Recurrence plot analysis of irregularly sampled data
Articles > Article · 2018
Authors: İbrahim ÖZKEN, Deniz EROGLU, Sebastian F. M. BREITENBACH, Norbert MARWAN, Liangcheng TAN, Uğur TIRNAKLI, Juergen KURTHS
PHYSICAL REVIEW E, Journal Indexed in SCI Expanded, International, 2018, vol 98
DOI: 10.1103/physreve.98.052215
Summary
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.