Resumen de Detecting Determinism Using Recurrence Quantification Analysis: Three Test Procedures

Eduardo F. Pozo, Dulce Saura Bacaicoa, María Teresa Aparicio Aspas

• In this paper we use the "Recurrence Quantification Analysis" proposed by Zbilut and Webber (1992), to develop three test procedures that allow us to detect determinism underlying series. Based on the concept of "Percent of Determinism" we obtain three statistics that allow us to test for the null hypothesis of randomness. The results of the application of these procedures to a set of simulated and real series reveal good behaviour in a wide variety of situations, including different sample sizes and series affected by noise.