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  Interpolation and sampling effects on recurrence quantification measures

Antary, N., Trauth, M. H., Marwan, N. (2023): Interpolation and sampling effects on recurrence quantification measures. - Chaos, 33, 10, 103105.
https://doi.org/10.1063/5.0167413

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Antary, Nils1, Autor              
Trauth, Martin H. 2, Autor
Marwan, Norbert1, Autor              
Affiliations:
1Potsdam Institute for Climate Impact Research, ou_persistent13              
2External Organizations, ou_persistent22              

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 Zusammenfassung: The recurrence plot and the recurrence quantification analysis (RQA) are well-established methods for the analysis of data from complex systems. They provide important insights into the nature of the dynamics, periodicity, regime changes, and many more. These methods are used in different fields of research, such as finance, engineering, life, and earth science. To use them, the data have usually to be uniformly sampled, posing difficulties in investigations that provide non-uniformly sampled data, as typical in medical data (e.g., heart-beat based measurements), paleoclimate archives (such as sediment cores or stalagmites), or astrophysics (supernova or pulsar observations). One frequently used solution is interpolation to generate uniform time series. However, this preprocessing step can introduce bias to the RQA measures, particularly those that rely on the diagonal or vertical line structure in the recurrence plot. Using prototypical model systems, we systematically analyze differences in the RQA measure average diagonal line length for data with different sampling and interpolation. For real data, we show that the course of this measure strongly depends on the choice of the sampling rate for interpolation. Furthermore, we suggest a correction scheme, which is capable of correcting the bias introduced by the prepossessing step if the interpolation ratio is an integer.

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Sprache(n): eng - Englisch
 Datum: 2023-10-022023-10-02
 Publikationsstatus: Final veröffentlicht
 Seiten: 14
 Ort, Verlag, Ausgabe: -
 Inhaltsverzeichnis: -
 Art der Begutachtung: Expertenbegutachtung
 Identifikatoren: DOI: 10.1063/5.0167413
MDB-ID: No data to archive
PIKDOMAIN: RD4 - Complexity Science
Organisational keyword: RD4 - Complexity Science
Working Group: Development of advanced time series analysis techniques
Model / method: Nonlinear Data Analysis
Research topic keyword: Paleoclimate
Regional keyword: Africa
Model / method: Nonlinear Data Analysis
Model / method: Quantitative Methods
Model / method: Qualitative Methods
Model / method: Open Source Software
 Art des Abschluß: -

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Titel: Chaos
Genre der Quelle: Zeitschrift, SCI, Scopus, p3
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Ort, Verlag, Ausgabe: -
Seiten: - Band / Heft: 33 (10) Artikelnummer: 103105 Start- / Endseite: - Identifikator: CoNE: https://publications.pik-potsdam.de/cone/journals/resource/180808
Publisher: American Institute of Physics (AIP)