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1 Π2006Π55 (06) Π ACTA PHYSICA SINICA Vol. 55,No. 6,June,2006 ν 2006 Chin. Phys. Soc. 3 1) 2) 2) 3) g 3) 4) 1) (, ) 2) ( 2, ) 3) (,, ) 4) (, ) ( ; ),.,,,, T Yamamoto,. :,,, T, Yamamoto PACC: 9260X, ,, [1,2 ] , Thom [3 ],,.,.,,.,, : t,f Yamamoto,, [4 6 ].,, t,f, [7 9 ].,,, [10 ].,, [11 ].,,,,,, [12 ].,, ( Q ). Q, Q, ( :2006CB400503) ( : ). g. E2mail : feng - com

2 6 : 3181, : N { x ( t), t = 1,2,, N} [13 ], X i = { x ( t i ), x ( t i + ) x ( t i + ( m - 1) ) }, = t,, t, m., N - ( m - 1) (1) m X = { X i, i = 1,2,, N - ( m - 1) }, (2) [14 ] C xx ( ) = P X i - X j = 2 ( N - m) N - ( m - 1) N - m N - ( m- 1) 6 i = 1 j = i X i - X j,(3) X i, ( h) Heaviside.,, [14 17 ].? [18 20 ]. { x i } { x j }, x ( i) - x ( j), x ( i + 1) - x ( j + 1) S m = C m + 1 xx ( )ΠC m xx ( ),. { x i },{ y i }, [18 Q xy 20] Q xy = lim 0 ln C xx ( ), (4) C yy ( ) Q xy, { x i } { y i },. [16 ],. [21 ], m 3 4, 1 4. : n W, x ( t) n N - n Q 1 ( i) Q 2 ( i) s 1 ( i) s 2 ( i). Q,, n { W i },,, i s D ( i) s D ( i) = 1 n [ s 1 ( i) 2 + s 2 ( i) 2 ] 1Π2, ( i = n, n + 1,, N - n) (5) T ( i) i, T ( i) = Q 1 ( i) - Q 2 ( i) s D ( i), (6), 3 6, N - 2 n T ( t), T,. T ( t) T max P( T max ) : P( T max ) = P( T max ), (7) P( T max ) T max. P( T max ) : P( T max ) 1 - I ( Π + T 2 (, max ) ), (8) : = 4119ln N , = 0140, N x ( t), = N - 2, I x ( a, b). P 0, P ( T max ) P 0 x ( t) ( P 0 ), [22 ].,., l 0 ( ). :,,,. [23,24 ], l 0 25, P ( ). 31 Q., Q : x ( t) (2000 ),,,

3 x ( t) = 2sin (015 t) + 115cos(012 t) + 011, ( t < 1000) e tπ sin (012 t), (1000 t < 1500) tan ( t) + 2sin (012 t) + 2, (1500 t 2000) (9) (9), : ; (1) t < 1000, (2) 1000 t < 1500, ; (3) 1500 t 2000,., t 0 = 1000,1500 ( 1 (a) ). n = 80, l 0 = 100, P 0 = 0199,. 1 (b) T,, T ,, Q, T. t = 1003 T max1, P( T max1 ) > 0199, ; Q, 1 (c) T, 1500, t = 1485 T max2, P ( T max2 ) > 0199, 1485 ; , 1 (d) T, P ( T max3 ) < 0199,., t ,. 5 %,,., Q T,,, = t - t 0 N 100 %, (10) t 0, t, N. Q, n, 1 ( ). 1, Q, Q. n,, n = 80, Q (a), (b), (c), (d) , T

4 6 : % 0175 %, Q, n = ( ). (9) (11), Q,. Q. x ( t) = 2sin (015) t + 115cos(012 t) + 011, ( t < 1000) ( tπ1000) 2 - tπ cos(011 t), (1000 t < 1500) tan ( t) + 2sin (012 t) + 2, (1500 t 2000) (11) 1 n = 60 n = 80 n = 100 t t % 0170 % 0115 % 0175 % 3115 % 1195 % 0170 % 3150 % 41 Q,,, [25,26 ], Q. (9) 15, 3 8 ( 2 (a) ).,. Q, n = 80, l 0 = 100, P 0 = (b), ,, , 0110 % 1155 %,. Q. (9) ( t), - 1 ( t) 1, 20 30,, 2 Q (a), (b) T

5 ( ) 100, 0 ( 3 (a) ). 5 %,. Q, n = 80, l 0 = 100, P 0 = (b), T,, T , 0115 % 0175 %,., T,, Q,,,., ( ). 3 Q (a), A,B,C,D, E, (b) T 51 Q T Yamamoto, ( ), [27,28 ]. Q,,,. T Q, Q. (9) ( t) ( 4 (a) ), ( t) = tπ500 t = 1,2,,2000 (12) T Yamamoto Q. 4 (b), T, 80, 0101, 8, 5,24,26,527, 779,1004, ,,,,. 4 (c), Yamamoto, 80,. (SNR), ,. 0101,SNR 0137, 1003, 0108, (SNR) 0128, , 0115 % 0140 %.,

6 6 : 3185, Yamamoto. Yamamoto,,,,. 4 (d) Q, n = 80, l 0 = 100, P 0 = 0199,,,,, , 2135 % 2140 %. Q,,. 4 T Yamamoto Q (a), (b), (c), (d) T Yamamoto Q ( (b),, ) 61 1),. 2) Q ; Q,,. 3) T Yamamoto Q,, Q,,. Q,,,,, Q. [1] Shi N 2005 Chin. Phys [2] Dai X G, Wang P, Chou J F 2003 Chin. Sci. Bull [3 ] Ling F H 1984 Adv. Mech (in Chinese) [ ]

7 [4] Yang M X, Yao T D 1999 Exploration of Nature (in Chinese) [ ] [5] Cui J X, Zhou S Z 2001 J. Hebei Normal Univ. (Natural Science Ed. ) (in Chinese) [ 2001 ( ) ] [6] Feng GL, Gong Z Q, Dong W J et al 2005 Acta Phys. Sin (in Chinese) [ ] [7] Shi Y F, Zhang P Y The variation trend and its effect of the climate in China and sea level change historical climatic change in China. (Jinan : Shandong Science and Technology Press) (in Chinese) [ 1996 ( : ) ] [8] Yang W F, Li Z Y, Li X M 1997 Quarterly J. Appl. Meteorology [9] Yan Z W, Li Z Y, Wang X C 1993 Sci. Atmospheric Sin [10] Wan S Q, Feng GL, Dong W J et al 2005 Acta. Phys. Sin (in Chinese) [ ] [11] Chen B M, Ji L R, Yang P C et al 2003 Chin. Sci. Bull (in Chinese) [ ] [12] Tan Z, Li A G2003 J. Xi an Jiaotong Univ (in Chinese) [ ] [13] Sauer T 1994 Phys. Rev. Lett [14] Grassberger P 1983 Phys. D [15] Kantz H 1994 Phys. Rev. E [16] Provenzale A, Smith L A, Vio R, Murante G 1992 Phys. D [17] Grassberger P 1990 Phys. Lett. A [18] Savit R, Green M 1991 Phys. D [19] Manuca R, Savit R 1996 Phys. D [20] Li C G, Pei L Q 2003 Acta. Phys. Sin (in Chinese) [ ] [21] Liu S D, Zhen Z G 1993 Acta Meteor. Sin (in Chinese) [ ] [22] Bernaola2Galvan P, Ivanov P Ch, Amaral L A N, Stanley H E 2001 Phys. Rev. Lett [23] Fukuda K, Stankey H E, Amaral L A N 2004 Phys. Rev. E [24] Feng GL, Dong W J 2004 Chin. Phys [25] Zhang D E, Liu C Z, Jiang J M 1997 Quater. Sci. 1 1 [26] Hou W, Feng GL, Gao X Q et al 2005 Acta. Phys. Sin (in Chinese) [ ] [27] Liang Y K, Zhang D E 2004 Meteor. Sci. and Tech (in Chinese) [ ] [28] Qu S X, He D R 1997 Acta Phys. Sin (in Chinese) [ ]

8 6 : 3187 The re search of dyna mic structure abrupt change of nonlinear time serie s 3 Gong Zhi2Qiang 1) 2) Feng Guo2Lin 2) 3) g Dong Wen2Jie 3) Li Jian2Ping 4) 1) Department of Physics, Yangzhou University, Yangzhou , China) 2) Key Laboratory of Regional Climate2Environment for Temperate East Asia, Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing , China) 3) Laboratory for Climate Studies of China Meteorological Administration, National Climate Center, Beijing , China) 4) State Key Laboratory of Numerical Modeling for Atmospheric Sciences and Geophysical Fluid Dynamics, Institute of Ftomorpheric Physics, Beijing , China) (Received 4 July 2005 ; revised manuscript received 10 December 2005) Abstract For a long time in the past, researches of time series were often based on their external characters and used linear and statistical methods. However, most actual systems are nonlinear, nonstationary and complicated, which increased the diffculties in treating them. The research of abrupt change is one of most important research aspects of nonlinear time series, for which the traditional method based on the external characters of data and using linear process lacks enough physical foundation, and has obvious limitations. How to find out the essence of complicated systems from time series, in other words, to check the abrupt change in dynamical structure of actual data series is a really important problem pending solution. In the present paper, we present a new method the dynamical correlation exponent segmentation algorithm for checking dynamical abrupt change based on the dynamical lag correlation exponent. The validity of this method is verified by constructing an ideal time series and put it to test. It was found that a few noise spikes have little influence, but continuously distributed white noise has some influence to this new method. Comparison with conventional t2test and Yamamoto method was made to show the relative merits of the methods. Keywords : dynamical lags correlation exponent, dynamical correlation exponent segmentation algorithm, noise, student s t2 PACC: 9260X, 0545 test, Yamamoto method 3 Project supported jointly by the State Key Development Program for Basic Research ( Grant No. 2006CB400503) and the National Natural Science Foundation of China ( Grant Nos and ). g Corresponding author. E2mail :feng - com

PACS: Wc, Bh

PACS: Wc, Bh Acta Phys. Sin. Vol. 61, No. 19 (2012) 199203 * 1) 1) 2) 2) 1) (, 100081 ) 2) (, 730000 ) ( 2012 1 12 ; 2012 3 14 ).,, (PBEP).,, ;,.,,,,. :,,, PACS: 92.60.Wc, 92.60.Bh 1,,, [1 3]. [4 6].,., [7] [8] [9],,,