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Scaling exponent is a valid nonlinear dynamics index, and can effectively detect the dynamic structure mutations in the correlation time series by means of moving a fixed widow and the moving cut a fixed window technique. When there is short-term correlation, sequence with short-term correlation and the calculation result of scaling exponent with rescaled range will be influenced to a certain degree, resulting in a certain deviation for the scaling exponent calculation of a moving cut window sequence, and some false mutations point and mutations range for abrupt change detection. In view of this, we present a new method of the dynamic structure mutation detection-moving cut data-rescaled variance analysis. The numerical testing of ideal time series shows that the moving cut data-rescaled variance analysis has strong stability and accuracy, which is much better than the moving rescaled variance and the moving approximate entropy. The test results have not false mutation point and interval when the moving window is small. The further application to practically measured data validates the reliability of the new method.
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Keywords:
- scaling exponent /
- rescaled variance /
- moving cut data-rescaled variance analysis /
- mutations detection
[1] Feng G L, Dong W J, Gong Z Q, Hou W, Wan S Q, Zhi R 2006 Norlinear Theories and Methods on Spatial-Temporal Distribution of the Observational Data (Beijing: Metrological Press) p27 (in Chinese) [封国林, 董文杰, 龚志强, 侯威, 万仕全, 支蓉 2006 观测数据非线性时空分布理论和方法 (北京: 气象出版社) 第27页]
[2] Alexi M G, Brook E J, Severinghaus J P 2007 Geophys. Res. Lett. 34 L20703
[3] Yang P, Hou W, Feng G L 2012 Chin. Phys. B 21 019201
[4] Wang X J, Zhi R, He W P, Gong Z Q 2012 Chin. Phys. B 21 029201
[5] Tong J L, Wu H, Hou W, He W P, Zhou J 2014 Chin. Phys. B 23 049201
[6] Wathen S F 2011 Clim. Change 108 333
[7] Trewin B 2013 Int. J. Climatol. 33 1510
[8] Lettenmaier D P, Wood E F, Wallis J R 1994 J. Climate 7 586
[9] Zhang W, Wan S Q 2008 Chin. Phys. B 17 2311
[10] He W P 2008 Ph. D. Dissertation (Lanzhou: Lanzhou University) p23 (in Chinese) [何文平 2008 博士学位论文 (兰州: 兰州大学) 第23页]
[11] He W P, Feng G L, Wu Q, Wan S Q, Chou J F 2008 Nonlinear Proc. Geoph. 15 601
[12] He W P, Feng G L, Wu Q, He T, Wan S Q, Chou J F 2012 Int. J. Climatol. 32 1604
[13] He W P, Deng B S, Wu Q, Zhang W, Cheng H Y 2010 Acta Phys. Sin. 59 8264 (in Chinese) [何文平, 邓北胜, 吴琼, 张文, 成海英 2010 59 8264]
[14] Wang Q G, Zhang Z P 2008 Acta Phys. Sin. 57 1976 (in Chinese) [王启光, 张增平 2008 57 1976]
[15] He W P, He T, Cheng H Y, Zhang W, Wu Q 2011 Acta Phys. Sin. 60 049202 (in Chinese) [何文平, 何涛, 成海英, 张文, 吴琼 2011 60 049202]
[16] He W P, Wan S Q, Jiang Y D, Jin H M, Zhang W, Wu Q, He T 2013 Int. J. Climatol. 33 2713
[17] Mandelbrot B B, Taqqu M S, Robust R S 1979 Bull. Int. Stat. Inst. 48 69
[18] Lo A W 1991 Econometrica 59 1279
[19] Giraitis L, Kokoszka P, Leipus R, Teyssiere G 2003 J. Econometrics 112 265
[20] Cajueiro D O, Tabak B M 2005 Math. Comp. Sim. 70 172
[21] He X Q, Li Z F 2006 Syst. Engineer. Theory & Practice 12 47 (in Chinese) [何兴强, 李仲飞 2006 系统工程理论与实践 12 47]
[22] Sun D Y, Huang Q, Wang Y M 2011 Journal of Hydroelectric Engineering 30 178 (in Chinese) [孙东永, 黄强, 王义民 2011 水力发电学报 30 178]
[23] Wang C F, Zhang Q C, Li G 2003 Systems Engineering 21 22 (in Chinese) [王春峰, 张庆翠, 李刚 2003 系统工程 21 22]
[24] Jin H M, He W P, Hou W, Zhang D Q 2012 Acta Phys. Sin. 61 069201 (in Chinese) [金红梅, 何文平, 侯威, 章大全 2012 61 069201]
[25] Bai C Y 2008 M. S. Dissertation (Yangling: Northwest A&F University) p43 (in Chinese) [拜存有 2008 硕士学位论文 (杨凌: 西北农林科技大学) (第43页)]
[26] Hou Q L, Bai H Y, Ren Y Y, He Y N, Ma X P 2011 Resour. Sci. 33 1505 (in Chinese) [侯钦磊, 白红英, 任园园, 贺映娜, 马新萍 2011 资源科学 33 1505]
[27] Xie P, Chen G C, Li D, Zhu Y 2005 Water Resources and Power 23 11 (in Chinese) [谢平, 陈广才, 李德, 朱勇 2005 水电能源科学 23 11]
[28] Xie P, Xu B, Zhang S A, Yang G L, Dou M, Chen G C, Liu Y, Liu J J 2006 Study of Regional Water Resources Variation in Change Environment (Beijing: Science Press) p32 (in Chinese) [谢平, 许斌, 章树安, 杨桂莲, 窦明, 陈广才, 刘媛, 刘静君 2012 变化环境下区域水资源变异问题研究 (北京: 科学出版社) 第32页]
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[1] Feng G L, Dong W J, Gong Z Q, Hou W, Wan S Q, Zhi R 2006 Norlinear Theories and Methods on Spatial-Temporal Distribution of the Observational Data (Beijing: Metrological Press) p27 (in Chinese) [封国林, 董文杰, 龚志强, 侯威, 万仕全, 支蓉 2006 观测数据非线性时空分布理论和方法 (北京: 气象出版社) 第27页]
[2] Alexi M G, Brook E J, Severinghaus J P 2007 Geophys. Res. Lett. 34 L20703
[3] Yang P, Hou W, Feng G L 2012 Chin. Phys. B 21 019201
[4] Wang X J, Zhi R, He W P, Gong Z Q 2012 Chin. Phys. B 21 029201
[5] Tong J L, Wu H, Hou W, He W P, Zhou J 2014 Chin. Phys. B 23 049201
[6] Wathen S F 2011 Clim. Change 108 333
[7] Trewin B 2013 Int. J. Climatol. 33 1510
[8] Lettenmaier D P, Wood E F, Wallis J R 1994 J. Climate 7 586
[9] Zhang W, Wan S Q 2008 Chin. Phys. B 17 2311
[10] He W P 2008 Ph. D. Dissertation (Lanzhou: Lanzhou University) p23 (in Chinese) [何文平 2008 博士学位论文 (兰州: 兰州大学) 第23页]
[11] He W P, Feng G L, Wu Q, Wan S Q, Chou J F 2008 Nonlinear Proc. Geoph. 15 601
[12] He W P, Feng G L, Wu Q, He T, Wan S Q, Chou J F 2012 Int. J. Climatol. 32 1604
[13] He W P, Deng B S, Wu Q, Zhang W, Cheng H Y 2010 Acta Phys. Sin. 59 8264 (in Chinese) [何文平, 邓北胜, 吴琼, 张文, 成海英 2010 59 8264]
[14] Wang Q G, Zhang Z P 2008 Acta Phys. Sin. 57 1976 (in Chinese) [王启光, 张增平 2008 57 1976]
[15] He W P, He T, Cheng H Y, Zhang W, Wu Q 2011 Acta Phys. Sin. 60 049202 (in Chinese) [何文平, 何涛, 成海英, 张文, 吴琼 2011 60 049202]
[16] He W P, Wan S Q, Jiang Y D, Jin H M, Zhang W, Wu Q, He T 2013 Int. J. Climatol. 33 2713
[17] Mandelbrot B B, Taqqu M S, Robust R S 1979 Bull. Int. Stat. Inst. 48 69
[18] Lo A W 1991 Econometrica 59 1279
[19] Giraitis L, Kokoszka P, Leipus R, Teyssiere G 2003 J. Econometrics 112 265
[20] Cajueiro D O, Tabak B M 2005 Math. Comp. Sim. 70 172
[21] He X Q, Li Z F 2006 Syst. Engineer. Theory & Practice 12 47 (in Chinese) [何兴强, 李仲飞 2006 系统工程理论与实践 12 47]
[22] Sun D Y, Huang Q, Wang Y M 2011 Journal of Hydroelectric Engineering 30 178 (in Chinese) [孙东永, 黄强, 王义民 2011 水力发电学报 30 178]
[23] Wang C F, Zhang Q C, Li G 2003 Systems Engineering 21 22 (in Chinese) [王春峰, 张庆翠, 李刚 2003 系统工程 21 22]
[24] Jin H M, He W P, Hou W, Zhang D Q 2012 Acta Phys. Sin. 61 069201 (in Chinese) [金红梅, 何文平, 侯威, 章大全 2012 61 069201]
[25] Bai C Y 2008 M. S. Dissertation (Yangling: Northwest A&F University) p43 (in Chinese) [拜存有 2008 硕士学位论文 (杨凌: 西北农林科技大学) (第43页)]
[26] Hou Q L, Bai H Y, Ren Y Y, He Y N, Ma X P 2011 Resour. Sci. 33 1505 (in Chinese) [侯钦磊, 白红英, 任园园, 贺映娜, 马新萍 2011 资源科学 33 1505]
[27] Xie P, Chen G C, Li D, Zhu Y 2005 Water Resources and Power 23 11 (in Chinese) [谢平, 陈广才, 李德, 朱勇 2005 水电能源科学 23 11]
[28] Xie P, Xu B, Zhang S A, Yang G L, Dou M, Chen G C, Liu Y, Liu J J 2006 Study of Regional Water Resources Variation in Change Environment (Beijing: Science Press) p32 (in Chinese) [谢平, 许斌, 章树安, 杨桂莲, 窦明, 陈广才, 刘媛, 刘静君 2012 变化环境下区域水资源变异问题研究 (北京: 科学出版社) 第32页]
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