a Department of Language and Literature , Max Planck Institute for Empirical Aesthetics.
Multivariate Behav Res. 2019 Mar-Apr;54(2):173-191. doi: 10.1080/00273171.2018.1512846. Epub 2018 Dec 20.
In this paper, Multidimensional Cross-Recurrence Quantification Analysis () is introduced. It is an extension of Multidimensional Recurrence Quantification Analysis (), which allows to quantify the (auto-)recurrence properties of a single multidimensional time-series. extends 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 () can be computed from the 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.
本文引入了多维交叉递归量化分析（Multidimensional Cross-Recurrence Quantification Analysis，MdCRQA）。它是多维递归量化分析（Multidimensional Recurrence Quantification Analysis，MRQA）的扩展，允许量化单个多维时间序列的（自）递归特性。 扩展到双变量情况，以允许量化两个多维时间序列的共同演变。此外，还展示了如何从 的输出中计算对角线交叉递归图（Diagonal Cross-Recurrence Profile，DCRP），该图可以捕获两个多维时间序列之间的时滞耦合。描述了这些分析的核心概念，以及它们应用的实际方面。在本文的补充材料中，提供了 MdCRQA 和 DCRP 的 MatLab 和 R 函数的实现。
