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A Poincaré plot, named after Henri Poincaré, is a type of recurrence plot used to quantify self-similarity in processes, usually periodic functions. It is also known as a return map. Poincaré plots can be used to distinguish chaos from randomness by embedding a data set in a higher-dimensional state space.
Given a time series of the form
a return map in its simplest form first plots , then plots , then , and so on.
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