I wonder how much overlap and discrepancy is there among the analyses. How much co-linearity is there hidden in the nonlinear methods? For instance, DFA/MFDFA is affected greatly by periodicities which is also what RQA responds to. That's not what MFDFA is used for officially, but oftentimes that's what people's results are actually coming from. And then they tell you a story about changes in complexity, soc, etc., but it's really just a change in some periodic activity.

Also, are these things even compatible? Are the assumptions of MFDFA and RQA compatible with each other?