GFZ German research centre for geo sciences

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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