Challenges and perspectives in recurrence analyses of event time series

Marwan, Norbert

doi:10.3389/fams.2023.1129105

Cited by 5 publications

(1 citation statement)

References 67 publications

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“…An alternative class of methods based on the system's phase space reconstruction provides the possibility to extract information about system dynamics. Recurrence plots and recurrence quantification analysis constitute such methods (see Eckmann et al (1987), Zbilut and Webber (1992), Zbilut et al (2002), Marwan (2008Marwan ( , 2023, Marwan et al (2007), Bielinskyi et al (2023), andAndreadis et al (2023), among others). Using recurrence plots and recurrence quantification analysis, significant qualitative information can be extracted about a dynamical system.…”

Section: Introductionmentioning

confidence: 99%

The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots

Andreadis,

Fragkou,

Karakasidis

et al. 2024

Financ Innov

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In this paper, we compare the dynamics of the growth rates of the original Divisia monetary aggregates, the credit card-augmented Divisia monetary aggregates, and the credit card-augmented Divisia inside monetary aggregates. This analysis is based on the methods of recurrence plots, recurrence quantification analysis, and visual boundary recurrence plots which are phase space methods designed to depict the underlying dynamics of the system under study. We identify the events that affected Divisia money growth and point out the differences among the different Divisia monetary aggregates based on the recurrence and visual boundary recurrence plots. We argue that the broad Divisia monetary aggregates could be used for monetary policy and business cycle analysis as they are exhibiting less fluctuation compared to the narrow Divisia monetary aggregates. They could positively affect policy decisions regarding environmental choices and sustainability. We also point out the changes in the monetary dynamics locating the 2008 global financial crisis and the Covid-19 pandemic.

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Section: Introductionmentioning

confidence: 99%

The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots

Andreadis,

Fragkou,

Karakasidis

et al. 2024

Financ Innov

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Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources

Mastroeni,

Mazzoccoli,

Vellucci

2024

Chaos, Solitons & Fractals

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Power spectral estimate for discrete data

Marwan

Braun

2023

Chaos: An Interdisciplinary Journal of Nonlinear Science

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The identification of cycles in periodic signals is a ubiquitous problem in time series analysis. Many real-world datasets only record a signal as a series of discrete events or symbols. In some cases, only a sequence of (non-equidistant) times can be assessed. Many of these signals are furthermore corrupted by noise and offer a limited number of samples, e.g., cardiac signals, astronomical light curves, stock market data, or extreme weather events. We propose a novel method that provides a power spectral estimate for discrete data. The edit distance is a distance measure that allows us to quantify similarities between non-equidistant event sequences of unequal lengths. However, its potential to quantify the frequency content of discrete signals has so far remained unexplored. We define a measure of serial dependence based on the edit distance, which can be transformed into a power spectral estimate (EDSPEC), analogous to the Wiener–Khinchin theorem for continuous signals. The proposed method is applied to a variety of discrete paradigmatic signals representing random, correlated, chaotic, and periodic occurrences of events. It is effective at detecting periodic cycles even in the presence of noise and for short event series. Finally, we apply the EDSPEC method to a novel catalog of European atmospheric rivers (ARs). ARs are narrow filaments of extensive water vapor transport in the lower troposphere and can cause hazardous extreme precipitation events. Using the EDSPEC method, we conduct the first spectral analysis of European ARs, uncovering seasonal and multi-annual cycles along different spatial domains. The proposed method opens new research avenues in studying of periodic discrete signals in complex real-world systems.

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Challenges and perspectives in recurrence analyses of event time series

Cited by 5 publications

References 67 publications

The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots

The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots

Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources

Power spectral estimate for discrete data

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