Challenges and perspectives in recurrence analyses of event time series

Abstract

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The analysis of event time series is in general challenging. Most time series analysis tools are limited for the analysis of this kind of data. Recurrence analysis, a powerful concept from nonlinear time series analysis, provides several opportunities to work with event data and even for the most challenging task of comparing event time series with continuous time series. Here, the basic concept is introduced, the challenges are discussed, and the future perspectives are summarized.

Keywords

• event time series
• extreme events
• recurrence analysis
• edit distance
• synchronization