Plot Points: A Study Demonstrates a New Recurrence-Based Method that Mimics Kolmogorov-Smirnov Test

The recurrence plot is a vital tool for analyzing nonlinear dynamic systems, especially systems involving empirically observed time series data. RPs show patterns in a phase space system and indicate where data visit the same coordinates, and can mimic some types of inferential statistics and linear analyses. A paper in Chaos provides a proof of concept for using RPs to mimic the Kolmogorov-Smirnov test, which scientists use to determine if two data sets significantly differ.

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