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 ti...
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| Format: | Text |
| Language: | unknown |
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arXiv
2015
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| Online Access: | https://dx.doi.org/10.48550/arxiv.1504.07536 https://arxiv.org/abs/1504.07536 |
| Summary: | 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. : 18 pages, 11 figures |
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