2.5.3 Local recurrence quantification analysis

Any given sequence of numbers or time series can be characterized by similarity matrix containing measures of similarity (e.g., Euclidean distances) between all pair-wise points in the time series. A recurrence matrix is generated by binary quantization of the similarity matrix, based on a user specified threshold value. This thresholded matrix can be portrayed graphically as a recurrence plot, amenable to qualitative interpretation. The recurrence matrix, consisting of zeros and ones, can also be used as a basis to extract features that are representative of the dynamic behavior of the time series. This approach is widely referred to as recurrence quantification analysis, and in process engineering, it has mainly been used in the description of electrochemical phenomena and corrosion [53–58], but in principle has general applicability to any dynamic system.
