Abstract
Irregularly sampled time series analysis is a common problem in various disciplines. Since conventional methods are not directly applicable to irregularly sampled time series, a common interpolation approach is used; however, this causes data distortion and consequently biases further analyses. We propose a method that yields a regularly sampled time series spectrum of costs with minimum information loss. Each time series in this spectrum is a stationary series and acts as a difference filter. The transformation costs approach derives the differences between consecutive and arbitrarily sized segments. After obtaining regular sampling, recurrence plot analysis is performed to distinguish regime transitions. The approach is applied to a prototypical model to validate its performance and to different palaeoclimate proxy data sets located around Africa to identify critical climate transition periods during the last 5 million years and their characteristic properties.
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Data Availability
This manuscript has associated data in a data repository. [Authors’ comment:TACTS code library for the analysis can be accessed via https://doi.org/10.5281/zenodo.6038896. The proxies are published/available data sets. Requests for the TACTS of proxies can be sent to celik.ozdes@khas.edu.tr.]
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Acknowledgements
We thank Norbert Marwan and Sebastian F. M. Breitenbach for enlightening discussions. Financial support from TUBITAK is acknowledged (Grant No. 118C236). D.E. was supported by the BAGEP Award of the Science Academy.
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Ozdes, C., Eroglu, D. Transformation cost spectrum for irregularly sampled time series. Eur. Phys. J. Spec. Top. 232, 35–46 (2023). https://doi.org/10.1140/epjs/s11734-022-00512-x
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DOI: https://doi.org/10.1140/epjs/s11734-022-00512-x