Regime change detection in irregularly sampled time series
Fuente:
arXiv
Saved in:
| Main Authors: | , , , , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866913214621548544 |
|---|---|
| author | Marwan, Norbert Eroglu, Deniz Ozken, Ibrahim Stemler, Thomas Wyrwoll, Karl-Heinz Kurths, Jürgen |
| author_facet | Marwan, Norbert Eroglu, Deniz Ozken, Ibrahim Stemler, Thomas Wyrwoll, Karl-Heinz Kurths, Jürgen |
| contents | Irregular sampling is a common problem in palaeoclimate studies. We propose a method that provides regularly sampled time series and at the same time a difference filtering of the data. The differences between successive time instances are derived by a transformation costs procedure. A subsequent recurrence analysis is used to investigate regime transitions. This approach is applied on speleothem based palaeoclimate proxy data from the Indonesian-Australian monsoon region. We can clearly identify Heinrich events in the palaeoclimate as characteristic changes in the dynamics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_10006 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Regime change detection in irregularly sampled time series Marwan, Norbert Eroglu, Deniz Ozken, Ibrahim Stemler, Thomas Wyrwoll, Karl-Heinz Kurths, Jürgen Data Analysis, Statistics and Probability Chaotic Dynamics Atmospheric and Oceanic Physics Irregular sampling is a common problem in palaeoclimate studies. We propose a method that provides regularly sampled time series and at the same time a difference filtering of the data. The differences between successive time instances are derived by a transformation costs procedure. A subsequent recurrence analysis is used to investigate regime transitions. This approach is applied on speleothem based palaeoclimate proxy data from the Indonesian-Australian monsoon region. We can clearly identify Heinrich events in the palaeoclimate as characteristic changes in the dynamics. |
| title | Regime change detection in irregularly sampled time series |
| topic | Data Analysis, Statistics and Probability Chaotic Dynamics Atmospheric and Oceanic Physics |
| url | https://arxiv.org/abs/2401.10006 |