Abstract
Applying the Pettitt test we study long river runoff records from gauges in southern Germany and find significant change points . Theoretically, a change point represents a sudden change in the statistics of a record. Using detrended fluctuation analysis , we also find – in agreement with previous studies – pronounced long-term temporal autocorrelations in the considered records. The results of both approaches indicate a relation between the occurrence of change points and the strength of long-term correlations. In order to clarify a possible connection, we further analyse with both methods artificial long-term correlated records and find for weak long-term correlations already highly significant change points . The significance dramatically increases with the strength of the long-term correlations.
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Acknowledgements
We are grateful to Armin Bunde, Hans Weber, Michael Becker and Peter Braun for having initiated this work. Further we would like to thank the BMBF for financial support and theWater Management Authority (especially KLIWA) for providing the observational data. We additionally thank Jan F. Eichner for many useful discussions.
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Rybski, D., Neumann, J. (2011). A Review on the Pettitt Test . In: Kropp, J., Schellnhuber, HJ. (eds) In Extremis. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-14863-7_10
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DOI: https://doi.org/10.1007/978-3-642-14863-7_10
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