Visual Recurrence Analysis (VRA) Page

Visual Recurrence Analysis
Visual Recurrence Analysis (VRA) is a software package for topological analysis, qualitative and quantitative assessment, and nonparametric prediction of nonlinear and chaotic time series. The software runs under Windows 95/98/ME/2000/NT/XP/Vista. The latest version is 4.9, released in March 2006. Below are two examples of a recurrence plot, the Lorenz attractor, and a human electrocardiogram. VRA remains free. However, the "save results to file" functionality is enabled only for registered users. To install VRA, download vra49.zip archive, unzip it to a temporary folder, and run the setup.exe program from there.

Main software features:

Pattern and determinism recognition in the time series using recurrence plot, which is essentially a graphical representation of the correlation integral in such a way so that the temporal dependence in the system under study is preserved
Dynamic recurrence quantification analysis (RQA) for recurrence plots classification and characterization: analyze stationarity, periodicity, determinism, and complexity of the dynamical systems
Calculation of average mutual information, false nearest neighbors, and correlation dimension
Nonparametric modeling for nonlinear time series prediction. A wide variety of models and options is available, including nearest neighbor, locally constant, locally linear, locally weighted linear, kernel regression, and radial basis functions models
Phase space graph, recurrence histogram, recurrence plots animation
Sample data sets are included (periodic, chaotic, and random)
Extended online help and references are provided

Additional Information:

Visual Recurrence Analysis Demonstration: Selected features of VRA, screen shots, and a short tutorial.

Encounters with Neighbours: Recurrence Plot dissertation by Dr. Norbert Marwan (159 pages long).

Recurrence Plot software: Review of VRA v4.2 and similar free software.

Applied Recurrence Plots: using recurrence plots in research and case studies in optics, physiology(1), physiology(2), physiology(3), physiology(4), financial time series analysis, financial market analysis, macroeconomics, foreign-exchange, mathematical visualization, physics, chemistry, acoustics, ecology (1), ecology (2).

Bibliography: A comprehensive bibliography about recurrence plots, recurrence quantification analysis, and their applications.

Guest Book: Leave your comments or suggestions regarding VRA and its use or see what others have to say about it.