Cross recurrence plot based synchronization of time series

被引:207
作者
Marwan, N [1 ]
Thiel, M
Nowaczyk, NR
机构
[1] Univ Potsdam, Inst Phys, Potsdam, Germany
[2] Geoforschungszentrum Potsdam, D-14473 Potsdam, Germany
关键词
D O I
10.5194/npg-9-325-2002
中图分类号
P [天文学、地球科学];
学科分类号
07 ;
摘要
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 them is 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.
引用
收藏
页码:325 / 331
页数:7
相关论文
共 13 条
[1]  
Argyris JH, 1994, EXPLORATION CHAOS
[2]   Recurrence plots revisited [J].
Casdagli, MC .
PHYSICA D, 1997, 108 (1-2) :12-44
[3]   RECURRENCE PLOTS OF DYNAMIC-SYSTEMS [J].
ECKMANN, JP ;
KAMPHORST, SO ;
RUELLE, D .
EUROPHYSICS LETTERS, 1987, 4 (09) :973-977
[4]  
Kantz H, 1997, Nonlinear Time Series Analysis
[5]   AN INVERSE APPROACH TO SIGNAL CORRELATION [J].
MARTINSON, DG ;
MENKE, W ;
STOFFA, P .
JOURNAL OF GEOPHYSICAL RESEARCH, 1982, 87 (NB6) :4807-4818
[6]  
NOWACZYK NR, 2001, SEDIMENTATION RATES
[7]   GRAPHIC CORRELATION OF OXYGEN ISOTOPE STRATIGRAPHY APPLICATION TO THE LATE QUATERNARY [J].
Prell, Warren L. ;
Imbrie, John ;
Martinson, Douglas G. ;
Morley, Joseph J. ;
Pisias, Nicklas G. ;
Shackleton, Nicholas J. ;
Streeter, Harold F. .
PALEOCEANOGRAPHY, 1986, 1 (02) :137-162
[8]  
ROMANO MC, IN PRESS DARK SIDE E
[9]   DYNAMIC-PROGRAMMING ALGORITHM OPTIMIZATION FOR SPOKEN WORD RECOGNITION [J].
SAKOE, H ;
CHIBA, S .
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1978, 26 (01) :43-49
[10]  
Takens F., 1981, DYNAMICAL SYSTEMS TU, P366