A sequential algorithm for testing climate regime shifts

Empirical studies of climate regime shifts typically use confirmatory statistical techniques with an a priori hypothesis about the timing of the shifts. Although there are methods for an automatic detection of discontinuities in a time series, their performance drastically diminishes at the ends of the series. Since all the methods currently available require a substantial amount of data to be accumulated, the regime shifts are usually detected long after they actually occurred. The proposed sequential algorithm allows for early detection of a regime shift and subsequent monitoring of changes in its magnitude over time. The algorithm can handle the incoming data regardless whether they are presented in the…