IDENTIFYING SUDDEN CHANGES IN DATA

This note describes a method for locating sudden changes in mean data values. Positions of sudden changes are boundaries of variable-width b locks of data. These boundaries could correspond to synoptic frontal b oundaries, the downstream edge of a wind gust, or, generally, any anom alous change in a locally averaged quantity. The algorithm described h ere is applied to artificial signals, century-long records of precipit ation, and atmospheric turbulence data.