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arXiv · 2401.10006

Regime change detection in irregularly sampled time series

Norbert Marwan·Deniz Eroglu·Ibrahim Ozken·Thomas Stemler·Karl-Heinz Wyrwoll·Jürgen Kurths
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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 the dynamics.

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Norbert Marwan, Deniz Eroglu, Ibrahim Ozken, Thomas Stemler, Karl-Heinz Wyrwoll, Jürgen Kurths. 2024-01-18. Regime change detection in irregularly sampled time series. https://doi.org/10.1007/978-3-319-58895-7_18

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