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本帖最后由 hillside 于 2013-6-6 21:17 编辑
http://www.beringclimate.noaa.gov/regimes/该软件下载页面为美国NOAA属下的研究所。 Welcome to the Regime Shift Detection Project After closing the full-featured Climate Logic website, I received a number of requests to post the latest version of the regime shift detection software, often referred to as (RSD), or sequential t-test analysis of regime shifts (STARS). The RSD is convenient tool that automatically detects regime shifts in a time series, in both the mean and variance. It has a number of advantages over other existing methods: better performance at the end of time series, indicates a possibility of a shift in real time, can be tuned up to detect shifts of different scales, works well in the case of a moderate linear trend, no need to calculate anomalies prior to applying the method, etc. It can also handle time series with autocorrelation, thus separating regimes due to persistence from the true regimes with different statistics. The earlier version of the RSD (v. 3.2), which is hosted at the Bering Climate website, has some bugs affecting the calculation of regime shift in variance. Those bugs are fixed in v. 3.4 available here for download. Please keep in mind that, since the software is free, it is not supported. However, if you find a bug, I'd appreciate if you send me a note. As for the other features of the old Climate Logic website (climate news, seasonal forecasts and reviews, decadal variability and trend analyses, weather derivatives, etc. ), I may add them it in the future, if I have enough time. Currently, I am 100% focused on monthly temperature forecasts for the United States, using weather derivatives trading as a verification tool. Regards, Sergei Rodionov Climate Logic, LLC .
Regime Shift Detection Regime shifts are defined as rapid reorganizations of ecosystems from one relatively stable state to another. In the marine environment, regimes may last for several decades and shifts often appear to be associated with changes in the climate system. In the North Pacific, climate regimes are typically described using the concept of Pacific Decadal Oscillation. Regime shifts were also found in many other variables as demonstrated in the Data section of this website (select a variable and then click "Recent trends").
There are a number of methods designed for a detection of regime shifts in both the individual time series and entire systems (Rodionov 2005a). The overwhelming majority of these methods, however, experience deterioration in their performance toward the ends of time series. Rodionov (2004) developed a new method based on a sequential t-test that can signal a possibility of a regime shift in real time. Rodionov et al. (2004) and Rodionov and Overland (2005) discuss an application of the method to the Bering Sea ecosystem. The code for the method is written in Visual Basic for Application (Excel). This program can be downloaded by clicking on one of the buttons below. The help file provides information on how to install and run the program. The program can detect shifts in both the mean level of fluctuations and the variance. The algorithm for the variance is similar to that for the mean, but based on a sequential F-test (Rodionov 2005b). Send your comments/suggestions/bug reports to Sergei Rodionov.
You can also download a new version (3.2) of the program that can handle time series with autocorrelation. The algorithms that take the autocorrelation into account are discussed in Rodionov (2006). Click here for the help file with this version.
http://www.climatelogic.com/download
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