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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ftdoajarticles:oai:doaj.org/article:3f51028b52a54919a1dd6280bf47a7e8 2023-05-15T15:42:49+02:00 A Sequential Method of Detecting Abrupt Changes in the Correlation Coefficient and Its Application to Bering Sea Climate Sergei Rodionov 2015-07-01T00:00:00Z https://doi.org/10.3390/cli3030474 https://doaj.org/article/3f51028b52a54919a1dd6280bf47a7e8 EN eng MDPI AG http://www.mdpi.com/2225-1154/3/3/474 https://doaj.org/toc/2225-1154 2225-1154 doi:10.3390/cli3030474 https://doaj.org/article/3f51028b52a54919a1dd6280bf47a7e8 Climate, Vol 3, Iss 3, Pp 474-491 (2015) regime shift correlation coefficient Bering Sea Science Q article 2015 ftdoajarticles https://doi.org/10.3390/cli3030474 2022-12-31T07:25:53Z 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. Article in Journal/Newspaper Bering Sea Directory of Open Access Journals: DOAJ Articles Bering Sea Climate 3 3 474 491 |
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Open Polar |
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Directory of Open Access Journals: DOAJ Articles |
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ftdoajarticles |
language |
English |
topic |
regime shift correlation coefficient Bering Sea Science Q |
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regime shift correlation coefficient Bering Sea Science Q Sergei Rodionov A Sequential Method of Detecting Abrupt Changes in the Correlation Coefficient and Its Application to Bering Sea Climate |
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regime shift correlation coefficient Bering Sea Science Q |
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. |
format |
Article in Journal/Newspaper |
author |
Sergei Rodionov |
author_facet |
Sergei Rodionov |
author_sort |
Sergei Rodionov |
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 |
MDPI AG |
publishDate |
2015 |
url |
https://doi.org/10.3390/cli3030474 https://doaj.org/article/3f51028b52a54919a1dd6280bf47a7e8 |
geographic |
Bering Sea |
geographic_facet |
Bering Sea |
genre |
Bering Sea |
genre_facet |
Bering Sea |
op_source |
Climate, Vol 3, Iss 3, Pp 474-491 (2015) |
op_relation |
http://www.mdpi.com/2225-1154/3/3/474 https://doaj.org/toc/2225-1154 2225-1154 doi:10.3390/cli3030474 https://doaj.org/article/3f51028b52a54919a1dd6280bf47a7e8 |
op_doi |
https://doi.org/10.3390/cli3030474 |
container_title |
Climate |
container_volume |
3 |
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3 |
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474 |
op_container_end_page |
491 |
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1766376781585055744 |