be effective in addressing many fundamental problems, e.g., regime shift detection and identification of couplings. The recurrence flow through an RP exploits artifacts in the formation of diagonal lines, a structure in RPs that reflects periods of predictable dynamics. By using time-delayed variables of a deterministic uni-/multivariate system, lagged dependencies with potentially many time scales can be captured by the recurrence flow measure. Given an RP, no parameters are required for its computation. We showcase the scope of the method for quantifying lagged nonlinear correlations and put a focus on the delay selection problem in time-delay embedding which is often used for attractor reconstruction. The recurrence flow measure of dependence helps to identify non-uniform delays and appears as a promising foundation for a recurrence based state space reconstruction algorithm.

Cyclones are amongst the most hazardous extreme weather events on Earth. When two co-rotating cyclones come in close proximity, a possibility of complete merger (CM) arises due to their interactions. However, identifying the transitions in the interaction of binary cyclones and predicting the merger is challenging for weather forecasters. In the present study, we suggest an innovative approach to understand the evolving vortical interactions between the cyclones during two such CM events using time-evolving induced velocity based unweighted directed networks. We find that network-based indicators, namely, in-degree and out-degree, can quantify the changes during the interaction between two cyclones and are better candidates than the traditionally used separation distance to classify the interaction stages before a CM. The network indicators also help to identify the dominating cyclone during the period of interaction and quantify the variation of the strength of the dominating and merged cyclones. Finally, we show that the network measures also provide an early indication of the CM event well before its occurrence., Comment: 16 pages in double columns, 8 figures

The analysis of irregularly sampled time series remains a challenging task requiring methods that account for continuous and abrupt changes of sampling resolution without introducing additional biases. The edit-distance is an effective metric to quantitatively compare time series segments of unequal length by computing the cost of transforming one segment into the other. We show that transformation costs generally exhibit a non-trivial relationship with local sampling rate. If the sampling resolution undergoes strong variations, this effect impedes unbiased comparison between different time episodes. We study the impact of this effect on recurrence quantification analysis, a framework that is well-suited for identifying regime shifts in nonlinear time series. A constrained randomization approach is put forward to correct for the biased recurrence quantification measures. This strategy involves the generation of a novel type of time series and time axis surrogates which we call sampling rate constrained (SRC) surrogates. We demonstrate the effectiveness of the proposed approach with a synthetic example and an irregularly sampled speleothem proxy record from Niue island in the central tropical Pacific. Application of the proposed correction scheme identifies a spurious transition that is solely imposed by an abrupt shift in sampling rate and uncovers periods of reduced seasonal rainfall predictability associated with enhanced ENSO and tropical cyclone activity.

We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot based analysis for different paradigmatic systems and nonlinear empirical data in order to demonstrate the ability of our method to detect dynamical transitions ranging across different temporal scales. It succeeds to distinguish states of varying dynamical complexity in the presence of noise and non-stationarity, even when the time series is of short length. In contrast to traditional recurrence quantifiers, no specification of minimal line lengths is required and rather geometric features beyond linear structures in the recurrence plot can be accounted for. This makes lacunarity more broadly applicable as a recurrence quantification measure. Lacunarity is usually interpreted as a measure of heterogeneity or translational invariance of an arbitrary spatial pattern. In application to recurrence plots, it quantifies the degree of heterogenity in the temporal recurrence patterns at all relevant time scales. We demonstrate the potential of the proposed method when applied to empirical data, namely time series of acoustic pressure fluctuations from a turbulent combustor. Recurrence lacunarity captures both the rich variability in dynamical complexity of acoustic pressure fluctuations and shifting time scales encoded in the recurrence plots. Furthermore, it contributes to a better distinction between stable operation and near blowout states of combustors., Comment: 19 pages, 9 figures

Self-organization is the spontaneous formation of spatial, temporal, or spatiotemporal patterns in complex systems far from equilibrium. During such self-organization, energy distributed in a broadband of frequencies gets condensed into a dominant mode, analogous to a condensation phenomena. We call this phenomenon spectral condensation and study its occurrence in fluid mechanical, optical and electronic systems. We define a set of spectral measures to quantify this condensation spanning several dynamical systems. Further, we uncover an inverse power law behaviour of spectral measures with the power corresponding to the dominant peak in the power spectrum in all the aforementioned systems., Comment: 5 pages, 3 figures

We have introduced a novel multiplex recurrence network (MRN) approach by combining recurrence networks with the multiplex network approach in order to investigate multivariate time series. The potential use of this approach is demonstrated on coupled map lattices and a typical example from palaeobotany research. In both examples, topological changes in the multiplex recurrence networks allow for the detection of regime changes in their dynamics. The method goes beyond classical interpretation of pollen records by considering the vegetation as a whole and using the intrinsic similarity in the dynamics of the different regional vegetation elements. We find that the different vegetation types behave more similar when one environmental factor acts as the dominant driving force.

Spontaneous emergence of periodic oscillations due to self-organization is ubiquitous in turbulent flows. The emergence of such oscillatory instabilities in turbulent fluid mechanical systems is often studied in different system-specific frameworks. We uncover the existence of a universal scaling behaviour during self-organization in turbulent flows leading to oscillatory instability. Our experiments show that the spectral amplitude of the dominant mode of oscillations scales inversely with the Hurst exponent of a fluctuating state variable following an inverse power law relation. Interestingly, we observe the same power law behaviour with a constant exponent near -2 across various turbulent systems such as aeroacoustic, thermoacoustic and aeroelastic systems., Comment: 5 pages, 4 figures and supplementary information

Recurrence Quantification Analysis (RQA) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values for chaotic motion. Moreover, we test these methods under noisy conditions, in order to supply practical tools for applied statistical research.

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis (RQA) and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Based on our results, we recommend selecting the recurrence threshold adaptively according to a fixed quantile of this distribution. We highlight the advantages of this strategy over other previously suggested approaches by discussing the performance of selected RQA measures in detecting chaos--chaos transitions in some prototypical model system., Comment: 11 pages, 6 figures, submitted to Chaos: An Interdisciplinary Journal of Nonlinear Science

Describing a time series parsimoniously is the first step to study the underlying dynamics. For a time-discrete system, a generating partition provides a compact description such that a time series and a symbolic sequence are one-to-one. But, for a time-continuous system, such a compact description does not have a solid basis. Here, we propose to describe a time-continuous time series using a local cross section and the times when the orbit crosses the local cross section. We show that if such a series of crossing times and some past observations are given, we can predict the system's dynamics with fine accuracy. This reconstructability neither depends strongly on the size nor the placement of the local cross section if we have a sufficiently long database. We demonstrate the proposed method using the Lorenz model as well as the actual measurement of wind speed., Comment: 7 pages, 5 figures

In the last two decades recurrence plots (RPs) were introduced in many different scientific disciplines. It turned out how powerful this method is. After introducing approaches of quantification of RPs and by the study of relationships between RPs and fundamental properties of dynamical systems, this method attracted even more attention. After 20 years of RPs it is time to summarise this development in a historical context.

Mediterranean rangelands should be conceived as socio-ecological landscapes (SEL) because of the close interaction and coevolution between socio-economic and natural systems. A significant threat to these Mediterranean rangelands is related to uncontrolled fires that can cause potential damages due to the reduction or even the loss of ecosystems. Our results show that time series of forest and grassland for unburned and burned areas are characterized by both periodic and chaotic components. The fire event caused a clear simplification of vegetation structures as well as of SEL dynamics that is more regular and predictable after the burning and less chaotic. However grassland evolution could be more predictable than forest considering the effect of fire disturbance on successional cycles and stages of the two land-cover types. In particular, we applied recurrence analysis with sliding temporal windows three-year length on the original time series. This analysis indicates that grasslands and forests behaved similarly in correspondence with the burning, although their phase states slowly diverge after fire. Recurrence is useful to study the vegetation recovery as it enables mapping landscape transitions derived from remote sensing. The approach helps stakeholders to draw landscape interventions and improve management strategies to sustain the delivery of ecosystem services., Comment: 24 pages, 7 figures, 2 tables