File:RPDE detail.gif

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 ${\displaystyle ϵ}$ is created. All recurrences into this neighbourhood are tracked, and the time interval ${\displaystyle T}$ between recurrences is recorded in a histogram. This histogram is normalised to create an estimate of the recurrence period density function ${\displaystyle P(T)}$. The normalised entropy of this density is the RPDE value ${\displaystyle H_{norm}}$.

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