基于交叉递归图的时间序列同步
Cross Recurrence Plot Based Synchronization of Time Series
摘要:
递归图的方法被扩展到交叉递归图(CRP),其中包括使同步或时间差的研究在两个时间序列。这在交叉递归图中的扭曲的主对角线上强调,即同步线(LOS)。可以使用该LOS的非参数拟合来重新缩放两个数据系列的时间轴(其中一个例如被压缩或拉伸),使得它们同步。将该方法应用于地球物理柱状沉积物资料,表明了该方法对实际资料的适用性。利用该方法可以对马卡罗夫盆地两个不同的柱状沉积物的岩石磁测数据进行校正,使它们具有可比性。
英文摘要:
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 it is e.g. 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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