Regime Change Detection in Irregularly Sampled Time Series

  • Norbert Marwan
  • Deniz Eroglu
  • Ibrahim Ozken
  • Thomas Stemler
  • Karl-Heinz Wyrwoll
  • Jürgen Kurths


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 dynamics.


Irregular sampling Recurrence plot Recurrence quantification analysis Regime change Indonesian–Australian monsoon Heinrich events 



This work was supported by grants from the Leibniz Association, grant SAW-2013- IZW-2 (Gradual environmental change versus single catastrophe—Identifying drivers of mammalian evolution) and the European Union’s Horizon 2020 Research and Innovation programme under the Marie Skłodowska-Curie grant agreement No 691037 (RISE project QUantitative palaeoEnvironments from SpeleoThems QUEST). We thank Sebastian Breitenbach for fruitful discussions and support.


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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  • Norbert Marwan
    • 1
  • Deniz Eroglu
    • 1
    • 2
  • Ibrahim Ozken
    • 3
  • Thomas Stemler
    • 4
  • Karl-Heinz Wyrwoll
    • 5
  • Jürgen Kurths
    • 1
    • 6
  1. 1.Potsdam Institute for Climate Impact Research (PIK)PotsdamGermany
  2. 2.Institute of Physics, Humboldt-Universität zu BerlinBerlinGermany
  3. 3.Department of PhysicsEge UniversityIzmirTurkey
  4. 4.School of Mathematics and StatisticsThe University of Western AustraliaCrawleyAustralia
  5. 5.School of Earth and EnvironmentThe University of Western AustraliaCrawleyAustralia
  6. 6.Institute of Applied Physics of the Russian Academy of SciencesNizhny NovgorodRussia

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