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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Multidisciplinary Digital Publishing Institute
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Online Access: | https://doi.org/10.3390/cli3030474 |
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ftmdpi:oai:mdpi.com:/2225-1154/3/3/474/ 2023-08-20T04:05:35+02:00 A Sequential Method of Detecting Abrupt Changes in the Correlation Coefficient and Its Application to Bering Sea Climate Sergei Rodionov agris 2015-07-14 application/pdf https://doi.org/10.3390/cli3030474 EN eng Multidisciplinary Digital Publishing Institute https://dx.doi.org/10.3390/cli3030474 https://creativecommons.org/licenses/by/4.0/ Climate; Volume 3; Issue 3; Pages: 474-491 regime shift correlation coefficient Bering Sea Text 2015 ftmdpi https://doi.org/10.3390/cli3030474 2023-07-31T20:44:59Z 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. Text Bering Sea MDPI Open Access Publishing Bering Sea Climate 3 3 474 491 |
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Open Polar |
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MDPI Open Access Publishing |
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ftmdpi |
language |
English |
topic |
regime shift correlation coefficient Bering Sea |
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regime shift correlation coefficient Bering Sea 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 |
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 |
Text |
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 |
Multidisciplinary Digital Publishing Institute |
publishDate |
2015 |
url |
https://doi.org/10.3390/cli3030474 |
op_coverage |
agris |
geographic |
Bering Sea |
geographic_facet |
Bering Sea |
genre |
Bering Sea |
genre_facet |
Bering Sea |
op_source |
Climate; Volume 3; Issue 3; Pages: 474-491 |
op_relation |
https://dx.doi.org/10.3390/cli3030474 |
op_rights |
https://creativecommons.org/licenses/by/4.0/ |
op_doi |
https://doi.org/10.3390/cli3030474 |
container_title |
Climate |
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3 |
container_issue |
3 |
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474 |
op_container_end_page |
491 |
_version_ |
1774716139038834688 |