Regime Change Detection in Irregularly Sampled Time Series

Norbert Marwan; Deniz Eroglu; Ibrahim Ozken; Thomas Stemler; Karl-Heinz Wyrwoll; Jürgen Kurths

doi:10.1007/978-3-319-58895-7_18

Regime Change Detection in Irregularly Sampled Time Series

Norbert Marwan, Deniz Eroglu, Ibrahim Ozken, Thomas Stemler, Karl-Heinz Wyrwoll, Jürgen Kurths

Research output: Chapter in Book/Conference paper › Chapter

Abstract

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 dynamics.

Original language	English
Title of host publication	Advances in Nonlinear Geosciences
Editors	Anastasios A. Tsonis
Place of Publication	Cham
Publisher	Springer
Pages	357-368
Number of pages	12
ISBN (Print)	978-3-319-58895-7
DOIs	https://doi.org/10.1007/978-3-319-58895-7_18
Publication status	Published - 2018

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10.1007/978-3-319-58895-7_18

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abstract = "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 dynamics.",

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AU - Marwan, Norbert

AU - Eroglu, Deniz

AU - Ozken, Ibrahim

AU - Stemler, Thomas

AU - Wyrwoll, Karl-Heinz

AU - Kurths, Jürgen

PY - 2018

Y1 - 2018

N2 - 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 dynamics.

AB - 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 dynamics.

U2 - 10.1007/978-3-319-58895-7_18

DO - 10.1007/978-3-319-58895-7_18

M3 - Chapter

SN - 978-3-319-58895-7

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BT - Advances in Nonlinear Geosciences

A2 - Tsonis, Anastasios A.

PB - Springer

CY - Cham

ER -

Regime Change Detection in Irregularly Sampled Time Series

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