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  Sampling rate-corrected analysis of irregularly sampled time series

Braun, T., Fernandez, C. N., Eroglu, D., Hartland, A., Breitenbach, S. F. M., Marwan, N. (2022): Sampling rate-corrected analysis of irregularly sampled time series. - Physical Review E, 105, 2, 024206.
https://doi.org/10.1103/PhysRevE.105.024206

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 Urheber:
Braun, Tobias1, Autor              
Fernandez, Cinthya N.2, Autor
Eroglu, Deniz2, Autor
Hartland, Adam2, Autor
Breitenbach, Sebastian F. M.2, Autor
Marwan, Norbert1, Autor              
Affiliations:
1Potsdam Institute for Climate Impact Research, Potsdam, ou_persistent13              
2External Organizations, ou_persistent22              

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 Zusammenfassung: The analysis of irregularly sampled time series remains a challenging task requiring methods that account for continuous and abrupt changes of sampling resolution without introducing additional biases. The edit distance is an effective metric to quantitatively compare time series segments of unequal length by computing the cost of transforming one segment into the other. We show that transformation costs generally exhibit a nontrivial relationship with local sampling rate. If the sampling resolution undergoes strong variations, this effect impedes unbiased comparison between different time episodes. We study the impact of this effect on recurrence quantification analysis, a framework that is well suited for identifying regime shifts in nonlinear time series. A constrained randomization approach is put forward to correct for the biased recurrence quantification measures. This strategy involves the generation of a type of time series and time axis surrogates which we call sampling-rate-constrained (SRC) surrogates. We demonstrate the effectiveness of the proposed approach with a synthetic example and an irregularly sampled speleothem proxy record from Niue island in the central tropical Pacific. Application of the proposed correction scheme identifies a spurious transition that is solely imposed by an abrupt shift in sampling rate and uncovers periods of reduced seasonal rainfall predictability associated with enhanced ENSO and tropical cyclone activity.

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Sprache(n): eng - Englisch
 Datum: 2022-02-012022-02-282022-02-28
 Publikationsstatus: Final veröffentlicht
 Seiten: 16
 Ort, Verlag, Ausgabe: -
 Inhaltsverzeichnis: -
 Art der Begutachtung: Expertenbegutachtung
 Identifikatoren: DOI: 10.1103/PhysRevE.105.024206
PIKDOMAIN: RD4 - Complexity Science
Organisational keyword: RD4 - Complexity Science
Research topic keyword: Nonlinear Dynamics
Research topic keyword: Complex Networks
Research topic keyword: Paleoclimate
Regional keyword: Oceania/Australia
Model / method: Quantitative Methods
Model / method: Nonlinear Data Analysis
Model / method: Open Source Software
OATYPE: Green Open Access
MDB-ID: yes - 3354
 Art des Abschluß: -

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Titel: Physical Review E
Genre der Quelle: Zeitschrift, SCI, Scopus, p3
 Urheber:
Affiliations:
Ort, Verlag, Ausgabe: -
Seiten: - Band / Heft: 105 (2) Artikelnummer: 024206 Start- / Endseite: - Identifikator: CoNE: https://publications.pik-potsdam.de/cone/journals/resource/150218
Publisher: American Physical Society (APS)