@Article{PradoCLBBFML:2020:MaEnPr,
author = "Prado, Thiago L. and Corso, G. and Lima, G. Z. dos Santos and
Budzinski, Roberto C. and Boaretto, Bruno R. R. and Ferrari, F. A.
S. and Macau, Elbert Einstein Nehrer and Lopes, S{\'e}rgio
Roberto",
affiliation = "{Universidade Federal do Paran{\'a} (UFPR)} and {Universidade
Federal do Rio Grande do Norte (UFRN)} and {Universidade Federal
do Rio Grande do Norte (UFRN)} and {Universidade Federal do
Paran{\'a} (UFPR)} and {Universidade Federal do Paran{\'a}
(UFPR)} and {Universidade Federal dos Vales do Jequitinhonha e
Mucuri} and {Instituto Nacional de Pesquisas Espaciais (INPE)} and
{Universidade Federal do Paran{\'a} (UFPR)}",
title = "Maximum entropy principle in recurrence plot analysis on
stochastic and chaotic systems",
journal = "Chaos",
year = "2020",
volume = "30",
number = "4",
pages = "e043123",
month = "Apr.",
abstract = "The recurrence analysis of dynamic systems has been studied since
Poincare's seminal work. Since then, several approaches have been
developed to study recurrence properties in nonlinear dynamical
systems. In this work, we study the recently developed entropy of
recurrence microstates. We propose a new quantifier, the maximum
entropy (S-max). The new concept uses the diversity of microstates
of the recurrence plot and is able to set automatically the
optimum recurrence neighborhood (epsilon-vicinity), turning the
analysis free of the vicinity parameter. In addition, epsilon
turns out to be a novel quantifier of dynamical properties itself.
We apply Smax and the optimum epsilon to deterministic and
stochastic systems. The S-max quantifier has a higher correlation
with the Lyapunov exponent and, since it is a parameter-free
measure, a more useful recurrence quantifier of time series.",
doi = "10.1063/1.5125921",
url = "http://dx.doi.org/10.1063/1.5125921",
issn = "1054-1500",
language = "en",
targetfile = "prado_maximun.pdf",
urlaccessdate = "12 maio 2024"
}