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Measuring nonstationarity by analyzing the loss of recurrence in dynamical systems

TitleMeasuring nonstationarity by analyzing the loss of recurrence in dynamical systems
Publication TypeJournal Article
2002
AuthorsRieke C, Sternickel K, Andrzejak RG, Elger CE, David P, Lehnertz K
JournalPHYSICAL REVIEW LETTERS
Volume88
Pagination244102
Date PublishedJUN 17
ISSN0031-9007

We propose measure for nonstationarity which is based on the analysis of distributions of temporal distances of neighboring vectors in state space. As an extension of previous techniques our method does not require a partitioning of the time series. Moreover, the deviation of mean recurrence times from frequency distributions that would be expected under stationary conditions allows us to estimate the statistical significance of the method.

10.1103/PhysRevLett.88.244102