Visual Recurrence Analysis (VRA)v4.2

It can detect hidden patterns and determinism in time series using a graphical device known as the Recurrence Plot. VRA first expands a given one-dimensional time series into a higher-dimensional space, in which the dynamics of the underlying generator takes place. VRA then constructs a recurrence plot, which is essentially a graphical representation of the correlation integral in such a way that the time dependence in the system under study is preserved.

VRA is very fast and highly interactive. It uses a variety of color maps to represent the distances on the recurrence plot. Once the recurrence plot is drawn, you can easily change the underlying color map. The zooming and browsing capabilities of VRA ensure quick and interactive navigation and exploration of the recurrence plot. An intuitive user interface lets you interactively change all recurrence plot parameters needed for the construction of the recurrence plot, including embedding dimensions, a time delay, a distance calculation method, a threshold corridor, and more.

You have a choice of different estimators (Nadaraya-Watson and local linear), kernel functions (Epanechnikov, Gaussian, exponential, uniform, and more), and distance measures (Euclidean, Manhattan, max norm, by cosine, by correlation, and more).

Other features include: nonlinear time series prediction using nonparametric methods; nonlinear analysis tools, such as Average Mutual Information and False Nearest Neighbors; quantitative analysis tools for recurrence plot classification and characterization; a recurrence histogram, and the ability to save and print all charts and graphs. A movie tool is provided for enhanced representation of the recurrence plot. You can watch in real time how the system's orbits stretch, contract, fold, unfold, and evolve in time.

VRA supports the following data file formats: Microsoft Excel; ASCII text, comma-separated (CSV), formatted text (PM), and sound (WAV).