Detecting Determinism Using Recurrence Quantification Analysis: Three Test Procedures

In this paper we use the “Recurrence Quantification Analysis ” proposed by Zbilut and Webber (1992), to develop three test procedures that allow us to detect determinism underlying series. Based on the concept of “Percent of Determinism ” we obtain three statistics that allow us to test for the null hypothesis of randomness. The results of the application of these procedures to a set of simulated and real series reveal good behaviour in a wide variety of situations, including different sample sizes and series affected by noise