Here is another great MATLAB-based website, the one about recurrence plots by my colleague and long-term collaborator Norbert Marwan from Potsdam Institute for Climate Impact Research (PIK). Recurrence plots for the analysis of complex systems are popular in many fields such as climate science, flow mechanics and medicine.
Norbert Marwan, author of numerous highly cited papers about the method, also created the popular Cross Recurrence Plot Toolbox. It’s free and open source (as long as you have MATLAB). His webpage is a great resource to learn more about the method and its applications. Norbert Marwan also contributed Chapter 5.10 about nonlinear time-series analysis, including recurrence plots, to the MRES book, in addition to a section about independent component analysis (Chapter 9.3).
References
N. Marwan, M. C. Romano, M. Thiel, J. Kurths: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(5-6), 237-329, DOI:10.1016/j.physrep.2006.11.001, 2007.
N. Marwan: Encounters With Neighbours – Current Developments Of Concepts Based On Recurrence Plots And Their Applications, Ph.D. Thesis, University of Potsdam, ISBN 3-00-012347-4, urn:nbn:de:kobv:517-0000856, 2003.
M. C. Romano Blasco: Synchronization analysis by means of recurrences in phase space, Ph.D. Thesis, University of Potsdam, urn:nbn:de:kobv:517-0001756, 2004.
M. Thiel: Recurrences: exploiting naturally occurring analogues, Ph.D. Thesis, University of Potsdam, urn:nbn:de:kobv:517-0001633, 2004.
Y. Zou: Exploring recurrences in quasiperiodic systems, Ph.D. Thesis, University of Potsdam, urn:nbn:de:kobv:517-opus-16497, 2007.
N. Marwan: Untersuchung der Klimavariabilität in NW Argentinien mit Hilfe der quantitativen Analyse von Recurrence Plots (Study of climate variability in NW Argentina with the quantitative analysis of recurrence plots), Diploma Thesis, Dresden University of Technology, 1999.