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《Chinese Journal of Geophysics》 2001-01
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A SCANNING t TEST OF MULTISCALE ABRUPT CHANGES AND ITS COHERENCE ANALYSIS

JIANG JIAN MIN (Training Centre of China Meteorological Administration,Beijing 100081,China) KLAUS FRAEDRICH (Meteorological Institute ,Hamburg University,Bundesstrasse 55,D 20146 Hamburg,Germany) ZOU YAO REN (Dalian Meteorological Observato  
A scanning t test of multi scale abrupt changes is introduced by extending the student t test,which detects the difference between two subsample means. It is shown that this algorithm has not only the capacity similar to Haar wavelet transform coefficient W(a,b) for detection of multi scale abrupt changes,but also gives the statistic significance threshold,which the wavelet analysis can not do. The subsample size n (comparative to the scale parameter a in W(a,b) ) of the statistic t(n,j) may vary successively without limitation of integer power of 2 as in the wavelet transform for a discrete series,so that the algorithm may detect any longer signal series like a scanner. However,this algorithm is not a decomposition tool because the second momentum,the variance,is involved. In addition,a correction to the Effective Degrees of Freedom (Ef) of t test is adopted for the dependency of an observation series to be detected. A coherence detection of abrupt changes between two signal series is carried out. The results of an application to historic series (AD622-1470) of the maximum and minimum flood levels of the Nile River reveal objectively that there appears some abrupt changes in phase and out of phase on certain scales between the two series. The relative dry and wet phases on around 0.5—1.5 century scale are further repartitioned following this detection. And these dry/wet phases coincide better with historic records of catastrophe in Egypt found so far and are some improvements upon previous researches. [
【Fund】: 国家重点基础研究发展规划项目!(G1 9980 4 0 90 1 )与德国合作项目
【CateGory Index】: P332
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