Here, we present a robust methodology for detecting abrupt transitions in proxy records that is applied to ice core and speleothem records of the last climate cycle. This methodology is based on the nonparametric Kolmogorov–Smirnov (KS) test for the equality, or not, of the probability distributions associated with two samples drawn from a time series, before and after any potential jump. To improve the detection of abrupt transitions in proxy records, the KS test is augmented by several other criteria and it is compared with recurrence analysis. The augmented KS test results show substantial skill when compared with more subjective criteria for jump detection. This test can also usefully complement recurrence analysis and improve upon certain aspects of its results.
Nope, but maybe @paleojump is willing to share the code base.
Implementation plan
Once we have the Kolmogorov-Smirnov test implemented, the rest should be straight forward given that the moving window functionality is already implemented by Jan.
Indicator summary
From the abstract;
This method has been used to generate the PaleoJump library: https://paleojump.github.io/
Reference
https://aip.scitation.org/doi/abs/10.1063/5.0062543
https://arxiv.org/abs/2206.06832
Codebase
Nope, but maybe @paleojump is willing to share the code base.
Implementation plan
Once we have the Kolmogorov-Smirnov test implemented, the rest should be straight forward given that the moving window functionality is already implemented by Jan.