Recurrence analysis of extreme event-like data

dc.contributor.authorEroğlu, Deniz
dc.contributor.authorGoswami, Bedartha
dc.contributor.authorHirata, Yoshito
dc.contributor.authorEroğlu, Deniz
dc.contributor.authorMerz, Bruno
dc.contributor.authorKurths, Juergen
dc.contributor.authorMarwan, Norbert
dc.date.accessioned2021-05-23T13:25:19Z
dc.date.available2021-05-23T13:25:19Z
dc.date.issued2021
dc.description.abstractThe identification of recurrences at various time-scales in extreme event-like time series is challenging because of the rare occurrence of events which are separated by large temporal gaps. Most of the existing time series analysis techniques cannot be used to analyze an extreme event-like time series in its unaltered form. The study of the system dynamics by reconstruction of the phase space using the standard delay embedding method is not directly applicable to event-like time series as it assumes a Euclidean notion of distance between states in the phase space. The edit distance method is a novel approach that uses the point-process nature of events. We propose a modification of edit distance to analyze the dynamics of extreme event-like time series by incorporating a nonlinear function which takes into account the sparse distribution of extreme events and utilizes the physical significance of their temporal pattern. We apply the modified edit distance method to event-like data generated from point process as well as flood event series constructed from discharge data of the Mississippi River in the USA and compute their recurrence plots. From the recurrence analysis, we are able to quantify the deterministic properties of extreme event-like data. We also show that there is a significant serial dependency in the flood time series by using the random shuffle surrogate method.en_US
dc.identifier.citation13
dc.identifier.doi10.5194/npg-28-213-2021en_US
dc.identifier.endpage229en_US
dc.identifier.issn1023-5809en_US
dc.identifier.issn1023-5809
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-85105505418en_US
dc.identifier.scopusqualityQ2
dc.identifier.startpage213en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12469/4024
dc.identifier.volume28en_US
dc.identifier.wosWOS:000648545500001en_US
dc.identifier.wosqualityQ3
dc.institutionauthorEroğlu, Denizen_US
dc.language.isoenen_US
dc.publisherCOPERNICUS GESELLSCHAFT MBHen_US
dc.relation.journalNONLINEAR PROCESSES IN GEOPHYSICSen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectSPATIAL POINT-PROCESSESen_US
dc.subjectTIME-SERIESen_US
dc.subjectLYAPUNOV EXPONENTSen_US
dc.subjectPRECIPITATIONen_US
dc.subjectMODELSen_US
dc.titleRecurrence analysis of extreme event-like dataen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isAuthorOfPublication5bae555f-a8aa-4b95-bcfe-54cc47812e13
relation.isAuthorOfPublication.latestForDiscovery5bae555f-a8aa-4b95-bcfe-54cc47812e13

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