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Fast Recurrence Quantification Analysis for long time series

We adapted the method "Recurrence Quantification Analysis (RQA)" for the fast analysis of long time series (more than 1 million data points). Our approach basis on the concept of "Divide and Recombine (D&R)". D&R enables us to fully exploit the computing capabilities of mordern hardware like graphics cards (GPU).

Softwarepaket: pyRQA (Daten, Produkte, Dienste)

Publication: Rawald, T., Sips, M., Marwan, N. (2017): PyRQA - Conducting Recurrence Quantification Analysis on Very Long Time Series Efficiently. - Computers and Geosciences, 104, pp. 101-108.

Softwarepublication: Rawald, Tobias; Sips, Mike; Dransch, Doris (2018): PyRQA - Tool for the fast Recurrence Quantification Analysis (RQA) of long time series based on the OpenCL framework. V. 0.1.0. GFZ Data Services. http://doi.org/10.5880/GFZ.1.5.2018.002

In cooperation with Potsdam Institute for Climate Impact Research - Research Domain 4: Transdisciplinary Concepts & Methods

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