A sequential algorithm for testing climate regime shifts
A sequential algorithm for testing climate regime shifts
复制标题
DOI：
10.1029/2004gl019448
复制
发表时间：
2004-05-06
影响因子：
5.2
通讯作者：
Rodionov, SN
中科院分区：
文献类型：
--
作者：
Rodionov, SN
气候制度变化的经验研究通常使用验证性统计技术，并对变化的时间做出先验假设。虽然有一些方法可以自动检测时间序列中的不连续性，但它们的性能在序列结束时会急剧下降。由于目前所有可用的方法都需要积累大量的数据，因此通常在实际发生制度转变很久之后才能发现它们。拟议的顺序算法允许及早检测到制度转变，并随后监测其大小随时间的变化。该算法可以处理传入的数据，无论它们是以异常还是绝对值的形式呈现。它可以很容易地用于在大的变量集合中自动计算制度变化。
Empirical studies of climate regime shifts typically use confirmatory statistical techniques with an a priori hypothesis about the timing of the shifts. Although there are methods for an automatic detection of discontinuities in a time series, their performance drastically diminishes at the ends of the series. Since all the methods currently available require a substantial amount of data to be accumulated, the regime shifts are usually detected long after they actually occurred. The proposed sequential algorithm allows for early detection of a regime shift and subsequent monitoring of changes in its magnitude over time. The algorithm can handle the incoming data regardless whether they are presented in the form of anomalies or absolute values. It can be easily used for an automatic calculation of regime shifts in large sets of variables.