A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
Methodology
2015-07-24 v2 Atmospheric and Oceanic Physics
Instrumentation and Detectors
Applications
Abstract
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.
Cite
@article{arxiv.1504.07536,
title = {A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate},
author = {Sergei Rodionov},
journal= {arXiv preprint arXiv:1504.07536},
year = {2015}
}
Comments
18 pages, 11 figures