Welcome to the Regime Shift Detection Project

A new version of STARS (v. 4) has just been released. It can be purchased on eBay for an introductory price of $9.99. By purchasing this software, you support its further development that will include a detection of change points in correlation between two variables.

This site tracks the development of the regime shift detection software known as STARS (Sequential T-test Analysis of Regime Shifts), and provides documentation explaining how it works. STARS has been used in a wide variety of applications, ranging from oceanography to climate research to economics (see references in Google Scholar).

STARS has a number of advantages over other existing methods: 
  • Automatically detects regime shifts (or change points) in both the mean and variance;
  • Better performance at the end of time series, indicating a possibility of a shift in real time;
  • Can be tuned up to detect shifts on different time scales;
  • No need to calculate anomalies prior to applying the method;
  • No a priori information about shifts in the series is required;
  • It can handle time series with autocorrelation, thus separating regimes due to persistence from the true regimes with different statistics.
Please note that the earlier version of the STARS (v. 3.2), which is hosted on the Bering Climate website, has some bugs affecting the calculation of regime shift in the variance. Those bugs are fixed in v. 3.4, which is available here for download, but it works only in Excel 2003 or lower. STARS v. 4.0 requires Excel 2007 or higher.