Published January 1, 2018
| Version v1
Journal article
Open
Recurrence plot analysis of irregularly sampled data
Creators
- 1. Ege Univ, Fac Sci, Dept Phys, TR-35100 Izmir, Turkey
- 2. Ruhr Univ Bochum, Inst Geol Mineral & Geophys, Sediment & Isotope Geol, Univ Str 150, D-44801 Bochum, Germany
- 3. Potsdam Inst Climate Impact Res, D-14473 Potsdam, Germany
- 4. Chinese Acad Sci, Inst Earth Environm, State Key Lab Loess & Quaternary Geol, Xian 710061, Shaanxi, Peoples R China
Description
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.
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