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Climate 2015, 3(3), 474-491; doi:10.3390/cli3030474

A Sequential Method of Detecting Abrupt Changes in the Correlation Coefficient and Its Application to Bering Sea Climate

Climate Logic LLC, Superior, CO 80027, USA
Received: 21 May 2015 / Revised: 6 July 2015 / Accepted: 7 July 2015 / Published: 14 July 2015
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Abstract

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. View Full-Text
Keywords: regime shift; correlation coefficient; Bering Sea regime shift; correlation coefficient; Bering Sea
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. (CC BY 4.0).

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MDPI and ACS Style

Rodionov, S. A Sequential Method of Detecting Abrupt Changes in the Correlation Coefficient and Its Application to Bering Sea Climate. Climate 2015, 3, 474-491.

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