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Analysis of Bivariate Coupling by Means of Recurrence

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Book cover Mathematical Methods in Signal Processing and Digital Image Analysis

Part of the book series: Understanding Complex Systems ((UCS))

Abstract

In the analysis of coupled systems, various techniques have been developed to model and detect dependencies from observed bivariate time series. Most well-founded methods, like Granger-causality and partial coherence, are based on the theory of linear systems: on correlation functions, spectra and vector autoregressive processes. In this paper we discuss a nonlinear approach using recurrence.

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Author information

Authors and Affiliations

  1. Institute of Mathematics, University of Greifswald, Jahnstrasse 15 a, D-17487, Greifswald, Germany

    Christoph Bandt & Andreas Groth

  2. Institute of Physics, University of Potsdam, Am Neuen Palais 10, D-14469, Potsdam, Germany

    Norbert Marwan, M. Carmen Romano, Marco Thiel, Michael Rosenblum & Jürgen Kurths

  3. Department of Physics, University of Aberdeen, UK-Aberdeen, AB24 3UE, UK

    M. Carmen Romano & Marco Thiel

Authors
  1. Christoph Bandt
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  2. Andreas Groth
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  3. Norbert Marwan
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  4. M. Carmen Romano
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  5. Marco Thiel
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  6. Michael Rosenblum
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  7. Jürgen Kurths
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Editor information

Editors and Affiliations

  1. Inst. Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, 69120, Heidelberg, Germany

    Rainer Dahlhaus

  2. Inst. Physik, LS Theoretische Physik, Universität Potsdam, Am Neuen Palais 19, 14469, Potsdam, Germany

    Jürgen Kurths

  3. FB 3 Mathematik/Informatik Zentrum Technomathematik, Universität Bremen, 28334, Bremen, Germany

    Peter Maass

  4. Zentrum Datenanalyse, Universität Freiburg, Eckerstr. 1, 79104, Freiburg, Germany

    Jens Timmer

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Bandt, C. et al. (2008). Analysis of Bivariate Coupling by Means of Recurrence. In: Dahlhaus, R., Kurths, J., Maass, P., Timmer, J. (eds) Mathematical Methods in Signal Processing and Digital Image Analysis. Understanding Complex Systems. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-75632-3_5

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