Ramón Miralles Ricós

    fb_icon.png fb_icon.png fb_icon.png f_icon.png ResearcherID: B-2213-2008
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    Research Lines: Surrogate - Signal Modality Characterization

    Detecting non-linearities and complexity in time signals can be used in many situations as an indicator of changes in the underlying dynamical system responsible of the generation of those signals. This is a complex interdisciplinary field where many different researchers are striving to achieve better and more sophisticated techniques. In this scenario, the search of new perspectives capable of explaining and unifying some of the theories is a key point. The Recurrence Plots (RPs) and the Recurrence Quantification Analysis (RQA) can play such a role. The analysis of the structures appearing in the RPs as a function of the recurrence threshold (ε) can be demonstrated to be equivalent to some other well known techniques such as the Klaplan δ-ε method or the Delay Vector Variance (DVV) method. The Delay Vector Recurrence Quantification Analysis (DVRQA) method combines all of these ideas into a single technique that, depending on how the RPs are computed and the RQA parameter analysed, can give equivalent results to the aforementioned methods. Additionally, it has some advantages such us the simplicity in the formulation, analyzing the whole set of Delay Vectors and the possibility of fine tuning the RQA according to the surrogate technique employed [MIR2015].

    Illustration of how to use the RPs to obtain the variance of the targets in the DVV method. The RP in the right was computed using a larger recurrence threshold than the RP in the left.

    A DVRQA toolbox for MATALB as well as the Pseudo Periodic Twin Surrogate (PPTS) algorithm for generation of surrogates in short oscillating time series can be downloaded from here:

    Tool Version Date Description
    DVRQA 1.2 Dic. 2014 A set of MATLAB functions to compute the RP, RQA metrics and the DVRQA technique.
    PPTS 1.0 Sep. 2014 A set of MATLAB functions to compute the Pseudo Periodic Surrogate (PPS) and the Pseudo Periodic Twin Surrogate (PPTS)

    Authored published scientific papers:

    • R. Miralles, G. Lara-Martínez, L. Carrión-Garcia, and M. Bou-Cabo. Assessment of Arrow-of-Time Metrics for the Characterization of Underwater Explosions. Sensors, 21:1–15, 2021.
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    • A. Carrion and R. Miralles. Recurrence Plots and Their Quantifications: Expanding Horizons, pp. 91–111, Springer Proceedings in Physics, Springer International Publishing Switzerland, 2016.
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    • A. Carrion Garcia, T. Chanwimalueang, G. Giovanni Calvi, A. Hemakom, R. Miralles Ricos, and D.P. Mandic. Modelling economic stress through financial systemic balance index. International Conference on Digital Signal Processing, DSP, 0:565–569, 2016.
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    • A. Carrión and R. Miralles. New insights for testing linearity and complexity with surrogates: A recurrence plot approach. Springer Proceedings in Physics, 180:91–112, 2016.
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    • R. Miralles, A. Carrion, D. Looney, G. Lara, and D. Mandic. Characterization of the complexity in short oscillating time series: An application to seismic airgun detonations. J. Acoust. Soc. Am., (0):, 2015.
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    • R. Miralles, L. Vergara, A. Salazar, and J. Igual. Blind Detection of Nonlinearities in Multiple-echo Ultrasonic Signals. IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control, 55,3:1–11, March 2008.
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    • R. Miralles, J. Gosalbez, and A. Salazar. Detection of Nonlinearities Caused by Bubbles in Ultrasonic Signals. In Proceedings of the EUSIPCO 2005, Antalya, Turkey, 2005.
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