Cross recurrence plot based synchronization of time series

N. Marwan (1) , M. Thiel (1) , N. R. Nowaczyk (2)

1 Institute of Physics
2 GFZ - German Research Centre for Geosciences - Helmholtz-Centre Potsdam

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.

Domaines: Cosmologie et astrophysique extra-galactique [astro-ph.CO]; Astrophysique [astro-ph]; Sciences de la Terre

N. Marwan, M. Thiel, N. R. Nowaczyk. Cross recurrence plot based synchronization of time series. Nonlinear Processes in Geophysics, 2002, 9 (3/4), pp.325-331. ⟨hal-00302123⟩