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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.
The rescaling of geological data series to a geological reference time series is of major interest in many investigations. For example, geophysical borehole data should be correlated to a given data series whose time scale is known in order to achieve an age-depth function or the sedimentation rate for the borehole data. Usually this synchronization is performed visually and by hand. Instead of using this wiggle matching by eye, we present the application of cross recurrence plots for such tasks. Using this method, the synchronization and rescaling of geological data to a given time scale is much easier and faster than by hand.
The oceans and atmosphere interact via a multiplicity of feedback mechanisms, shaping to a large extent the global climate and its variability. To deepen our knowledge of the global climate system, characterizing and investigating this interdependence is an important task of contemporary research. However, our present understanding of the underlying large-scale processes is greatly limited due to the manifold interactions between essential climatic variables at different temporal scales. To address this problem, we here propose to extend the application of complex network techniques to capture the interdependence between global fields of sea-surface temperature (SST) and precipitation (P) at multiple temporal scales. For this purpose, we combine time-scale decomposition by means of a discrete wavelet transform with the concept of coupled climate network analysis. Our results demonstrate the potential of the proposed approach to unravel the scale-specific interdependences between atmosphere and ocean and, thus, shed light on the emerging multiscale processes inherent to the climate system, which traditionally remain undiscovered when investigating the system only at the native resolution of existing climate data sets. Moreover, we show how the relevant spatial interdependence structures between SST and P evolve across time-scales. Most notably, the strongest mutual correlations between SST and P at annual scale (8-16 months) concentrate mainly over the Pacific Ocean, while the corresponding spatial patterns progressively disappear when moving toward longer time-scales. Published under license by AIP Publishing.
In recent years, complex network analysis facilitated the identification of universal and unexpected patterns in complex climate systems. However, the analysis and representation of a multiscale complex relationship that exists in the global climate system are limited. A logical first step in addressing this issue is to construct multiple networks over different timescales. Therefore, we propose to apply the wavelet multiscale correlation (WMC) similarity measure, which is a combination of two state-of-the-art methods, viz. wavelet and Pearson’s correlation, for investigating multiscale processes through complex networks. Firstly we decompose the data over different timescales using the wavelet approach and subsequently construct a corresponding network by Pearson’s correlation. The proposed approach is illustrated and tested on two synthetics and one real-world example. The first synthetic case study shows the efficacy of the proposed approach to unravel scale-specific connections, which are often undiscovered at a single scale. The second synthetic case study illustrates that by dividing and constructing a separate network for each time window we can detect significant changes in the signal structure. The real-world example investigates the behavior of the global sea surface temperature (SST) network at different timescales. Intriguingly, we notice that spatial dependent structure in SST evolves temporally. Overall, the proposed measure has an immense potential to provide essential insights on understanding and extending complex multivariate process studies at multiple scales.
Border effect corrections for diagonal line based recurrence quantification analysis measures
(2019)
Recurrence Quantification Analysis (RQA) defines a number of quantifiers, which base upon diagonal line structures in the recurrence plot (RP). Due to the finite size of an RP, these lines can be cut by the borders of the RP and, thus, bias the length distribution of diagonal lines and, consequently, the line based RQA measures. In this letter we investigate the impact of the mentioned border effects and of the thickening of diagonal lines in an RP (caused by tangential motion) on the estimation of the diagonal line length distribution, quantified by its entropy. Although a relation to the Lyapunov spectrum is theoretically expected, the mentioned entropy yields contradictory results in many studies. Here we summarize correction schemes for both, the border effects and the tangential motion and systematically compare them to methods from the literature. We show that these corrections lead to the expected behavior of the diagonal line length entropy, in particular meaning zero values in case of a regular motion and positive values for chaotic motion. Moreover, we test these methods under noisy conditions, in order to supply practical tools for applied statistical research.
Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occurring in recurrence plots. The relationship between the time-scales and line structures are of practical importance in cross recurrence plots. Using this relationship within cross recurrence plots, the time-scales of differently sampled or time- transformed measurements can be adjusted. An application to geophysical measurements illustrates the capability of this method for the adjustment of time-scales in different measurements. (C) 2005 Elsevier B.V. All rights reserved
We present new measures of complexity and their application to event-related potential data. The new measures are based on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these measures to data from single-trials of the Oddball experiment can identify laminar states therein. This offers a new way of analyzing event-related activity on a single-trial basis
A statistical model describing the propensity for protein aggregation is presented. Only amino-acid hydrophobicity values and calculated net charge are used for the model. The combined effects of hydrophobic patterns as computed by the signal analysis technique, recurrence quantification, plus calculated net charge were included in a function emphasizing the effect of singular hydrophobic patches which were found to be statistically significant for predicting aggregation propensity as quantified by fluorescence studies obtained from the literature. These results suggest preliminary evidence for a mesoscopic principle for protein folding/aggregation. (C) 2004 Elsevier B.V. All rights reserved
Higher variability in rainfall and river discharge could be of major importance in landslide generation in the north-western Argentine Andes. Annual layered (varved) deposits of a landslide dammed lake in the Santa Maria Basin (26°S, 66°W) with an age of 30,000 14C years provide an archive of precipitation variability during this time. The comparison of these data with present-day rainfall observations tests the hypothesis that increased rainfall variability played a major role in landslide generation. A potential cause of such variability is the El Niño/ Southern Oscillation (ENSO). The causal link between ENSO and local rainfall is quantified by using a new method of nonlinear data analysis, the quantitative analysis of cross recurrence plots (CRP). This method seeks similarities in the dynamics of two different processes, such as an ocean-atmosphere oscillation and local rainfall. Our analysis reveals significant similarities in the statistics of both modern and palaeo-precipitation data. The similarities in the data suggest that an ENSO-like influence on local rainfall was present at around 30,000 14C years ago. Increased rainfall, which was inferred from a lake balance modeling in a previous study, together with ENSO-like cyclicities could help to explain the clustering of landslides at around 30,000 14C years ago.
Recurrence-plot-based measures of complexity and its application to heart-rate-variability data
(2002)
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there are several nonlinear methods which however require rather long time observations. To overcome these difficulties, we propose measures of complexity based on vertical structures in recurrence plots and apply them to the logistic map as well as to heart rate variability data. For the logistic map these measures enable us not only to detect transitions between chaotic and periodic states, but also to identify laminar states, i.e. chaos-chaos transitions. The traditional recurrence quantification analysis fails to detect the latter transitions. Applying our new measures to the heart rate variability data, we are able to detect and quantify the laminar phases before a life-threatening cardiac arrhythmia occurs thereby facilitating a prediction of such an event. Our findings could be of importance for the therapy of malignant cardiac arrhythmias.