4.7 Article

Sampling rate-corrected analysis of irregularly sampled time series

Journal

PHYSICAL REVIEW E
Volume 105, Issue 2, Pages -

Publisher

AMER PHYSICAL SOC
DOI: 10.1103/PhysRevE.105.024206

Keywords

-

Funding

  1. Deutsche Forschungsgemeinschaft [MA4759/11-1]
  2. Nonlinear empirical mode analysis of complex systems
  3. European Union [691037]
  4. TUB.ITAK [118C236]
  5. BAGEP Award of the Science Academy
  6. German Academic Exchange Service (DAAD)
  7. Royal Society of New Zealand [RIS-UOW1501]
  8. Rutherford Discovery Fellowship program [RDF-UOW1601]
  9. Marie Curie Actions (MSCA) [691037] Funding Source: Marie Curie Actions (MSCA)

Ask authors/readers for more resources

The analysis of irregularly sampled time series is a challenging task. We demonstrate that the edit distance is an effective metric for comparing time series segments of unequal length. We study the impact of sampling rate variations on recurrence quantification analysis and propose a method to correct for biases. The effectiveness of the proposed approach is demonstrated with an example and a real-world dataset.
The analysis of irregularly sampled time series remains a challenging task requiring methods that account for continuous and abrupt changes of sampling resolution without introducing additional biases. The edit distance is an effective metric to quantitatively compare time series segments of unequal length by computing the cost of transforming one segment into the other. We show that transformation costs generally exhibit a nontrivial relationship with local sampling rate. If the sampling resolution undergoes strong variations, this effect impedes unbiased comparison between different time episodes. We study the impact of this effect on recurrence quantification analysis, a framework that is well suited for identifying regime shifts in nonlinear time series. A constrained randomization approach is put forward to correct for the biased recurrence quantification measures. This strategy involves the generation of a type of time series and time axis surrogates which we call sampling-rate-constrained (SRC) surrogates. We demonstrate the effectiveness of the proposed approach with a synthetic example and an irregularly sampled speleothem proxy record from Niue island in the central tropical Pacific. Application of the proposed correction scheme identifies a spurious transition that is solely imposed by an abrupt shift in sampling rate and uncovers periods of reduced seasonal rainfall predictability associated with enhanced El Nino-Southern Oscillation and tropical cyclone activity.

Authors

I am an author on this paper
Click your name to claim this paper and add it to your profile.

Reviews

Primary Rating

4.7
Not enough ratings

Secondary Ratings

Novelty
-
Significance
-
Scientific rigor
-
Rate this paper

Recommended

No Data Available
No Data Available