Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

Chen, Wei-Shing

doi:10.1016/j.physa.2010.12.020

Cited by 32 publications

(7 citation statements)

References 33 publications

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“…Other approaches in the literature are based on setting the radius based on the idea of obtaining reasonable recurrence rates (see for instance [28] and [33]). In a study on the Taiwanese unemployment rate, [29] used a value for of 0.65. Since we will be studying unemployment rate series too, we will be using a value close to the one by [29], namely.…”

Section: Resultsmentioning

confidence: 99%

“…In a study on the Taiwanese unemployment rate, [29] used a value for of 0.65. Since we will be studying unemployment rate series too, we will be using a value close to the one by [29], namely.…”

Section: Resultsmentioning

confidence: 99%

“…In economics and finance, the methodology began to be applied many years after its inception in papers by [23], [24], [25], [26], [27], [28] and [29]. As one can appreciate the number of applications of this methodology in economics and finance is still small.…”

Section: Methodsmentioning

confidence: 99%

See 2 more Smart Citations

The Role of Recurrence Plots in Characterizing the Output-Unemployment Relationship: An Analysis

Caraiani

Haven

2013

PLoS ONE

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Section: Resultsmentioning

confidence: 99%

Section: Resultsmentioning

confidence: 99%

See 1 more Smart Citation

The Role of Recurrence Plots in Characterizing the Output-Unemployment Relationship: An Analysis

Caraiani

Haven

2013

PLoS ONE

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show abstract

“…Based on the recurrence density and the diagonal and vertical lines, some measures, including the recurrence rate, determinism, Shannon entropy, laminarity and so on, were proposed. The emergence of RQA has furthered the use of RP in many fields such as economics [16], acoustic [17] and medical [18].…”

Section: Introductionmentioning

confidence: 99%

Detection performance analysis of recurrence quantification analysis measures for low observable target within sea clutter under different sea conditions

Feng

Zheng

Zhou

et al. 2015

IET Radar, Sonar & Navigation

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An approach based on recurrence quantification analysis (RQA) measures is proposed to detect the low observable target within sea clutter in this study. Based on the criterion named the fixed amount of nearest neighbours, recurrence plots (RPs) are constructed. RQA measures are used to describe the line structures of the RPs. According to the differences between the RQA measures of sea clutter with and without a target, the low observable target within sea clutter can be detected. Four sea clutter datasets under different sea conditions in the IPIX OHGR database are selected to analyse the target detection performance of RQA measures. Compared with the multifractal correlation spectrum approach and the cell average constant false alarm rate detector, the author's approach can achieve a higher detection probability. Furthermore, the authors analyse the receiver operating characteristic curves of RQA measures in all of polarisations under different sea conditions. The experimental results show that the horizontal-horizontal polarisation dataset and one of the horizontal-vertical and vertical-horizontal polarisation datasets should be selected for the target detection, and the significant wave height has a greater influence on the target detection performance than the wind speed does.

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“…RPs have been used extensively in the last two decades to gain some understanding about the nonlinear dynamics of complex systems. For example, it has been applied to disciplines so diverse as the life science, [8][9][10] earth science, [11][12][13] astrophysics, 14,15 chemical reactions, 16 economical dynamics, [17][18][19] and, very recently, to experimental data from fusion plasmas. 20,21 In this work, we use the RQA technique to characterize changes in global transport dynamics of a near-marginal turbulent state relevant to fusion plasmas.…”

Section: Introductionmentioning

confidence: 99%

Recurrence quantification analysis of simulations of near-marginal dissipative-trapped-electron-mode turbulence

et al. 2011

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Recurrence quantification analysis (RQA) is a powerful tool to study dynamical systems and to help us understand and characterize the underlying physics when a transition occurs. The idea is based on the fact that, given sufficiently long time lapses, every dynamical system returns to states arbitrarily close to those it had in the past. This fundamental property of dynamical systems is called recurrence. In this work, we analyze, using the RQA technique, the recurrence properties of time series obtained from a series of numerical simulations of a dissipative-trapped-electron-mode (DTEM) turbulence model in near-marginal conditions where a transition in the nature of turbulent transport was observed as a subdominant diffusive channel strength is increased from zero [J. A. Mier et al., Phys. Plasmas 15, 112301 (2008)]. The results of the RQA analysis clearly show that the degree of determinism and complexity of the dynamics closely follows the degree of non-diffusiveness in the observed transport. V

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Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

Cited by 32 publications

References 33 publications

The Role of Recurrence Plots in Characterizing the Output-Unemployment Relationship: An Analysis

The Role of Recurrence Plots in Characterizing the Output-Unemployment Relationship: An Analysis

Detection performance analysis of recurrence quantification analysis measures for low observable target within sea clutter under different sea conditions

Recurrence quantification analysis of simulations of near-marginal dissipative-trapped-electron-mode turbulence

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