Cross recurrence plot based synchronization of time series

International audience 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 synchroniz...

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Bibliographic Details
Main Authors: Marwan, N., Thiel, M., Nowaczyk, N. R.
Other Authors: Institute of Physics, Czech Academy of Sciences Prague (CAS), GeoForschungsZentrum - Helmholtz-Zentrum Potsdam (GFZ)
Format: Article in Journal/Newspaper
Language:English
Published: HAL CCSD 2002
Subjects:
[PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO]
[SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph]
[SDU.STU]Sciences of the Universe [physics]/Earth Sciences
Makarov Basin
makarov basin
Online Access:https://hal.science/hal-00302123
https://hal.science/hal-00302123/document
https://hal.science/hal-00302123/file/npg-9-325-2002.pdf
Description
Summary:International audience 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.

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