Regime shift detector

In climatology regime shifts are defined as rapid reorganizations of the climate system from one relatively stable state to another. These regimes may last for several decades, as it is clearly seen in the Pacific Decadal Oscillation. One of the most significant shifts in the past one hundred or so years occurred in the late 1970s. That shift marked the beginning of the warming trend in the global climate. Interestingly, the shift became apparent only many years after it had actually occurred. Detecting regime shifts as soon as possible is critically important in climate forecasting. 

There are a number of methods designed for a detection of regime shifts in both the individual time series and entire systems (Rodionov 2005a). For the overwhelming majority of these methods, however, their performance deteriorates toward the ends of time series. Rodionov (2004) developed a new method based on a sequential t-test analysis 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. Examples of other applications of the method can be found in Litzow (2006), Gergis et al. (2006), D'Arrigo and Wilson (2006), Wilson et al. (2006), Daskalov et al. (2007), Lo and Hsu (2007), Gardner and Sharp (2007).

The regime shift detector (RSD) is written in Visual Basic for Application (Excel). It 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). The RSD version 3.0 or higher can handle time series with autocorrelation. The algorithms that take the autocorrelation into account are discussed in Rodionov (2006).  

References

D'Arrigo, R. and R. Wilson, 2006: On the Asian expression of the PDO, Int. J. Climatol., 26, 1607-1617.

Daskalov, G.M., A.N. Grishin, S. Rodionov, and V. Mihneva, 2007: Trophic cascades triggered by overfishing reveal possible mechanisms of ecosystem regime shifts, PNAS, 104, 10518-10523.

Gardner, A. S. and M. Sharp, 2007: Influence of the Arctic circumpolar vortex on the mass balance of Canadian high Arctic glaciers, J. Climate, 20, 4586-4598.

Gergis, J., Braganza, K., Fowler, A., Mooney, S. and Risbey, J. 2006. Reconstructing El Niño-Southern Oscillation (ENSO) from high-resolution palaeoarchives. J. Quaternary Sci., 21, 707-722.

Litzow, M.A., 2006: Climate regime shifts and community reorganization in the Gulf of Alaska: how do recent shifts compare with 1976/1977? J. Mar. Sci., 63, 1386-1396.

Lo, T.-T. and H.-H. Hsu, 2007: The early 1950s regime shift in temperature in Taiwan and East Asia, Climate Dynamics, doi: 10.1007/s00382-007-0311-4 (online first).

Rodionov, S.N., 2004: A sequential algorithm for testing climate regime shifts. Geophys. Res. Lett., 31, L09204, doi:10.1029/2004GL019448.

Rodionov, S.N., 2005a: A brief overview of the regime shift detection methods. In: Large-Scale Disturbances (Regime Shifts) and Recovery in Aquatic Ecosystems: Challenges for Management Toward Sustainability, V. Velikova and N. Chipev (Eds.), UNESCO-ROSTE/BAS Workshop on Regime Shifts, 14-16 June 2005, Varna, Bulgaria, 17-24.

Rodionov, S.N., 2005b: A sequential method for detecting regime shifts in the mean and variance. In: Large-Scale Disturbances (Regime Shifts) and Recovery in Aquatic Ecosystems: Challenges for Management Toward Sustainability, V. Velikova and N. Chipev (Eds.), UNESCO-ROSTE/BAS Workshop on Regime Shifts, 14-16 June 2005, Varna, Bulgaria, 68-72.

Rodionov, S.N., 2006: The use of prewhitening in climate regime shift detection, Geophys. Res. Lett., 31, L12707, doi:101029/2006GL025904.

Rodionov, S.N., and J.E. Overland, 2005: Application of a sequential regime shift detection method to the Bering Sea ecosystem. ICES J. Mar. Sci., 62: 328-332.

Rodionov, S.N., J.E. Overland, and N.A. Bond 2004: Detecting Change in the Bering Sea Ecosystem. A PowerPoint file (1.4 Mb) of the presentation at the Symposium on Marine Science in Alaska, Jan 12-14, 2004, Anchorage, Alaska.

Wilson, R., G. Wiles, R. D'Arrigo, and C. Zweck, 2006: Cycles and Shifts: 1300-years of multi-decadal temperature variability in the Gulf of Alaska, Climate Dynamics, 28, 425-440.