regime-shifts / abrupt

Methods for detecting abrupt change in temporal, spatial, and spatiotemporal data series
https://regime-shifts.github.io/abrupt/
MIT License
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"Regime" shift detection methods to implement #3

Open gavinsimpson opened 4 years ago

gavinsimpson commented 4 years ago

The initial set of models to work on are

Add additional methods as needed/wanted. If specific discussion needed, open an issue for a model and add as a link here beside the relevant bullet.

trashbirdecology commented 4 years ago

Here is a list of (potential) methods that we created in a previous discussion.

method source
Pettitt test and the Sen test @vincent1998technique
Degenerate Fingerprinting @kleinen2003potential
Degenerate Fingerprinting @held2004detection
Inverse of AR(1) coefficient, variance, etc. @carpenter2008leading
First-order multivariate autoregressive models (MAR1) @ives2003estimating
Degenerate Fingerprinting @livina2007modified
Spectral density ratio indicator @biggs2009turning
Standard deviation (rising variance) @carpenter2006rising
Coefficient of variation (CV) NA
Skewness @guttal2008changing
Kurtosis @biggs2009turning
Conditional heteroskedasticity @seekell2011conditional
BDS test @carpenterBrock2011early
Multivariable autoregressive models (MAR1) @ives2012detecting
Nonparametric drift-diffusion-jump model @carpenter2011early
Potential analysis @ives2012detecting
Fourier Analysis @carpenter2010early
T-test @ducre2003comparison
Bayesian approaches @jo2016bayesian
Mann-whitney U-test @mauget2003multidecadal
Wilcoxon rank-sum @karl1987approach
Pettitt test @pettitt1979non
Mann-Kendall test @goossens1987recognize
LePage test @yonetani1993detection
Standard normal homoegeneity @alexandersson1986homogeneity
Regression-based models @solow1987testing
Oerleman’s method @oerlemans1978objective
Cumulative deviation test (CUSUM) @buishand1982some
Signal-to-noise ratio NA
Intervention Analysis @francis1994decadal
STARS @buishand1982some
MCMC NA
Quickest detection method (ShiryaevÐRoberts statistic) @moustakides2009numerical
Variance Index @brock_variance_2006
Spectrum indicator NA
Wavelet analysis (decomposition) @cazelles2008wavelet
Downton-Katz test @karl1987approach
Rodionov method @rodionov_sequential_2005
Nikiforiv method NA
Average standard deviates @ebbesmeyer19911976
Fisher Information @fath_regime_2003
Vector-autoregressive method @solow_test_2005
Lanzante method @lanzante1996resistant
Free-knot splines & piecewise linear modelling @gal2010novel
Self-exciting threshold autoregressive state-space model SETARSS(p) @tong1990nonlinear
Smooth transition autoregressive model @see gal2010novel
Moving detrended fluctuation analysis (MDFA) @he2008new
Nearest-neighbor statistics @pawlowski_identification_2008
Clustering, various NA
dimension reduction techniques (e.g., PCA) NA
Sequential t-tests @rodionov2004sequential
Online dynamic linear modelling + time_varying autoregressive state_space models (TVARSS) @parparov2017quantifying
Stability Index of the Ecological Units @parparov2015quantifying
Generalized model @lade2012early
Threshold Indicator Taxa ANalysis (TITAN) @baker2010new
Convex model @qi2016resilience
Probability density function entropy method @pawlowski_identification_2008
Method 1-TBD @manly2006two
method-fuzzy synthetic evaluation (FSE) @wang2011application
Method 2-TBD @manly2006two
Zonal thresholding @yin2017methods
Characteristic length scale (CLS) estimation NA
two-phase regression @easterling1995new
shiftogram @groger2011analyses