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Recurrence plot analysis of irregularly sampled data

Urheber*innen

Ozken,  I.
External Organizations;

/persons/resource/deniz.eroglu

Eroglu,  Deniz
Potsdam Institute for Climate Impact Research;

Breitenbach,  S. F. M.
External Organizations;

/persons/resource/Marwan

Marwan,  Norbert
Potsdam Institute for Climate Impact Research;

Tan,  L.
External Organizations;

Tirnakli,  U.
External Organizations;

/persons/resource/Juergen.Kurths

Kurths,  Jürgen
Potsdam Institute for Climate Impact Research;

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Zitation

Ozken, I., Eroglu, D., Breitenbach, S. F. M., Marwan, N., Tan, L., Tirnakli, U., Kurths, J. (2018): Recurrence plot analysis of irregularly sampled data. - Physical Review E, 98, 052215.
https://doi.org/10.1103/PhysRevE.98.052215


Zitierlink: https://publications.pik-potsdam.de/pubman/item/item_22790
Zusammenfassung
Irregularly sampled time series usually require data preprocessing before a desired time-series analysis can be applied. We propose an approach for distance measuring of pairs of data points which is directly applicable to irregularly sampled time series. In order to apply recurrence plot analysis to irregularly sampled time series, we use this approach and detect regime transitions in prototypical models and for an application from palaeoclimatatology. This approach might be useful for any method that is based on distance measuring, e.g., correlation sum or Lyapunov exponent estimation.