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  Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) – A Method for Quantifying Correlation between Multivariate Time-Series

Wallot, S. (2019). Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) – A Method for Quantifying Correlation between Multivariate Time-Series. Multivariate Behavioral Research, 54(2), 1-19. doi:10.1080/00273171.2018.1512846.

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Item Permalink: http://hdl.handle.net/21.11116/0000-0003-2CA9-E Version Permalink: http://hdl.handle.net/21.11116/0000-0004-7A24-B
Genre: Journal Article

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2018_Multidimensional cross-recurrence quantification analysis (MdCRQA).pdf (Any fulltext), 3MB
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2018_Multidimensional cross-recurrence quantification analysis (MdCRQA).pdf
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2018
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© 2018 The Author(s). Published with license by Taylor & Francis Group, LLC

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 Creators:
Wallot, Sebastian1, Author
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1Department of Language and Literature, Max Planck Institute for Empirical Aesthetics, Max Planck Society, Grüneburgweg 14, 60322 Frankfurt am Main, DE, ou_2421695              

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Free keywords: Multidimensional Cross-Recurrence Quantification Analysis, multivariate time-series, MdCRQA, DCRP, R, MatLab
 Abstract: In this paper, Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) is introduced. It is an extension of Multidimensional Recurrence Quantification Analysis (MdRQA), which allows to quantify the (auto-)recurrence properties of a single multidimensional time-series. MdCRQA extends MdRQA to bi-variate cases to allow for the quantification of the co-evolution of two multidimensional time-series. Moreover, it is shown how a Diagonal Cross-Recurrence Profile (DCRP) can be computed from the MdCRQA output that allows to capture time-lagged coupling between two multidimensional time-series. The core concepts of these analyses are described, as well as practical aspects of their application. In the supplementary materials to this paper, implementations of MdCRQA and the DCRP as MatLab- and R-functions are provided.

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Language(s): eng - English
 Dates: 2018-12-202019-03-04
 Publication Status: Published in print
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 Rev. Method: -
 Identifiers: DOI: 10.1080/00273171.2018.1512846
BibTex Citekey: doi:10.1080/00273171.2018.1512846
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Title: Multivariate Behavioral Research
Source Genre: Journal
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Publ. Info: Routledge
Pages: - Volume / Issue: 54 (2) Sequence Number: - Start / End Page: 1 - 19 Identifier: -