Sampling rate-corrected analysis of irregularly sampled time series

Tobias Braun*, Cinthya Nava Fernandez, Deniz Eroglu, Adam Hartland, Sebastian F.M. Breitenbach, Norbert Marwan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)
29 Downloads (Pure)


The analysis of irregularly sampled time series remains a challenging task requiring methods that account for continuous and abrupt changes of sampling resolution without introducing additional biases. The edit distance is an effective metric to quantitatively compare time series segments of unequal length by computing the cost of transforming one segment into the other. We show that transformation costs generally exhibit a nontrivial relationship with local sampling rate. If the sampling resolution undergoes strong variations, this effect impedes unbiased comparison between different time episodes. We study the impact of this effect on recurrence quantification analysis, a framework that is well suited for identifying regime shifts in nonlinear time series. A constrained randomization approach is put forward to correct for the biased recurrence quantification measures. This strategy involves the generation of a type of time series and time axis surrogates which we call sampling-rate-constrained (SRC) surrogates. We demonstrate the effectiveness of the proposed approach with a synthetic example and an irregularly sampled speleothem proxy record from Niue island in the central tropical Pacific. Application of the proposed correction scheme identifies a spurious transition that is solely imposed by an abrupt shift in sampling rate and uncovers periods of reduced seasonal rainfall predictability associated with enhanced El Niño-Southern Oscillation and tropical cyclone activity.

Original languageEnglish
Article number024206
JournalPhysical Review E
Issue number2
Early online date28 Feb 2022
Publication statusPublished - 28 Feb 2022


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