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Implementation of Recurrence Quantification Analysis on Real-World Data of All Kinds

by Charles L. Webber, Jr., Ph.D.

Recurrence quantification analysis (RQA) is a nonlinear, multidimensional tool for the diagnosis of real-world signals in time and space.  This methodology has a two-decade history of successful implementation on dynamical systems stemming from multiple disciplines.  The purpose of this workshop is to introduce RQA principles and strategies that may be applied to signals of interest to the attendees.  We will discuss the purpose and proper selection of the many RQA parameters and how to interpret the various RQA variables.  Specific approaches has RQA can be used to predict dynamical transitions between states will be explored.  The influence of dynamical noise, non-steady states and system singularities on recurrence plots and quantifications will also be noted.  No programming skills are required and free RQA software will be distributed.

The workshop aims at Master's level students, doctoral students and faculty. The workshop will take place at Fuglesang, Building 2627 (H-building) room H3, from September 2. (Monday) to September 5. (Thursday).
September 2. and 4. will be half days, mainly providing the theoretical background, discussion research examples and best practice. September 3. and 4. will consist of full days of hands-on training in the analysis technique.

Day 1 (Mon., Sept. 2, 2013)
Lecture 1:Introduction to RQA (13:00 - 16:00)

Day 2 (Tues, Sept. 3, 2013)
             Workshop 1: Setting RQA Parameters (9:00 - 12:00 & 13:00 - 16:00)
Day 3 (Wed., Sept. 4, 2013)
             Workshop 2: Interpreting RQA Variables (9:00 - 12:00 & 13:00 - 16:00)
Day 4 (Thurs, Sept. 5, 2013)
             Lecture 2: Pitfalls and Potentials of RQA  (9:00 - 12:00)

The workshop is hosted by MINDLab, and there is no registration fee. Lunch will be provided on Tuesday and Wednesday.
You will need to bring your own laptop to participate in the data analyses training (please mention if you don't have access to a laptop).

If you want to participate, send an email to Sebastian Wallot (sewa@hum.au.dk). We have a capacity for 20 participants, first come - first serve.


The webpage http://www.recurrence-plot.tk/ gives an overview over recurrence plots and provides various resources (software, bibliography).

Introductory readings can be found in this webbook http://www.nsf.gov/sbe/bcs/pac/nmbs/nmbs.jsp (chapters 2-4), and together with the RQA software of Charles Webber http://homepages.luc.edu/~cwebber/ (README_2012.PDF and CHAPT2.PDF - bottom of the page).

For this course, we recommend to use the software Recurrence Quantification Analysis (RQA) from Charles Webber's homepage http://homepages.luc.edu/~cwebber/ (bottom of the page). This might require the usage of Dosbox http://www.dosbox.com/. Other software packages such as Norbert Marwan's Cross Recurrence Plots (CRP) or Eugene Kononov's Visual Recurrence Analysis (VRA) can also be recommended http://www.recurrence-plot.tk/programmes.php.

...more information on software installation and usage for this course will be forthcoming...