Abrupt Change Points Research Articles

Changing properties and causes of the annual maximum flood in the Jialu River Basin

Based on the daily precipitation data from 1969 to 2015 and the flood summary data of the hydrological station in the Jialu River Basin, the annual maximum flood (AMAXF) and extreme precipitation were used to analyze the changing properties and causes of the annual maximum flood. Mann-Kendall test were used to analyze the change characteristics and the correlations between AMAXF and extreme precipitation were analyzed with cross wavelet analysis method. The changes in the NDVI were also analyzed to investigate the reasons for the changes of AMAXF. The results showed that AMAXF series had a significant decreasing trend with an abrupt change point around 1998, and there was no significant change in extreme precipitation. Cross Wavelet Analysis showed the AMAXF had statistically correlations with extreme precipitation in the Jialu River Basin. The decreasing trend in the AMAXF were mainly caused by LUCC.

A synergetic locating method for abnormal interval of stacker safety maintenance

ABSTRACTThe stacker is an important part of automatic storage. The safety and health of the running track are the primary premise to ensure the stable operation of the stacker. In this paper, a new combinational method to locate abnormal interval for running track of stacker is proposed. First, the interval smoothing method and data interpolation method are used for preprocessing of the original current data sampled from stackers; second, the box plot method for outlier detection is applied to the smoothed data; at the same time, in order to make up for the defect of the box plot method that can only detect the extreme points, failing to detect abrupt change points, the box plot method is combined with the wavelet transformation method to construct a combinational anomaly interval location method; finally, the validity of the algorithm proposed in this paper is verified by the running current data of the stacker in the intelligent operation and maintenance warehouse of the national power grid.

Variation Analysis of Streamflows from 1956 to 2016 Along the Yellow River, China

With the change of climate and the impacts of human activities, the water resources crisis of the Yellow River is becoming increasingly serious. How and why did the streamflows of the Yellow River basin change? Based on observed annual runoff data (1956–2016) of 10 main hydrological stations along the Yellow River, the linear regression method, the Spearman rank correlation method and the Mann-Kendall test method are used to analyze runoff trend. The orderly clustering method, the sliding t test method and the Lee-Heghinian Method are used to identify the abrupt change point. Finally, the wavelet analysis method is used to identify runoff time series period. The results show that: (1) With the exception of the streamflow of Tangnaihai, the streamflows of all examined stations have significantly declining trends. The decrease of the streamflow from the upper to the middle to the lower reaches is becoming more and more obvious; (2) The runoff of the Yellow River has changed greatly. The abrupt change point at Tangnaihai occurred in 1989. The abrupt change points of the other stations took place in 1985; (3) The runoff along the Yellow River presents multi-time scale changes. The streamflows appear to have strongest periods of 25–40 years with a 40-year scale, which indicate the alternate oscillations of the high and the low water periods. The periods of <6 and 7–24 years are not stable and are complicated. The first main period of runoff in the Yellow River is 30 years; (4) The streamflow upstream of Tangnaihai station is mainly affected by the climate. The streamflows downstream of Tangnaihai station are influenced by human activities, especially water extraction and diversion and the operations of the large reservoirs. These research results have important practical guiding significance for hydrological forecasting, evaluation and management of water resources, construction of water conservancy projects and sustainable utilization of water resources in the region.

A Method for Detecting Abrupt Change of Sediment Discharge in the Loess Plateau, China

In recent decades, the streamflow and sediment of the Yellow River has decreased sharply, especially the sediment discharge. The factors that lead to this phenomenon have become a widely concerned problem of the whole society. The analysis of abrupt change points of hydrological series is the key to divide datum period, so it is an important work in the research of streamflow and sediment reduction cause. So far, many methods have been proposed to detect abrupt change. However, most methods have great uncertainty due to the deficiencies of irrational structure of test statistics, ideal hypothesis or subjectivity. In this paper, a new method called moving average difference method for abrupt change points detection is proposed. It is proved to be effective through comparison with four commonly used methods via both synthetic series and real data case study. The results show that the proposed method has four distinct advantages: (1) The test statistic structure of the method has physical significance and is intuitive to understand; (2) It is more accurate in abrupt change detection; (3) It can detect all of the abrupt change points at one time; (4) It can detect the abrupt changes and calculate the corresponding mutation intensity simultaneously.

Impacts of climate and land use change on water and sediment load in the Northwest arid region, China: With Xiaonanchuan River Basin as a case.

Understanding regional water and sediment transport patterns and their responses to climate and land use changes can provide a theoretical basis for the prevention and control of soil erosion, and is an important prerequisite for the integrated development of land and water resources. Based on monthly monitoring meteorological, runoff, and sediment data from 1963 to 2013, combined with the land use data in the 1980s and 2000 and NDVI data, using the Mann-Kendall trend analysis and abrupt change test method, we systematically analyzed the long-term variations of the climate, runoff and sediment transport, with the changes of land use and vegetation coverage being identified in the Xiaonanchuan (XNC) River basin, a typical watershed in the Northwest arid region. Based on the analysis of single element change, the impacts of climate and land use change on water and sediment transport were quantified by the multiple linear regression analysis. Simultaneously, the key action factors were identified. Results showed that air temperature was developing to the polarization, the precipitation increased gradually. A generally warm and wet tendency of climate change and an increased frequency of extreme climate events were found in the XNC River basin. Moreover, the speed and magnitude of climate change were intensified after the 1990s, which was the abrupt change point of the climate. Since the 1980s, with economic and social development, the area of arable land and built land expanded, that of the forest area increased, and the ecological environments were improved in the XNC River basin. Under the dominant driving effects of land use and vegetation coverage change, the runoff and sediment load gradually reduced with the average rate of 1.7×106 m3·(10 a)-1 and 1.5×108 m3·(10 a)-1, respectively. Quantifying the influence of land use and climate change on the water and sediment transport indicated that vegetation cove-rage and mean daily maximum temperature were the two key factors affecting the runoff change, while the vegetation coverage and maximum daily precipitation were the two key factors affecting the sediment load change. Under the condition of current climate change, ecological restoration could be one of the most effective ways to prevent water and soil losses in the arid area.

Indexing the relationship between polar motion and water mass change in a giant river basin

Previous studies on the relationship between polar motion and water mass change have mainly concentrated on the excitation of polar motion via global terrestrial water storage changes (TWSC). In view of the uneven distribution of global terrestrial water storage, the relationship between regional water mass change and polar motion needs to be further explored owing to the lack of documented results. In addition, given the uncertainty in the estimation of TWSC, it is required to develop appropriate indices to describe water mass change from different perspectives. The Amazon River basin (referred to Amazon hereafter), containing the world’s largest river, located at around the 90°W longitude, is selected as the study area. Water vapor flux, precipitation, runoff and TWSC are selected as the indices of water mass changes to reveal the relationship between polar motion and water mass change in this giant basin. The Mann-Kendall (M-K) method, the accumulated anomaly analysis method and the curvature method are used to identify the abrupt change points; the least squares method is used to estimate the trends, and the Fast Fourier Transform (FFT) and the Ensemble Empirical Mode Decomposition (EEMD) are used to perform a periodic analysis, for all the above indices. It is shown that, of all the indices from 1948 to 2011, water vapor flux is the most closely related index to polar motion. In detail, precipitation and water vapor flux contain beat periods of polar motion; water vapor flux, precipitation and polar motion have a common M-K test abrupt change point (occurring in ca. 1968) at the 0.05 significance level; water vapor flux has a similar accumulated anomaly curve with that of polar motion; and water vapor flux is more highly correlated with polar motion than most other indexes. It is found, just like global TWSC, the χ 2 component of the excitation via water vapor flux and water storage change in the Amazon follows that of observed polar motion; χ 1 does not follow. However, the pattern in the Amazon that the χ 2 component of the excitation by water follows that of observed polar motion is at a more significant level than in global. Finally, the new index termed Location of Vapor-based InterTropical Convergence Zone (LVITCZ) we proposed to describe the annual mean latitudinal location of water mass change shows a more close and visual relationship between water mass change and polar motion than other chosen indices do.

Topology Identification and Learning over Graphs: Accounting for Nonlinearities and Dynamics

Identifying graph topologies as well as processes evolving over graphs emerge in various applications involving gene-regulatory, brain, power, and social networks, to name a few. Key graph-aware learning tasks include regression, classification, subspace clustering, anomaly identification, interpolation, extrapolation, and dimensionality reduction. Scalable approaches to deal with such high-dimensional tasks experience a paradigm shift to address the unique modeling and computational challenges associated with data-driven sciences. Albeit simple and tractable, linear time-invariant models are limited since they are incapable of handling generally evolving topologies, as well as nonlinear and dynamic dependencies between nodal processes. To this end, the main goal of this paper is to outline overarching advances, and develop a principled framework to capture nonlinearities through kernels, which are judiciously chosen from a preselected dictionary to optimally fit the data. The framework encompasses and leverages (non) linear counterparts of partial correlation and partial Granger causality, as well as (non)linear structural equations and vector autoregressions, along with attributes such as low rank, sparsity, and smoothness to capture even directional dependencies with abrupt change points, as well as time-evolving processes over possibly time-evolving topologies. The overarching approach inherits the versatility and generality of kernel-based methods, and lends itself to batch and computationally affordable online learning algorithms, which include novel Kalman filters over graphs. Real data experiments highlight the impact of the nonlinear and dynamic models on consumer and financial networks, as well as gene-regulatory and functional connectivity brain networks, where connectivity patterns revealed exhibit discernible differences relative to existing approaches.

Quantifying the impacts of climate change and land use/cover change on runoff in the lowerConnecticut River Basin

AbstractClimate change and land use and cover change (LUCC) have had great impacts on watershed hydrological processes. Although previous studies have focused on quantitative assessment of the impacts of climate change and human activities on decreasing run‐off change, few studies have examined regions that have significant increasing run‐off due to both climate variability and land cover change. We show that annual run‐off had a significant increasing trend from 1956 to 2014 in the U.S. lower Connecticut River Basin. Abrupt change point years of annual run‐off for four subbasins are detected by nonparametric Mann–Kendall–Sneyers test and reconfirmed by the double mass curve. We then divide the study period into 2 subperiods at the abrupt change point year in the early 1970s for each subbasin. The Choudhury–Yang equation based on Budyko hypothesis was used to calculate precipitation and potential evapotranspiration, and landscape elasticities of run‐off. The results show that the difference in mean annual run‐off between 2 subperiods for each subbasin ranged from 102 to 165.6 mm. Climate variations were the primary drivers of increasing run‐off in this region. Quantitative contributions of precipitation and potential evapotranspiration in all subbasins are 106.5% and −3.6% on average, respectively. However, LUCC contributed both positively and negatively to run‐off: −18.6%, −13.3%, and 10.1% and 9.9% for 4 subbasins. This may be attributed to historical LUCC occurring after the abrupt change point in each subbasin. Our results provide critical insight on the hydrological dynamics of north‐east tidal river systems to communities and policymakers engaged in water resources management in this region.

Dynamic States Recognition of Friction Noise in the Wear Process Based on Moving Cut Data-Approximate Entropy

Wear experiments are performed to explore dynamic states changes of friction noise signals. A new characteristic parameter, moving cut data-approximate entropy (MC-ApEn), is adopted to quantitatively recognize dynamic states. Additionally, determinism (DET), one key parameter of recurrence quantification analysis, is applied to verify the reliability of recognition results of MC-ApEn. Results illustrate that MC-ApEn of friction noise has distinct changes in different wear processes, and it can accurately detect abrupt change points of dynamic states for friction noise. Furthermore, DET of friction noise rapidly declines first, then fluctuates around a small value, and finally increases sharply, which just corresponds to the evolution process of MC-ApEn. So, the reliability of wear state recognition on the basis of MC-ApEn can be confirmed. It makes it possible to accurately and reliably recognize wear states of friction pairs based on MC-ApEn.

Assessing the response of runoff to climate change and human activities for a typical basin in the Northern Taihang Mountain, China

Climate change and human activities are the two main factors on runoff change. Quantifying the contribution of climate change and human activities on runoff change is important for water resources planning and management. In this study, the variation trend and abrupt change point of hydro-meteorological factors during 1960–2012 were detected by using the Mann–Kendall test and Pettitt change-point statistics. Then the runoff was simulated by SWAT model. The contribution of climate change and human activities on runoff change was calculated based on the SWAT model and the elasticity coefficient method. The results showed that in contrast to the increasing trend for annual temperature, the significant decreasing trends were detected for annual runoff and precipitation, with an abrupt change point in 1982. The simulated results of SWAT had good consistency with observed ones, and the values of $$R^{2}$$ and $$E_{NS}$$ all exceeded 0.75. The two methods used for assessing the contribution of climate change and human activities on runoff reduction yielded consistent results. The contribution of climate change (precipitation reduction and temperature rise) was $${\sim }37.5\%$$ , while the contribution of human activities (the increase of economic forest and built-up land, hydrologic projects) was $${\sim }62.5\%$$ .

Quantitative impact of precipitation and human activity on runoff in the upper and middle Taoer River basin

Abstract Improved analysis and usage of water resources in the Taoer River basin requires an evaluation of the contributions of precipitation and human activities to runoff. In this study, we apply an integrated method combining the non-parametric Mann–Kendall trend test and the double-mass curve to analyze runoff data from 1961 to 2010. The major findings are as follows. (1) Annual runoff showed a statistically significant decrease, while precipitation showed no significant trend. (2) An abrupt change point was identified in 1998 at four representative stations, resulting in the study period being divided into pre-change and post-change periods for subsequent analysis. The double-mass curves were approximately linear in the pre-change periods, indicating that the dominant factor was probably climate change. Annual precipitation–runoff curves showed a decreasing trend from 1998, probably because of human activity. (3) The contributions of human activity to runoff in the post-change period for the four selected stations were 58.31%, 17.81%, 37.17%, and 47.66%, and the influence of human activity increased after the abrupt change point.

Runoff response to climate change and human activities in a typical karst watershed, SW China.

This study aims to reveal the runoff variation characteristics of long time series in a karst region, analyse comprehensively its different driving factors, and estimate quantitatively the contribution rates of climate change and human activities to net runoff variation. Liudong river basin, a typical karst watershed in southwest China, is the study site. Statistical methods, such as linear fitting, the Morlet wavelet analysis, normalized curve and double mass curve, are applied to analyse the runoff of the watershed. Results show that the runoff in the karst watershed during the research period exhibits a three-stage change and the abrupt change points are the years 1981 and 2007: (1) 1968–1980, the runoff initially exhibited a trend of sustained decreasing and then an abrupt fluctuation. The runoff was obviously destroyed through precipitation-producing processes. Improper land utilisation and serious forest and grass destruction intensified the fluctuation variation amplitude of the runoff. (2) 1981–2006, the changing processes of runoff and precipitation exhibited good synchronism. Precipitation significantly affected runoff variation and human activities had a slight interference degree. (3) 2007–2013, the fluctuation range of runoff was considerably smaller than that of precipitation. The significant growth of forest and grassland areas and the increase in water consumption mitigated runoff fluctuation and greatly diminished runoff variation amplitude. According to calculation, the relative contribution rates of precipitation and human activities to net runoff variation with 1981–2007 as the reference period were −81% and 181% in average, respectively, during 1968–1980, and −117% and 217% in average, respectively, during 2007–2013. In general, the analysis of runoff variation trend and of the contribution rate of its main influencing factors in the typical karst watershed for nearly half a century may be significant to solve the drought problem in the karst region and for the sustainable development of the drainage basin.

Dynamic Impacts of Climate and Land-Use Changes on Surface Runoff in the Mountainous Region of the Haihe River Basin, China

The relative contributions of different factors to the variation in surface runoff have been broadly quantified. However, little attention has been paid to how these relative contributions have changed over time. We analyzed the changes in surface runoff during 1980–2010 in six subbasins in the mountainous region of the Haihe River Basin, one of the most serious water shortage regions in China, and identified the changes in the relative contributions of climate (precipitation and temperature) and land-use to surface runoff decrease. There was a decreasing tendency in surface runoff in all subbasins, four of which had an abrupt change point around 1998. Comparing the relative contributions before and after 1998 in the four subbasins, the average influence of climate was found to decline dramatically from 67.1% to 30.5%, while that of land-use increased from 23.9% to 69.5% mainly due to the increase of forest area. Our results revealed that the primary environmental factor responsible for runoff variations was not constant, and an alternation may accentuate the impact and stimulate an abrupt change of runoff in semiarid and semihumid mountainous regions. This will help in taking tracking measures to deal with the complex water resource challenges according to different driving factors.

Impacts of Climate Change and Human Activities on the Three Gorges Reservoir Inflow

Identifying changes in runoff and quantifying the impacts of climate change and human activities are of great significance for water resources planning and management in a river basin. In this study, an inflow series of the Three Gorges Reservoir observed from 1951 to 2016 is used to identify the trend and abrupt change point by using statistical methods. Based on the meteorological data, soil type data, and land use data during the same period, the Soil and Water Assessment Tool (SWAT) model is established to quantitatively attribute changes in the Three Gorges Reservoir inflow to climate change and human activities separately and discuss the differences between the two-stage method, which divides the whole study period into two stages to analyze the reasons for runoff evolution, and multi-stage method, which divides the whole study period into more stages to consider the temporal and spatial variation of land use/cover (LULC). The results show: (1) During the study period, a significant decrease is detected in the Three Gorges Reservoir inflow and the decrease rate is 7.7 km3 per ten years, annual total precipitation decreases by −13.5 mm per ten years, and annual average temperature increases by 0.1 °C per ten years. (2) Contribution of climate change and human activities is around 7:3. Climate change is the main reason for the decrease in the Three Gorges Reservoir inflow. (3) Results of stages in multi-stage method are different from the result of two-stage method. Accumulative results of multi-stage method and result of two-stage method are consistent. There are some changes in results of every stage, which are different from the accumulative results.

Wavelet analysis for seasonal precipitation variations of Yuanmou dry-hot valley in recent 50 years

The dry-hot valley is a special kind of degradation ecosystem region in Hengduan Mountains. Variations of seasonal precipitation have important influnces on its landscape patterns and agricultural activities. Based on the monthly and annual precipitation data from 1956 to 2006, the multi-time scales characteristics of seasonal and annual variations of precipitation in the past 50a in the Yuanmou County had been analyzed using Meyer wavelet analysis in this paper. The periodic oscillation of precipitation variation and the points of abrupt change at different time scales along the time series are discovered and the main periods of every serial are confirmed. It was showed that the periodic oscillation of 8-12a and 4-6a for the seasonal and annual precipitation variation are obvious. The time-frequency local change characteristic of Meyer wavelet analysis can demonstrate the fine structures of precipitation and the method provides a new way in analyzing climate multi-time scales characteristics and forecasting short-term climate. The localization characteristics of time -frequency for wavelet analysis can demonstrate the detailed structures of rainfall. The wavelet analysis can be an alternative approach to analyze climate multi-time scales characteristics and forecast short-term climate variations. The research on the regularity of seasonal precipitation variation in the dry-hot valley region has a great guidance meaning to the agriculture production and resilience in flood prevention.

Research on energy stock market associated network structure based on financial indicators

A financial market is a complex system consisting of many interacting units. In general, due to the various types of information exchange within the industry, there is a relationship between the stocks that can reveal their clear structural characteristics. Complex network methods are powerful tools for studying the internal structure and function of the stock market, which allows us to better understand the stock market. Applying complex network methodology, a stock associated network model based on financial indicators is created. Accordingly, we set threshold value and use modularity to detect the community network, and we analyze the network structure and community cluster characteristics of different threshold situations. The study finds that the threshold value of 0.7 is the abrupt change point of the network. At the same time, as the threshold value increases, the independence of the community strengthens. This study provides a method of researching stock market based on the financial indicators, exploring the structural similarity of financial indicators of stocks. Also, it provides guidance for investment and corporate financial management.

Long-term temperature changes in Sicily, Southern Italy

Temperature series recorded at 84 measurement stations across Sicily (Italy) have been analysed in order to detect statistically significant changes during the 1924–2013 period. The occurrence of abrupt change points in annual maximum, minimum, and mean temperatures and temperature range series was investigated using cumulative sum (CUSUM) charts. Then, the non-parametric Mann-Kendall test was applied to the average annual, monthly and seasonal series. Prior to the application of the Mann-Kendall test, gaps in the historical dataset were filled using a geostatistical technique, namely the Residual Ordinary Kriging, and then processed to remove the influence of serial correlation on test results. Significant trends were quantified using a robust non-parametric estimate. Once the trends at each site were identified, the spatial patterns in those trends were obtained using the Inverse Distance Weighted.Results indicated a general increase in the analysed series over the area of study. Upward trends in maximum temperatures frequently occurred during the winter months, with the largest increases in the south-west, while mean temperatures increases occurred mostly during the spring, summer and winter. Across a wide western area, a small number of negative trends were observed in annual minimum temperatures, especially in autumn months. Temperature ranges showed both positive and negative trends. Decreasing trends occurred along the eastern coast and in the western part of the region.

Assessing natural and anthropogenic influences on water discharge and sediment load in the Yangtze River, China

The water discharge and sediment load of rivers are changing substantially under the impacts of climate change and human activities, becoming a hot issue in hydro-environmental research. In this study, the water discharge and sediment load in the mainstream and seven tributaries of the Yangtze River were investigated by using long-term hydro-meteorological data from 1953 to 2013. The non-parametric Mann-Kendall test and double mass curve (DMC) were used to detect trends and abrupt change-points in water discharge and sediment load and to quantify the effects of climate change and human activities on water discharge and sediment load. The results are as follows: (1) the water discharge showed a non-significant decreasing trend at most stations except Hukou station. Among these, water discharge at Dongting Lake and the Min River basin shows a significant decreasing trend with average rates of −13.93×108m3/year and −1.8×108m3/year (P<0.05), respectively. However, the sediment load exhibited a significant decreasing trend in all tributaries of the Yangtze River. (2) No significant abrupt change-points were detected in the time series of water discharge for all hydrological stations. In contrast, significant abrupt change-points were detected in sediment load, most of these changes appeared in the late 1980s. (3) The water discharge was mainly influenced by precipitation in the Yangtze River basin, whereas sediment load was mainly affected by climate change and human activities; the relative contribution ratios of human activities were above 70% for the Yangtze River. (4) The decrease of sediment load has directly impacted the lower Yangtze River and the delta region. These results will provide a reference for better resource management in the Yangtze River Basin.

Spatiotemporal variations of potential evapotranspiration and aridity index in relation to influencing factors over Southwest China during 1960–2013

This study investigated the spatial–temporal patterns and trends of potential evapotranspiration (ET0) and aridity index (AI) over Southwest China during 1960–2013 based on daily temperature, precipitation, wind speed, sunshine duration, total solar radiation, and relative humidity data from 108 meteorological stations. The Penman–Monteith model, Mann–Kendall (M–K) test, moving t test, and Morlet wavelet method were used. The results indicated that ET0 and AI across the region displayed decreasing trends, but the former was significant. After 2000, regionally average trends in ET0 and AI increased rapidly, indicating that droughts increased over Southwest China in recent years. Spatially, the changes of ET0 and AI were dissimilar and not clustered, either. Temporally, both ET0 and AI displayed obvious abrupt change points over different timescales and that of AI was during the winter monsoon period. Significant periodic variations with periods of 27, 13, and 5 years were found in ET0, but only of 13 and 5 years existed in AI. Correlation analysis revealed that the sunshine duration and wind speed were the dominant factors affecting ET0 and that AI showed strong negative correlation with precipitation. The findings of this study enhance the understanding of the relationship between climate change and drought in Southwest China, while the mechanism controlling the variation in drought requires further study.

Variability of Spatially Grid-Distributed Precipitation over the Huaihe River Basin in China

This study investigates spatial characteristics of annual and decadal precipitation in the Huaihe River basin. Daily precipitation data, obtained from meteorological gauges, are analyzed for a 51-year period, from 1961 to 2011. Precipitation is analyzed in grids (5 km2) with respect to temporal variability. The spatial distribution and intensity of annual rainfall (mm/10 year), determined by the linear regression method, reveals a slight increase of 3 mm/10 year over the basin. However, the trend did not present a significant change at 95% significance level in the most of basin. Precipitation is mostly increasing for each ten-year periods during the total 51 years. The annual precipitation randomicity was calculated from the non-uniform coefficient Cv (coefficient of variation) test and showed a significant non-uniform spatial distribution, indicating that randomicity of annual rainfall was the moderate variability. The Pettitt test determined that the abrupt change points occurred mainly in 1965, 1975 and 2002. Wavelet analysis showed that cyclic variations appeared almost every 5 to 10 years, accounting for 36% of the basin area. Meanwhile, these cycles tended to be delimited by the abrupt change points. This study aims to provide insights for water resources management, mitigation of climate change effects and water supply in the Huaihe River basin and surrounding watersheds.