A new method for abrupt dynamic change detection of correlated time series

International Journal of Climatology

Volumn 32, Issue 10, 2012, Pages 1604-1614

  He, Wenping ^a   Feng, Guolin ^a   Wu, Qiong ^b   He, Tao ^c   Wan, Shiquan ^d   Chou, Jifan ^e  

^a China Meteorological Administration   (China)

^b NATIONAL SATELLITE METEOROLOGICAL CENTER   (China)

^c Jinan Environmental Monitoring Center   (China)

^d Yangzhou Meteorological Office   (China)

^e LANZHOU UNIVERSITY   (China)

Author keywords

Abrupt dynamic change detection; Approximate entropy; Detrended fluctuation analysis; Moving cut data detrended fluctuation

Indexed keywords

AIR PRESSURES; APPROXIMATE ENTROPY; CHANGE REGION; DETRENDED FLUCTUATION ANALYSIS; DYNAMIC CHANGE DETECTION; DYNAMIC CHANGES; LOGISTIC MAPS; MANN-KENDALL TEST; MOVING CUT DATA-DETRENDED FLUCTUATION; NUMERICAL TESTS;

ATMOSPHERIC PRESSURE; ENTROPY; SIGNAL DETECTION; TIME SERIES;

NUMERICAL METHODS;

ATMOSPHERIC PRESSURE; CLIMATE CHANGE; CORRELATION; DETECTION METHOD; MODEL VALIDATION; NUMERICAL MODEL; SURFACE PRESSURE; TESTING METHOD; TIME SERIES ANALYSIS;

EID: 84860534755     PISSN: 08998418     EISSN: 10970088     Source Type: Journal    
DOI: 10.1002/joc.2367     Document Type: Article

References (27)

1. Abaimov SG, Turcotte DL, Shcherbakov R, Rundle JB. 2007. Recurrence and interoccurrence behavior of self-organized complex phenomena. Nonlinear Processes in Geophysics 14: 455-464.
2. Blender R, Fraedrich K, Sienz F. 2008. Extreme event return times in long-term memory processes near 1/f. Nonlinear Processes in Geophysics 15: 557-565.
3. Bunde A, Havlin S, Kantelhardt JW, Penzel T, Peter JH, Voigt K. 2000. Correlated and uncorrelated regions in heart-rate fluctuations during sleep. Physical Review Letters 85: 3736-3739.
4. Bunde A, Eichner JF, Kantelhardt JW, Havlin S. 2005. Long-term memory: a natural mechanism for the clustering of extreme events and anomalous residual times in climate records. Physical Review Letters 94: 048701 (1-4).
5. Cao HX. 1993. Self-memorization equation in atmospheric motion. Science in China Series B 36: 845-855.
6. Cao HX. 2007. Characteristics of long-term climate change in Beijing with detrended fluctuation analysis. Chinese Journal Geophysics 50: 420-424 (in Chinese).
7. Carvalho LMV, Tsonis A A, Jones C, Rocha1 HR, Polito PS. 2007. Anti-persistence in the global temperature anomaly field. Nonlinear Processes in Geophysics 14: 723-733.
8. Chen Z, Ivanov P, Hu K, Stanley HE. 2002. Effect of nonstationarities on detrended fluctuation analysis. Physical Review E 65:041107( 1-15).
9. Eichner JF, Koscienlny-Bunde E, Bunde A, Havlinm S, Schellnhuber HJ. 2003. Power-law persistence and trends in the atmosphere: a detailed study of long temperature records. Physical Review E 68:046133( 1-5).
10. Fraedrich K, Blender R. 2003. Scaling of atmosphere and ocean temperature correlations in observations and climate models. Physical Review Letters 90:108501( 1-4).
11. He WP, Feng GL, Wu Q, Wan SQ, Chou JF. 2008. A new method for abrupt change detection in dynamic structures. Nonlinear Processes in Geophysics 15: 601-606.
12. Hu K, Ivanov P, Chen Z, Carpena P, Stanley HE. 2001. Effect of trends on detrended fluctuation analysis. Physical Review E 64:011114( 1-19).
13. Jan FE, Jan WK, Bunde A, Havlin S. 2007. Statistics of return intervals in long-term correlated records. Physical Review E 75:011128( 1-9).
14. Kendall MG, Charles G. 1975. Rank Correlation Methods. Oxford University Press: New York, 202.
15. Liu SD, Rong PP, Chen Q. 2000. The hierarchical structure of climate series. Acta Meteorological Sinica 58: 110-114 (in Chinese).
16. Livina VN, Havlin S, Bunde A. 2005. Memory in the occurrence of earthquakes. Physical Review Letters. 95:208501 ( 1-4).
17. Makse HA, Havlin S, Schwartz M, Stanley HE. 1996. Method for generating long-range correlation for large systems. Physical Review E 53: 5445-5449.
18. Mann HB. 1945. Non-parametric tests against trend. Econometrica 13: 245-259.
19. Maraun D, Rust HW, Timmer J. 2004. Tempting long-memory on the interpretation of DFA results. Nonlinear Processes in Geophysics 11: 495-503.
20. May, R. 1976. Simple mathematical models with very complicated dynamics. Nature 261: 459-467.
21. Peng CK, Mietus J, Hausdorff JM, Havlin S, Stanley HE, Goldberger AL. 1993. Long-range anticorrelations and non-Gaussian behavior of the heartbeat. Physical Review Letters 70: 1343-1346.
22. Peng CK, Buldyrev SV, Havlin S, Simons M, Stanley HE, Goldberger AL. 1994. Mosaic organization of DNA nucleotides. Physical Review E 49: 1685-1689.
23. Peter T, Rudolf OW. 2000. Power spectrum and detrended fluctuation analysis: application to daily temperatures. Physical Review E 62: 150-160.
24. Pincus SM. 1991. Approximate entropy as a measure of system complexity. Proceedings of the National Academy of Sciences of the United States of America 88: 2297-2301.
25. Pincus SM, Goldberger AL. 1994. Physiological time-series analysis: What does regularity quantify? American Journal of Physology-heart and Circulatory Physiology 266: H1643-H1656.
26. Wang QG, Zhang ZP. 2008. The research of detecting abrupt climate change with approximate entropy. Acta Physics Sinica 57: 1976-1983 (in Chinese).
27. Yamamoto RT, Iwashima T, Sanga NK. 1985. Climatic change: a hypothesis in climate diagnosis. Journal of The Meteorological Society Of Japan 63: 1157-1160.