International Journal of Bifurcation and Chaos, 25(12), 1550168p. (2015) DOI:10.1142/S0218127415501680
It is practically known that a recurrence plot, a two-dimensional visualization of time series data, can contain almost all information related to the underlying dynamics except for its spatial scale because we can recover a rough shape for the original time series from the recurrence plot even if the original time series is multivariate. We here provide a mathematical proof that the metric defined by a recurrence plot [Hirata et al., 2008] is equivalent to the Euclidean metric under mild conditions.
back