5,490 research outputs found
A comparison of two methods for detecting abrupt changes in the variance of climatic time series
Two methods for detecting abrupt shifts in the variance, Integrated
Cumulative Sum of Squares (ICSS) and Sequential Regime Shift Detector (SRSD),
have been compared on both synthetic and observed time series. In Monte Carlo
experiments, SRSD outperformed ICSS in the overwhelming majority of the
modelled scenarios with different sequences of variance regimes. The SRSD
advantage was particularly apparent in the case of outliers in the series. When
tested on climatic time series, in most cases both methods detected the same
change points in the longer series (252-787 monthly values). The only exception
was the Arctic Ocean SST series, when ICSS found one extra change point that
appeared to be spurious. As for the shorter time series (66-136 yearly values),
ICSS failed to detect any change points even when the variance doubled or
tripled from one regime to another. For these time series, SRSD is recommended.
Interestingly, all the climatic time series tested, from the Arctic to the
Tropics, had one thing in common: the last shift detected in each of these
series was toward a high-variance regime. This is consistent with other
findings of increased climate variability in recent decades.Comment: 32 pages, 11 figure
A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
A new method of regime shift detection in the correlation coefficient is
proposed. The method is designed to find multiple change-points with unknown
locations in time series. It signals a possible regime shift in real time and
allows for its monitoring. The method is tested on randomly generated time
series with predefined change-points. It is applied to examine structural
changes in the Bering Sea climate. A major shift is found in 1967, which
coincides with a transition from a zonal type of atmospheric circulation to a
meridional one. The roles of the Siberian and Alaskan centers of action on
winter temperatures in the eastern Bering Sea have been investigated.Comment: 18 pages, 11 figure
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