Characterization of regime shifts in environmental time series with recurrence quantification analysis

A non-linear time series analysis technique, recurrence quantification analysis (RQA) based on recurrence plots (RP), is proposed in this paper for the characterization of regime shifts in environmental time series. Its application is illustrated for two case studies: lake eutrophication by excessive phosphorous and the regime shift that occurred in Ringkّbing Fjord when water exchange with the North Sea was modified. The results show that RQA is robust against high noise levels (up to 100%) and may be easily implemented on-line. In addition, oxygen dynamics in a Mediterranean coastal lagoon (Sacca di Goro) is also analyzed and the results compared with surrogate time series with oxygen concentration at saturation. RPs could be used for graphically exploring possible thresholds or breaking points, whereas RQA parameters are suited for locating them. The main drawback is the need of a constant sampling frequency with no gaps, which may be problematic for some environmental time series.