Non-uniform sampling of time series data

General discussions and questions about recurrence plot related methods.

Non-uniform sampling of time series data

Postby dangus » Wed Aug 10, 2011 10:16

Hi all,

I was wondering if anybody knows of software to create a recurrence plot of data that is coded with a time point (in milliseconds), and a value from that time point. The software I have found so far assumes that the time series is uniformly sampled as far as I can tell. An example of my data is:

Time, Amplitude
11234, 9.6
11398, 10.2
12001, 1.7
12121, 2.0

I'd like to create a recurrence plot indicating the difference between the amplitude values, and also one where if a later occurring sample has a greater value than an earlier occurring sample that it is indicated as 1, and 0 otherwise.

Thanks,

Dan
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Re: Non-uniform sampling of time series data

Postby sultornsanee » Fri Oct 28, 2011 17:24

You can download CRP toolbox (Dr. Norbert Marwan)
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Re: Non-uniform sampling of time series data

Postby Norbert » Fri Oct 28, 2011 21:51

Although the CRP toolbox allows to provide a certain vector with arbitrary time scale, finally, the plot of the matrix is equally sampled. Unfortunately.

But the solution is to use sparse matrices in Matlab and plot the RP using the spy command. This would allow non-equally sampled RPs. See here for an example how to use sparse/spy:
http://www.agnld.uni-potsdam.de/~marwan ... #long_data

However, I'm a bit concerned about this procedure. If we have larger distances, should then the recurrence point in the RP not be larger (covering a larger area in the plot)?
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