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...
| Published in: | Climate |
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| Main Author: | |
| Format: | Article in Journal/Newspaper |
| Language: | English |
| Published: |
MDPI AG
2015
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| Subjects: | |
| Online Access: | https://doi.org/10.3390/cli3030474 https://doaj.org/article/3f51028b52a54919a1dd6280bf47a7e8 |
| 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. |
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