2011
DOI: 10.1002/joc.2367
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A new method for abrupt dynamic change detection of correlated time series

Abstract: On the basis of detrended fluctuation analysis (DFA), a new method, moving cut data-DFA (MC-DFA), was presented to detect abrupt dynamic change in correlated time series. The numerical tests show the capability of the presented method to detect abrupt change time-instants in model time series generated by Logistic map. Moving DFA (MDFA) and approximate entropy (ApEn) can provide some information such as a single time-instant of abrupt dynamic change, but both of them cannot exactly detect all of the abrupt cha… Show more

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Cited by 56 publications
(30 citation statements)
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“…Observed climate abrupt changes in a homogenous climate time series are caused only by variations in weather and climate [44].…”
Section: Data Processing and Adjustmentmentioning
confidence: 99%
“…Observed climate abrupt changes in a homogenous climate time series are caused only by variations in weather and climate [44].…”
Section: Data Processing and Adjustmentmentioning
confidence: 99%
“…When climate changes, the system jumps from one state to another, and it experiences a process (Li et al, 1996;Yan et al, 2012Yan et al, , 2013. Most traditional theories and detection methods (Wei, 1999;Feng et al, 2011;He et al, 2012) have been focused on the changes in statistics before and after climate change, such as Yamamoto (Yamamoto et al, 1986), Mann-Kendall (Mann, 1945;Kendall, 1955;Kendall et al, 1976), moving t test, moving cut data-approximate entropy (He et al, 2009;Jin et al, 2015), and the duration has been ignored. Therefore, it is urgent to study the transition process of climate change to understand how the system changes abruptly.…”
Section: Introductionmentioning
confidence: 99%
“…Feng et al (2006Feng et al ( , 2008 systematically studied abrupt dynamic change detection methods and presented several new methods. Based on the long-range correlation of the climate system, He et al (2008He et al ( , 2010He et al ( , 2012 proposed three methods, i.e., moving detrended fluctuation analysis, moving cut data detrended fluctuation analysis, and moving cut data rescaled range analysis. They found that these three types of methods performed well in detecting abrupt changes in correlated time series.…”
Section: Introductionmentioning
confidence: 99%