Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.11851/7725
Title: Transformation-cost time-series method for analyzing irregularly sampled data
Authors: Özken, İbrahim
Eroğlu, Deniz
Stemler, Thomas
Marwan, Norbert
Bağcı, Gökhan Barış
Kurths, Juergen
Keywords: [No Keywords]
Issue Date: 2015
Publisher: Amer Physical Soc
Abstract: Irregular sampling of data sets is one of the challenges often encountered in time-series analysis, since traditional methods cannot be applied and the frequently used interpolation approach can corrupt the data and bias the subsequence analysis. Here we present the TrAnsformation-Cost Time-Series (TACTS) method, which allows us to analyze irregularly sampled data sets without degenerating the quality of the data set. Instead of using interpolation we consider time-series segments and determine how close they are to each other by determining the cost needed to transform one segment into the following one. Using a limited set of operations-with associated costs-to transform the time series segments, we determine a new time series, that is our transformation-cost time series. This cost time series is regularly sampled and can be analyzed using standard methods. While our main interest is the analysis of paleoclimate data, we develop our method using numerical examples like the logistic map and the Rossler oscillator. The numerical data allows us to test the stability of our method against noise and for different irregular samplings. In addition we provide guidance on how to choose the associated costs based on the time series at hand. The usefulness of the TACTS method is demonstrated using speleothem data from the Secret Cave in Borneo that is a good proxy for paleoclimatic variability in the monsoon activity around the maritime continent.
URI: https://doi.org/10.1103/PhysRevE.91.062911
https://hdl.handle.net/20.500.11851/7725
ISSN: 1539-3755
1550-2376
Appears in Collections:Malzeme Bilimi ve Nanoteknoloji Mühendisliği Bölümü / Department of Material Science & Nanotechnology Engineering
PubMed İndeksli Yayınlar Koleksiyonu / PubMed Indexed Publications Collection
Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection

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