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Fast reconstruction of an original continuous series from a recurrence plot
Yoshito Hirata1, Yuki Kitanishi2, Hiroki Sugishita3
1Faculty of Engineering, Information and Systems, University of Tsukuba, 1-1-1 Tennodai, Tsukuba, Ibaraki 305-8573, Japan.
Abstract:
We propose an algorithm to refine the reconstruction of an original time series given a recurrence plot, which is also referred to as a contact map. The refinement process calculates the local distances based on the Jaccard coefficients with the neighbors in the previous resolution for each point and takes their weighted average using local distances. We demonstrate the utility of our method using two examples.
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