This is to announce that version 4.2 of Visual Recurrence Analysis
has been released.
Visual Recurrence Analysis v4.2 (VRA) for Windows 95, 98, and NT
is a software package for topological analysis, qualitative and
quantitative assessment, and nonparametric prediction of nonlinear
and chaotic time series.
Main features:
- Pattern and determinism recognition in the time series using the
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 system
as it evolves in time.
- Recurrence plots animation: see the dynamical system trajectories
recovered from the time series stretch and unfold in real time.
- Average Mutual Information, False Nearest Neighbors, and
spatio-temporal entropy methods to determine the optimal values of
embedding dimension and time delay for delayed coordinate embedding.
- 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.
- Importing time series stored in different file formats, including
ASCII text, MS Excel, and sound (WAVE) formats.
- Sample data sets (periodic, chaotic, and random), comprehensive
context-sensitive help, and references are included.
New in this latest version:
- Radial basis functions added to the nonparametric prediction module
- Extended the prediction interval beyond the last point in the series
- Improved zooming in/out when viewing charts
- Fixed a bug that caused a "floating point" error in RQA
- Help file extended and updated
VRA v4.2 remains free provided that it is used for educational,
academic, and research purposes. VRA v4.2 can be downloaded from
http://home.netcom.com/~eugenek/download.html
If you have any comments or suggestions regarding VRA and its use,
please email me at eugenek@ix.netcom.com
Thank you very much for your interest,
Eugene Kononov.