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.
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: Detecting regime shifts in the mean and variance: Methods and specific examples. 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
Last updated: July 3, 2006