{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,21]],"date-time":"2026-04-21T16:40:43Z","timestamp":1776789643438,"version":"3.51.2"},"reference-count":23,"publisher":"World Scientific Pub Co Pte Lt","issue":"11","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Bifurcation Chaos"],"published-print":{"date-parts":[[2010,11]]},"abstract":"<jats:p> Recurrence plots are effective in analyzing nonstationary time series. Further, it is desirable to make the recurrence plot-based analysis applicable to marked point process data such as foreign exchange tick data. In this paper, we define a distance for marked point process data and establish the basis for further analyses. We also show that foreign exchange tick data have serial dependence using recurrence plots and the random shuffle surrogate method. <\/jats:p>","DOI":"10.1142\/s0218127410027970","type":"journal-article","created":{"date-parts":[[2010,12,9]],"date-time":"2010-12-09T08:41:40Z","timestamp":1291884100000},"page":"3699-3708","source":"Crossref","is-referenced-by-count":50,"title":["DEFINITION OF DISTANCE FOR MARKED POINT PROCESS DATA AND ITS APPLICATION TO RECURRENCE PLOT-BASED ANALYSIS OF EXCHANGE TICK DATA OF FOREIGN CURRENCIES"],"prefix":"10.1142","volume":"20","author":[{"given":"SATOSHI","family":"SUZUKI","sequence":"first","affiliation":[{"name":"Department of Mathematical Informatics, Graduate School of Information Science and Technology, The University of Tokyo, 7-3-1 Hongo Bunkyo-ku, Tokyo, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"YOSHITO","family":"HIRATA","sequence":"additional","affiliation":[{"name":"Institute of Industrial Science, The University of Tokyo, 4-6-1 Komaba Meguro-ku, Tokyo, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"KAZUYUKI","family":"AIHARA","sequence":"additional","affiliation":[{"name":"Institute of Industrial Science, The University of Tokyo, 4-6-1 Komaba Meguro-ku, Tokyo, Japan"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2011,11,20]]},"reference":[{"key":"rf1","doi-asserted-by":"publisher","DOI":"10.1038\/nn1228"},{"key":"rf2","first-page":"973","volume":"5","author":"Eckmann J.","journal-title":"Europhys. Lett."},{"key":"rf3","doi-asserted-by":"publisher","DOI":"10.1086\/429137"},{"key":"rf4","doi-asserted-by":"publisher","DOI":"10.1016\/S0375-9601(00)00304-2"},{"key":"rf5","doi-asserted-by":"publisher","DOI":"10.1002\/ijfe.301"},{"key":"rf6","unstructured":"N.\u00a0Gershenfeld, The Nature of Mathematical Modeling (Cambridge University Press, Cambridge, 1998)\u00a0pp. 315\u2013318."},{"key":"rf7","doi-asserted-by":"publisher","DOI":"10.1140\/epjst\/e2008-00830-8"},{"key":"rf8","doi-asserted-by":"crossref","unstructured":"T.\u00a0Ikeguchi, T.\u00a0Yamada and M.\u00a0Komuro, Fundamentals and Applications of Chaos Time-Series Analysis, ed. K.\u00a0Aihara (Sangyo Tosho, Tokyo, 2000)\u00a0pp. 253\u2013294.","DOI":"10.1007\/978-4-431-67907-3_11"},{"key":"rf9","doi-asserted-by":"publisher","DOI":"10.1007\/BF01582166"},{"key":"rf10","doi-asserted-by":"publisher","DOI":"10.1016\/S0022-1996(00)00052-0"},{"key":"rf11","doi-asserted-by":"publisher","DOI":"10.1257\/089533003321164958"},{"key":"rf12","doi-asserted-by":"publisher","DOI":"10.1016\/j.physrep.2006.11.001"},{"key":"rf13","doi-asserted-by":"publisher","DOI":"10.2307\/2331231"},{"key":"rf14","unstructured":"W. H.\u00a0Press, Numerical Recipes in C (Cambridge University Press, Cambridge, 1992)\u00a0pp. 444\u2013453."},{"key":"rf15","doi-asserted-by":"publisher","DOI":"10.1086\/296465"},{"key":"rf16","doi-asserted-by":"publisher","DOI":"10.1257\/089533003321164967"},{"key":"rf17","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1986.tb04497.x"},{"key":"rf18","doi-asserted-by":"publisher","DOI":"10.1016\/0375-9601(91)90651-N"},{"key":"rf19","doi-asserted-by":"publisher","DOI":"10.1016\/0167-2789(92)90102-S"},{"key":"rf20","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-2789(02)00586-9"},{"key":"rf21","doi-asserted-by":"publisher","DOI":"10.1007\/s11071-006-2010-9"},{"key":"rf22","doi-asserted-by":"publisher","DOI":"10.1088\/0954-898X_8_2_003"},{"key":"rf24","doi-asserted-by":"publisher","DOI":"10.1016\/0375-9601(92)90426-M"}],"container-title":["International Journal of Bifurcation and Chaos"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0218127410027970","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T23:55:32Z","timestamp":1565135732000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0218127410027970"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2010,11]]},"references-count":23,"journal-issue":{"issue":"11","published-online":{"date-parts":[[2011,11,20]]},"published-print":{"date-parts":[[2010,11]]}},"alternative-id":["10.1142\/S0218127410027970"],"URL":"https:\/\/doi.org\/10.1142\/s0218127410027970","relation":{},"ISSN":["0218-1274","1793-6551"],"issn-type":[{"value":"0218-1274","type":"print"},{"value":"1793-6551","type":"electronic"}],"subject":[],"published":{"date-parts":[[2010,11]]}}}