Visualization of coupling in time series by order recurrence plots

Andreas Groth (1)

1 Ernst-Moritz-Arndt-Universität Greifswald

We introduce a method to visualize dependencies between two time series by applying the concept of cross recurrence plots to the local ordinal structure. We derive a measure of the coupling strength which is robust against observational noise, nonlinear distortion of the amplitude, and low-frequency trends. Connections to the instantaneous phase and the determination of phase coupling of two coupled Rössler systems in the standard and funnel regimes are shown. An application to electroencephalogram data demonstrates that the method is robust with respect to artifacts.

Mots clés: Synchronization of coupled chaotic oscillators; Ordinal scale

Domaines: Systèmes dynamiques [math.DS]; Méthodologie [stat.ME]

Andreas Groth. Visualization of coupling in time series by order recurrence plots. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2005, 72 (4), ⟨10.1103/PhysRevE.72.046220⟩. ⟨hal-01701163⟩