Identifying Sudden Changes in Data

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Abstract
This note describes a method for locating sudden changes in mean data values. Positions of sudden changes are boundaries of variable-width blocks of data. These boundaries could correspond to synoptic frontal boundaries, the downstream edge of a wind gust, or, generally, any anomalous change in a locally averaged quantity. The algorithm described here is applied to artificial signals, century-long records of precipitation, and atmospheric turbulence data. Abstract This note describes a method for locating sudden changes in mean data values. Positions of sudden changes are boundaries of variable-width blocks of data. These boundaries could correspond to synoptic frontal boundaries, the downstream edge of a wind gust, or, generally, any anomalous change in a locally averaged quantity. The algorithm described here is applied to artificial signals, century-long records of precipitation, and atmospheric turbulence data.

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