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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Bibliographic Details
Main Author: Rodionov, Sergei
Format: Text
Language:unknown
Published: arXiv 2015
Subjects:
Methodology stat.ME
Atmospheric and Oceanic Physics physics.ao-ph
Instrumentation and Detectors physics.ins-det
Applications stat.AP
FOS Computer and information sciences
FOS Physical sciences
Bering Sea
Online Access:https://dx.doi.org/10.48550/arxiv.1504.07536
https://arxiv.org/abs/1504.07536
id ftdatacite:10.48550/arxiv.1504.07536
record_format openpolar
spelling ftdatacite:10.48550/arxiv.1504.07536 2023-05-15T15:43:10+02:00 A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate Rodionov, Sergei 2015 https://dx.doi.org/10.48550/arxiv.1504.07536 https://arxiv.org/abs/1504.07536 unknown arXiv https://dx.doi.org/10.3390/cli3030474 Creative Commons Attribution 4.0 International https://creativecommons.org/licenses/by/4.0/legalcode cc-by-4.0 CC-BY Methodology stat.ME Atmospheric and Oceanic Physics physics.ao-ph Instrumentation and Detectors physics.ins-det Applications stat.AP FOS Computer and information sciences FOS Physical sciences article-journal Article ScholarlyArticle Text 2015 ftdatacite https://doi.org/10.48550/arxiv.1504.07536 https://doi.org/10.3390/cli3030474 2022-04-01T12:24:58Z 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 Text Bering Sea DataCite Metadata Store (German National Library of Science and Technology) Bering Sea
institution Open Polar
collection DataCite Metadata Store (German National Library of Science and Technology)
op_collection_id ftdatacite
language unknown
topic Methodology stat.ME
Atmospheric and Oceanic Physics physics.ao-ph
Instrumentation and Detectors physics.ins-det
Applications stat.AP
FOS Computer and information sciences
FOS Physical sciences
spellingShingle Methodology stat.ME
Atmospheric and Oceanic Physics physics.ao-ph
Instrumentation and Detectors physics.ins-det
Applications stat.AP
FOS Computer and information sciences
FOS Physical sciences
Rodionov, Sergei
A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
topic_facet Methodology stat.ME
Atmospheric and Oceanic Physics physics.ao-ph
Instrumentation and Detectors physics.ins-det
Applications stat.AP
FOS Computer and information sciences
FOS Physical sciences
description 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
format Text
author Rodionov, Sergei
author_facet Rodionov, Sergei
author_sort Rodionov, Sergei
title A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
title_short A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
title_full A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
title_fullStr A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
title_full_unstemmed A sequential method of detecting abrupt changes in the correlation coefficient and its application to Bering Sea climate
title_sort sequential method of detecting abrupt changes in the correlation coefficient and its application to bering sea climate
publisher arXiv
publishDate 2015
url https://dx.doi.org/10.48550/arxiv.1504.07536
https://arxiv.org/abs/1504.07536
geographic Bering Sea
geographic_facet Bering Sea
genre Bering Sea
genre_facet Bering Sea
op_relation https://dx.doi.org/10.3390/cli3030474
op_rights Creative Commons Attribution 4.0 International
https://creativecommons.org/licenses/by/4.0/legalcode
cc-by-4.0
op_rightsnorm CC-BY
op_doi https://doi.org/10.48550/arxiv.1504.07536
https://doi.org/10.3390/cli3030474
_version_ 1766377203231096832

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