A new approach to abrupt change detection based on Fisher information

Cai Shu-Ping; Dai Li; Ni Hao

doi:10.7498/aps.62.189204

Abstract

The dynamics structure of many complex system there often happens a suddenly change due to the effect of outside force in nature. This abrupt change is closely related to human life. In order to make an accurate prediction of abrupt change and take corresponding measures, abrupt change should be detected effectively. Fisher information (FI) can keenly catch and characterize a small change in probability density distribution (PDD) of a system variable. While there is a change in dynamic structure of a system, the PDD of the system variable will have some changes correspondingly. In view of this, in this paper we describe in detail that FI is used to detect and recognize the abrupt change of system dynamics structure, and it is a new method to solve the detection of abrupt change in dynamic structure of a system. First of all, this method is used to present the ability to detect abrupt change lying in ideal datasets of different types of ideal signals. Next, this method is used to analyze daily datasets of ground climate from national meteorological information center of China meteorological administration between 1960 and 2008 in Lanzhou meteorological observation station in Northwest area. The results show that the daily datasets are consistent with historical records, which further verifies that the method is effective and practical.

Keywords:

Authors and contacts

1.
College of Electrical Information and Engineering, Jiangsu University, Zhenjiang 212013, China;
2.
Key Laboratory of Facility Agriculture Measurement and Control Technology and Equipment of Machinery Industry, Jiangsu University, Zhenjiang 212013, China
Funds: Project supported by the National Natural Science Foundation of China (Grant Nos. 61273154/F030116, 51077066/E070303) and the Priority Academic Program Development of Jiangsu Higher Education Institutions, China (Grant No. (2011) No.6).

References

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[10]	Cheng H Y, He W P, He T, Wu Q 2012 Acta Phys. Sin. 61 039201 (in Chinese) [成海英, 何文平, 何涛, 吴琼 2012物理学报 61 039201]
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[24]	Cabezas H, Pawlowski C W, Mayer A L, Hoagland N T 2005 J. Clean. Product. 13 455
[25]	Cabezas H, Pawlowski C W, Mayer A L, Hoagland N T 2005 Resources, Conservation and Recycling 44 279
[26]	Shastri Y, Diwekar U, Cabezas H 2008 Environ. Sci. Technol. 42 5322
[27]	Shastri Y, Diwekar U, Cabezas H, Williamson J 2008 Environ. Sci. Technol. 42 6710
[28]	Rico-Ramirez V R, Qunitana-Hernandez P A, Ortiz-Cruz J A, Hernandez-Castro S 2008 Computer-Aided Chem. Engin. 25 1155
[29]	Fisher R A 1922 Philosoph. Trans. Roy. Soc. London 222 309
[30]	Eason T, Cabezas H 2012 J. Environ. Manage. 94 41
[31]	Li Y Q 2001 Plateau Meteorol. 20 88 (in Chinese) [李跃清 2001 高原气象 20 88]
[32]	Lorenz E N 1963 J. Atmos. 20 130
[33]	Lorenz E N 1976 Quat. Res. 6 495
[34]	Charney J G, Devore J G 1979 J. Atmos. Sci. 36 1205
[35]	Wei F Y, Cao H X 1995 Sci. Atmos. Sin. 19 140 (in Chinese) [魏凤英, 曹鸿兴 1995大气科学 19 140]
[36]	Zhao F F, Xu Z X 2006 Sci. Atmos. Sin. 64 246 (in Chinese) [赵芳芳, 徐宗学 2006气象学报 64 246]

Cited By

[1]	Feng G L, Gong Z Q, Zhi R 2008 Acta Metrol. Sin. 66 892 (in Chinese) [封国林, 龚志强, 支蓉 2008 气象学报 66 892]
[2]	Gong Z Q, Feng G L, Wan S Q, Li J P 2006 Acta Phys. Sin. 55 477 (in Chinese) [龚志强, 封国林, 万仕全, 李建平 2006物理学报 55 477]
[3]	Feng G L, Gong Z Q, Zhi R 2006 Nonlinear Theories and Methods on Spatial Temporal Distribution of the Observational Data (Beijing: China Meteorological Press) pp1-100 (in Chinese) [封国林, 龚志强, 支蓉 2006 观察数据时空分布的非线性理论和方法 (北京: 中国气象出版社)第1–100页]
[4]	Gong Z Q, Feng G L, Dong W J 2006 Acta Phys. Sin. 55 3180 (in Chinese) [龚志强, 封国林, 董文杰 2006物理学报 55 3180]
[5]	He W P, Wu Q, Zhang W, Wang Q G, Zhang Y 2009 Acta Phys. Sin. 58 2862 (in Chinese) [何文平, 吴琼, 张文, 王启光, 张勇 2009物理学报 58 2862]
[6]	Hou W, Feng G L, Dong W J, Li J P 2006 Acta Phys. Sin. 55 2663 (in Chinese) [侯威, 封国林, 董文杰, 李建平 2006 物理学报 55 2663]
[7]	Wang Q G, Zhang Z P 2008 Acta Phys. Sin. 57 1976 (in Chinese) [王启光, 张增平 2008 物理学报 57 1976]
[8]	He W P, He T, Cheng H Y, Zhang W, Wu Q 2011 Acta Phys. Sin. 60 049202 (in Chinese) [何文平, 何涛, 成海英, 张文, 吴琼 2011 物理学报 60 049202]
[9]	He W P, Deng B S, Wu Q, Zhang W, Cheng H Y 2010 Acta Phys. Sin. 59 8264 (in Chinese) [何文平, 邓北胜, 吴琼, 张文, 成海英 2010物理学报 59 8264]
[10]	Cheng H Y, He W P, He T, Wu Q 2012 Acta Phys. Sin. 61 039201 (in Chinese) [成海英, 何文平, 何涛, 吴琼 2012物理学报 61 039201]
[11]	Babak A S, Krishnaprasad P S 2004 EURASIP J. Appl. Signal Processing 15 2295
[12]	Abhisek U, Rastko Z 2006 Electric Power System Research 76 815
[13]	Gong Z Q, Zou M W, Gao X Q, Dong W J 2005 Acta Phys. Sin. 54 3947 (in Chinese) [龚志强, 邹明玮, 高新全, 董文杰 2005 物理学报 54 3947]
[14]	Feng G L, Hou W, Dong W J 2006 Acta Phys. Sin. 55 962 (in Chinese) [封国林, 侯威, 董文杰 2006 物理学报 55 962]
[15]	Wan S Q, Feng G L, Dong W J, Li J P 2005 Acta Phys. Sin. 54 5487 (in Chinese) [万仕全, 封国林, 董文杰, 李建平 2005 物理学报 54 5487]
[16]	Feng G L, Wang Q G, Hou W, Gong Z Q, Zhi R 2009 Acta Phys. Sin. 58 2853 (in Chinese) [封国林, 王启光, 侯威, 龚志强, 支蓉2009 物理学报 58 2853]
[17]	Cabezas H, Fath B D 2002 Fluid Phase Equilibria 194-197 3
[18]	Fath B, Cabezas H, Pawlowski C W 2003 J. Theor. Biol. 222-224 517
[19]	Frieden B R 1998 Physics from Fisher Information: A Unification (Cambridge, UK: Cambridge University Press)
[20]	Frieden B R 2001 Probability, Statistical Optics and Data Testing (3th Ed.) (New York: Springer-Verlag)
[21]	Mayer A L, Pawlowski C W, Cabezas H 2006 Ecol. Model. 195 72
[22]	Karunanithi A T, Cabezas H, Frieden B R, Pawlowski C W 2008 Ecol. Soc. 13 22
[23]	Fath B D, Cabezas H 2004 Ecol. Model. 174 25
[24]	Cabezas H, Pawlowski C W, Mayer A L, Hoagland N T 2005 J. Clean. Product. 13 455
[25]	Cabezas H, Pawlowski C W, Mayer A L, Hoagland N T 2005 Resources, Conservation and Recycling 44 279
[26]	Shastri Y, Diwekar U, Cabezas H 2008 Environ. Sci. Technol. 42 5322
[27]	Shastri Y, Diwekar U, Cabezas H, Williamson J 2008 Environ. Sci. Technol. 42 6710
[28]	Rico-Ramirez V R, Qunitana-Hernandez P A, Ortiz-Cruz J A, Hernandez-Castro S 2008 Computer-Aided Chem. Engin. 25 1155
[29]	Fisher R A 1922 Philosoph. Trans. Roy. Soc. London 222 309
[30]	Eason T, Cabezas H 2012 J. Environ. Manage. 94 41
[31]	Li Y Q 2001 Plateau Meteorol. 20 88 (in Chinese) [李跃清 2001 高原气象 20 88]
[32]	Lorenz E N 1963 J. Atmos. 20 130
[33]	Lorenz E N 1976 Quat. Res. 6 495
[34]	Charney J G, Devore J G 1979 J. Atmos. Sci. 36 1205
[35]	Wei F Y, Cao H X 1995 Sci. Atmos. Sin. 19 140 (in Chinese) [魏凤英, 曹鸿兴 1995大气科学 19 140]
[36]	Zhao F F, Xu Z X 2006 Sci. Atmos. Sin. 64 246 (in Chinese) [赵芳芳, 徐宗学 2006气象学报 64 246]

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Vol. 62, Issue 18 - 2013-09-20

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