Figure 1
Schematic describing the construction of a recurrence plot. The upper panel shows the series of observations vs time. A region centered on the first data point, with width \(2\epsilon\) is shaded in blue. The lower panel shows the corresponding recurrence plot. The elements of the recurrence plot corresponding to the first point are shaded in blue, in the lower panel. When a point falls within the blue rectangle in the upper panel, it is shown as a black point in the lower panel. This analysis is repeated for every point in the time series resulting in the complete recurrence plot. The x and y axes of the recurrence plot represent the time of observation (x axis of the upper panel). Hence, when an observation \(y(t_1)\) at time \(t_1\) and \(y(t_2)\) at time \(t_2\) are within \(\epsilon\) distance of each other, the point \((t_1,t_2)\) is marked in black in the recurrence plot.
