Recurrence Plot for Nonlinear Time Series

A recurrence plot is a binary or distance-based matrix visualization that reveals when states in a dynamical system recur over time. Both axes represent time indices, and a point is plotted at position (i, j) when the system state at time i is sufficiently similar to the state at time j (distance below a threshold). The resulting symmetric matrix exposes hidden structure in complex, nonlinear dynamics — diagonal lines indicate determinism, vertical/horizontal lines reveal laminar states, and block structures signal regime changes.

Recurrence Plot for Nonlinear Time Series

Implementations