title: Transformation-cost time-series method for analyzing irregularly sampled data.
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 Rössler 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.
authors.affiliation: Department of Physics, Ege University, 35100 Izmir, Turkey.|Potsdam Institute for Climate Impact Research (PIK), 14473 Potsdam, Germany.
authors.forename: Ibrahim
authors.initials: I
authors.lastname: Ozken
authors.affiliation: Potsdam Institute for Climate Impact Research (PIK), 14473 Potsdam, Germany.|Department of Physics, Humboldt University, 12489 Berlin, Germany.
authors.forename: Deniz
authors.initials: D
authors.lastname: Eroglu
authors.affiliation: School of Mathematics and Statistics, The University of Western Australia, 35 Stirling Highway, Crawley, WA 6009, Australia.
authors.forename: Thomas
authors.initials: T
authors.lastname: Stemler
authors.affiliation: Potsdam Institute for Climate Impact Research (PIK), 14473 Potsdam, Germany.
authors.forename: Norbert
authors.initials: N
authors.lastname: Marwan
authors.affiliation: Department of Materials Science and Nanotechnology Engineering, TOBB University of Economics and Technology, 06560 Ankara, Turkey.
authors.forename: G Baris
authors.initials: GB
authors.lastname: Bagci
authors.affiliation: Potsdam Institute for Climate Impact Research (PIK), 14473 Potsdam, Germany.|Department of Physics, Humboldt University, 12489 Berlin, Germany.|Institute for Complex Systems and Mathematical Biology, University of Aberdeen, Aberdeen AB24 3UE, United Kingdom.
authors.forename: Jürgen
authors.initials: J
authors.lastname: Kurths