File:RPDE detail.gif

Summary
Pictorial description of the calculations required to find the RPDE value. First, the time series is time delay embedded into a reconstructed phase space. Then, around each point in the embedded phase space, a recurrence neighbourhood of radius $$\epsilon$$ is created. All recurrences into this neighbourhood are tracked, and the time interval $$T$$ between recurrences is recorded in a histogram. This histogram is normalised to create an estimate of the recurrence period density function $$P(T)$$. The normalised entropy of this density is the RPDE value $$H_{norm}$$.