Fast reconstruction of an original continuous series from a recurrence plot
Yoshito Hirata, Yuki Kitanishi, Hiroki Sugishita, Yukiko Gotoh · Chaos An Interdisciplinary Journal of Nonlinear Science · 2021
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.