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Time-frequency representations as phase space reconstruction in symbolic recurrence structure analysis

  • Recurrence structures in univariate time series are challenging to detect. We propose a combination of symbolic and recurrence analysis in order to identify recurrence domains in the signal. This method allows to obtain a symbolic representation of the data. Recurrence analysis produces valid results for multidimensional data, however, in the case of univariate time series one should perform phase space reconstruction first. In this chapter, we propose a new method of phase space reconstruction based on the signal's time-frequency representation and compare it to the delay embedding method. We argue that the proposed method outperforms the delay embedding reconstruction in the case of oscillatory signals. We also propose to use recurrence complexity as a quantitative feature of a signal. We evaluate our method on synthetic data and show its application to experimental EEG signals.

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Metadaten
Author: Mariia Fedotenkova, Peter Beim Graben, Jamie Sleigh, Axel Hutt
DOI:https://doi.org/10.1007/978-3-319-55789-2_7
ISBN:978-3-319-55789-2
ISBN:978-3-319-55788-5
Title of the source (English):Advances in time series analysis and forecasting, selected contributions from ITISE 2016
Publisher:Springer
Place of publication:Cham
Editor: Ignacio Rojas, Hector Pomares, Olga Valenzuela
Document Type:Conference Proceeding
Language:English
Year of publication:2017
First Page:89
Last Page:102
Faculty/Chair:Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Kommunikationstechnik
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