Advertisement

Regime Change Detection in Irregularly Sampled Time Series

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

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 dynamics.

Keywords

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

Notes

Acknowledgements

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.

References

  1. Afsar, O., D. Eroglu, N. Marwan, J. Kurths. 2015. Europhysics Letters 112(1): 10005.Google Scholar
  2. An, Z., ed. 2014. Late Cenozoic climate change in Asia. Developments in Paleoenvironmental Research, vol. 16. Dordrecht: Springer. doi:10.1007/978-94-007-7817-7.Google Scholar
  3. Ayliffe, L.K., M.K. Gagan, J.X. Zhao, R.N. Drysdale, J.C. Hellstrom, W.S. Hantoro, M.L. Griffiths, H. Scott-Gagan, E. St Pierre, J.A. Cowley, and B.W. Suwargadi. Nature Communications 4 (May): 2908. doi:10.1038/ncomms3908.Google Scholar
  4. Braun, H., P. Ditlevsen, J. Kurths, and M. Mudelsee. 2011. Paleoceanography 26(3): PA3214. doi:10.1029/2011PA002140.Google Scholar
  5. Breitenbach, S.F.M., K. Rehfeld, B. Goswami, J.U.L. Baldini, H.E. Ridley, D.J. Kennett, K.M. Prufer, V.V. Aquino, Y. Asmerom, V.J. Polyak, H. Cheng, J. Kurths, and N. Marwan. 2012. Climate of the Past 8(5): 1765. doi:10.5194/cp-8-1765-2012.Google Scholar
  6. Carolin, S.A., K.M. Cobb, J.F. Adkins, B. Clark, J.L. Conroy, S. Lejau, J. Malang, and A.A. Tuen. 2013. Science (New York, N.Y.) 340(2013): 1564. doi:10.1126/science.1233797.Google Scholar
  7. Chan, J.C.L., and C.Y. Li. 2004. East Asian monsoon. World Scientific Series on Asia-Pacific Weather and Climate, ed. C.P. Chang, vol. 2, 54–106. Singapore: World Scientific.Google Scholar
  8. Chang, C.P., P. Harr, J. McBride, and H.H. Hsu. 2004. In East Asian monsoon. World Scientific Series on Meteorology of East Asia, ed. C.P. Chang, vol. 2, 107–150. Singapore: World Scientific.Google Scholar
  9. Chang, C.P., Z. Wang, and H. Hendon. 2006. In The Asian monsoon, Springer Praxis Books, 89–127. Berlin/Heidelberg: Springer.Google Scholar
  10. Clement, A.C., and L.C. Peterson. 2008. Reviews of Geophysics 46(2006): 1. doi:10.1029/2006RG000204.Google Scholar
  11. Dennis, P., P. Rowe, and T. Atkinson. 2001. Geochimica et Cosmochimica Acta 65(6): 871. doi:10.1016/S0016-7037(00)00576-7.Google Scholar
  12. Denniston, R.F., K.H. Wyrwoll, V.J. Polyak, J.R. Brown, Y. Asmerom, A.D. Wanamaker Jr., Z. LaPointe, R. Ellerbroek, M. Barthelmes, D. Cleary, J. Cugley, D. Woods, and W.F. Humphreys. 2013. Quaternary Science Reviews 78: 155. doi: http://dx.doi.org/10.1016/j.quascirev.2013.08.004.
  13. Donges, J.F., R.V. Donner, M.H. Trauth, N. Marwan, H.J. Schellnhuber, and J. Kurths. 2011. Proceedings of the National Academy of Sciences 108(51): 20422. doi:10.1073/pnas.1117052108.Google Scholar
  14. Donner, R.V., J. Heitzig, J.F. Donges, Y. Zou, N. Marwan, and J. Kurths. 2011. European Physical Journal B 84: 653. doi:10.1140/epjb/e2011-10899-1.CrossRefGoogle Scholar
  15. Eroglu, D., N. Marwan, S. Prasad, and J. Kurths. 2014. Nonlinear Processes in Geophysics 21: 1085. doi:10.5194/npg-21-1085-2014.CrossRefGoogle Scholar
  16. Eroglu, D., F.H. McRobie, I. Ozken, T. Stemler, K.H. Wyrwoll, S.F.M. Breitenbach, N. Marwan, and J. Kurths. 2016. Nature Communications 7: 12929. doi:10.1038/ncomms12929.CrossRefGoogle Scholar
  17. Hirata, Y., and Aihara, K. 2009. Journal of Neuroscience Methods 183(2): 277. doi:10.1016/j.jneumeth.2009.06.030.CrossRefGoogle Scholar
  18. Kennett, D.J., S.F.M. Breitenbach, V.V. Aquino, Y. Asmerom, J. Awe, J.U.L. Baldini, P. Bartlein, B.J. Culleton, C. Ebert, C. Jazwa, M.J. Macri, N. Marwan, V. Polyak, K.M. Prufer, H.E. Ridley, H. Sodemann, B. Winterhalder, and G.H. Haug. 2012. Science 338(6108): 788. doi:10.1126/science.1226299.Google Scholar
  19. Koseki, S., T.Y. Koh, and C.K. Teo. 2013. Quarterly Journal of the Royal Meteorological Society 139(675): 1566. doi:10.1002/qj.2052.Google Scholar
  20. Lau, K.M., and C.P. Chang. 1987. Monsoon meteorology, 161–202. Oxford: Oxford University Press.Google Scholar
  21. Lenton, T.M., H. Held, E. Kriegler, J.W. Hall, W. Lucht, S. Rahmstorf, and H.J. Schellnhuber. 2008. Proceedings of the National Academy of Sciences 105(6): 1786. doi:10.1073/pnas.0705414105.Google Scholar
  22. Livina, V.N., and T.M. Lenton. 2007. Geophysical Research Letters 34(3): L03712. doi:10.1029/2006GL028672.Google Scholar
  23. Livina, V.N., F. Kwasniok, and T.M. Lenton. 2010. Climate of the Past 6(1): 7. doi:10.5194/cp-6-77-2010.Google Scholar
  24. Malik, N., Y. Zou, N. Marwan, and J. Kurths. 2012. Europhysics Letters 97(4): 40009. doi:10.1209/0295-5075/97/40009.Google Scholar
  25. Marwan, N. 2008. European Physical Journal: Special Topics 164(1): 3. doi:10.1140/epjst/e2008-00829-1.Google Scholar
  26. Marwan, N. 2011. International Journal of Bifurcation and Chaos 21(4): 1003. doi:10.1142/S0218127411029008.CrossRefGoogle Scholar
  27. Marwan, N., M.C. Romano, M. Thiel, and J. Kurths. 2007. Physics Reports 438(5–6): 237. doi:10.1016/j.physrep.2006.11.001.Google Scholar
  28. Marwan, N., S. Schinkel, and J. Kurths. 2013. Europhysics Letters 101: 20007. doi:10.1209/0295-5075/101/20007.CrossRefGoogle Scholar
  29. McDermott, F. 2001. Science 294(5545): 1328. doi:10.1126/science.1063678.CrossRefGoogle Scholar
  30. McBride, J.L. 1987. In Monsoon meteorology, ed. Chang, C.P., and T.N. Krishnamurti, 203–23. Oxford, UK: Oxford University Press.Google Scholar
  31. McNeall, D., P.R. Halloran, P. Good, and R.A. Betts. 2011. Wiley Interdisciplinary Reviews: Climate Change. 2(5): 663. doi:10.1002/wcc.130.Google Scholar
  32. McRobie, F.H., T. Stemler, and K.H. Wyrwoll. 2015. Quaternary Science Reviews 121: 120. doi:10.1016/j.quascirev.2015.05.011. http://dx.doi.org/10.1016/j.quascirev.2015.05.011.CrossRefGoogle Scholar
  33. Ngamga, E.J., A. Nandi, R. Ramaswamy, M.C. Romano, M. Thiel, and J. Kurths. 2007. Physical Review E 75(3), 036222. doi:10.1103/PhysRevE.75.036222.Google Scholar
  34. Ooi, S.H., A.A. Samah, and P. Braesicke. 2011. Journal of Geophysical Research Atmospheres 116(21). doi:10.1029/2011JD015991.Google Scholar
  35. Ozken, I., Eroglu, D., Stemler, T., Marwan, N., Bagci, G.B., and Kurths, J. 2015. Physical Review E 91(6): 062911. doi:10.1103/PhysRevE.91.062911.CrossRefGoogle Scholar
  36. Partin, J.W., K.M. Cobb, J.F. Adkins, B. Clark, and D.P. Fernandez. 2007. Nature 449(7161): 452. doi:10.1038/nature08125.Google Scholar
  37. Ramage, C.S. 1968. Monthly Weather Review 96(6): 365.CrossRefGoogle Scholar
  38. Rehfeld, K., and Kurths, J. 2014. Climate of the Past 10(1): 107. doi:10.5194/cp-10-107-2014.CrossRefGoogle Scholar
  39. Rehfeld, K., N. Marwan, J. Heitzig, and J. Kurths. 2011. Nonlinear Processes in Geophysics 18(3): 389. doi:10.5194/npg-18-389-2011.Google Scholar
  40. Rehfeld, K., N. Marwan, S.F.M. Breitenbach, and J. Kurths. 2013. Climate Dynamics 41(1): 3. doi:10.1007/s00382-012-1448-3.Google Scholar
  41. Robertson, A., V. Moron, J.H. Qiam, C.P. Chang, F. Tangan, E. Aldrian, T. Koh, and L. Jueng. 2011. The global monsoon system: research and forecast, ed. Chang, C.P., Y. Ding, N.C. Lau, R. Johnson, B. Eang, and T. Yasunari, 85–109. Singapore: World Scientific.Google Scholar
  42. Scargle, J.D. 1982. The Astrophysical Journal 263: 835. doi:10.1086/160554.CrossRefGoogle Scholar
  43. Scheffer, M., J. Bascompte, W.A. Brock, V. Brovkin, S.R. Carpenter, V. Dakos, H. Held, E.H. van Nes, M. Rietkerk, and G. Sugihara. 2009. Nature 461(7260): 53. doi:10.1038/nature08227.Google Scholar
  44. Scheffer, M., S.R. Carpenter, T.M. Lenton, J. Bascompte, W. Brock, V. Dakos, J. van de Koppel, I.A. van de Leemput, S.A. Levin, E.H. van Nes, M. Pascual, and J. Vandermeer. 2012. Science (New York, N.Y.) 338(6105): 344. doi:10.1126/science.1225244.Google Scholar
  45. Stoica, P., and Sandgren, N. 2006. Digital Signal Processing 16(6): 712. doi:10.1016/j.dsp.2006.08.012.CrossRefGoogle Scholar
  46. Victor, J.D., and Purpura, K.P. 1997. Network: Computation in Neural Systems 8(2): 127. doi:10.1088/0954-898X_8_2_003.CrossRefGoogle Scholar
  47. Wyrwoll, K.H., J. Wei, Z. Lin, Y. Shao, and F. He. 2016. Quaternary Science Reviews 149: 102. doi:10.1016/j.quascirev.2016.04.015.CrossRefGoogle Scholar

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

Personalised recommendations