Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

doi:10.1088/1674-1056/24/4/049205

›› 2015, Vol. 24 ›› Issue (4): 49205-049205.doi: 10.1088/1674-1056/24/4/049205

• GEOPHYSICS, ASTRONOMY, AND ASTROPHYSICS • 上一篇

Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

何文平^a, 刘群群^b, 姜允迪^a, 卢莹^c

a National Climate Center, China Meteorological Administration, Beijing 100081, China;
b College of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, China;
c Yangzhou Meteorological Office, Yangzhou 225003, China

收稿日期:2014-09-12 修回日期:2014-10-30 出版日期:2015-04-05 发布日期:2015-04-05
基金资助:
Project supported by the National Basic Research Program of China (Grant No. 2012CB955902) and the National Natural Science Foundation of China (Grant Nos. 41275074, 41475073, and 41175084).

Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

He Wen-Ping (何文平)^a, Liu Qun-Qun (刘群群)^b, Jiang Yun-Di (姜允迪)^a, Lu Ying (卢莹)^c

a National Climate Center, China Meteorological Administration, Beijing 100081, China;
b College of Mathematics and Statistics, Nanjing University of Information Science and Technology, Nanjing 210044, China;
c Yangzhou Meteorological Office, Yangzhou 225003, China

Received:2014-09-12 Revised:2014-10-30 Online:2015-04-05 Published:2015-04-05
Contact: He Wen-Ping E-mail:wenping_he@163.com
Supported by:
Project supported by the National Basic Research Program of China (Grant No. 2012CB955902) and the National Natural Science Foundation of China (Grant Nos. 41275074, 41475073, and 41175084).

摘要/Abstract

摘要： In the present paper, a comparison of the performance between moving cutting data-rescaled range analysis (MC-R/S) and moving cutting data-rescaled variance analysis (MC-V/S) is made. The results clearly indicate that the operating efficiency of the MC-R/S algorithm is higher than that of the MC-V/S algorithm. In our numerical test, the computer time consumed by MC-V/S is approximately 25 times that by MC-R/S for an identical window size in artificial data. Except for the difference in operating efficiency, there are no significant differences in performance between MC-R/S and MC-V/S for the abrupt dynamic change detection. MC-R/S and MC-V/S both display some degree of anti-noise ability. However, it is important to consider the influences of strong noise on the detection results of MC-R/S and MC-V/S in practical application processes.

关键词: moving cutting data-rescaled range analysis, moving cutting data-rescaled variance analysis, abrupt dynamic change

Abstract: In the present paper, a comparison of the performance between moving cutting data-rescaled range analysis (MC-R/S) and moving cutting data-rescaled variance analysis (MC-V/S) is made. The results clearly indicate that the operating efficiency of the MC-R/S algorithm is higher than that of the MC-V/S algorithm. In our numerical test, the computer time consumed by MC-V/S is approximately 25 times that by MC-R/S for an identical window size in artificial data. Except for the difference in operating efficiency, there are no significant differences in performance between MC-R/S and MC-V/S for the abrupt dynamic change detection. MC-R/S and MC-V/S both display some degree of anti-noise ability. However, it is important to consider the influences of strong noise on the detection results of MC-R/S and MC-V/S in practical application processes.

Key words: moving cutting data-rescaled range analysis, moving cutting data-rescaled variance analysis, abrupt dynamic change

中图分类号: (Abrupt/rapid climate change)

92.70.Aa

95.10.Fh (Chaotic dynamics)

何文平, 刘群群, 姜允迪, 卢莹. Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change[J]. , 2015, 24(4): 49205-049205.

He Wen-Ping (何文平), Liu Qun-Qun (刘群群), Jiang Yun-Di (姜允迪), Lu Ying (卢莹). Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change[J]. Chin. Phys. B, 2015, 24(4): 49205-049205.

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Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change

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