The Analysis of Recurrence of the Noisy Time Series
We propose a method for numerical evaluation of the character of the dynamics of noisy time series with the use of recurrence plots. U nder influence of external noise the recurrence plots, which correspond to qualitatively different dynamic regimes, are transformed in such a way that they become virtually indistinguishable. By the example of the logistic map we show that this method allows one to distinguish random fluctuations from deterministic oscillations, both regular and chaotic oscillations, even at relatively high values of the signal to noise ratio. Besides, we show that an increase in the noise level can lead to convergence of the recurrent properties of regular and chaotic oscillations.