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Cross recurrence plot based synchronization of time series

  • The method of recurrence plots is extended to the cross recurrence plots (CRP), which among others enables the study of synchronization or time differences in two time series. This is emphasized in a distorted main diagonal in the cross recurrence plot, the line of synchronization (LOS). A non-parametrical fit of this LOS can be used to rescale the time axis of the two data series (whereby one of it is e.g. compressed or stretched) so that they are synchronized. An application of this method to geophysical sediment core data illustrates its suitability for real data. The rock magnetic data of two different sediment cores from the Makarov Basin can be adjusted to each other by using this method, so that they are comparable.

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Metadaten
Author:Norbert Marwan, Marco Thiel, Norbert R. Nowaczyk
URL:http://arxiv.org/abs/physics/0201062
Document Type:Article
Language:English
Year of first Publication:2002
Year of Completion:2002
Release Date:2017/03/24
Source:Nonlinear Processes in Geophysics. - 9 (2002), 3/4, S. 325 - 332
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik und Astronomie
Publication Way:Open Access
Institution name at the time of publication:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Physik