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In Extremis pp 202–213Cite as

A Review on the Pettitt Test

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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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Authors and Affiliations

  1. Institut für Theoretische Physik, Justus-Liebig-Universität, Giessen, 35 392, Giessen, Germany

    Diego Rybski

  2. Bayerisches Landesamt für Umwelt, 95030, Hof, Germany

    Jörg Neumann

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  1. Diego Rybski
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  2. Jörg Neumann
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Correspondence to Diego Rybski .

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Editors and Affiliations

  1. Klimafolgenforschung (PIK), Abt. Integrierte Systemanalyse, Potsdam Institut für, Telegraphenberg A31, Potsdam, 14412, Brandenburg, Germany

    Jürgen Kropp

  2. Klimafolgenforschung (PIK), Potsdam Institut für, Telegrafenberg 31 A, Potsdam, 14473, Brandenburg, Germany

    Hans-Joachim Schellnhuber

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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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