Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

作者：Chen Wei Shing^*

来源：Physica A: Statistical Mechanics and Its Applications , 2011, 390(7): 1332-1342.

DOI：10.1016/j.physa.2010.12.020

• Nonlinear dynamics
• Recurrence plot
• Recurrence quantification analysis
• Unemployment rate in Taiwan

The aim of the article is to answer the question if the Taiwan unemployment rate dynamics is generated by a non-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of non-stationary hidden transition patterns of the unemployment rate of Taiwan. The case study uses the time series data of the Taiwan's unemployment rate during the period from 1978/01 to 2010/06. The results show that recurrence techniques are able to identify various phases in the evolution of unemployment transition in Taiwan.

• 出版日期2011-4-1