Immediate detection of heterogeneities in continuous multivariate, oceanographic recordings. Application to time series analysis of changes in the bay of Villefranche sur Mer

An index is described for immediate detection of discontinuities in continuously monitored, multivariatc recordings. At every sampling point, the generalized distance is computed between the new multivariate observation and the centroid of the n previously recorded observations ( D 2 to the centroid). These n points form a window, whose width determines the sensitivity of the index. By its mathematical formulation the distance takes into account the variations in range of the variables and their correlations. The validity of the index was first tested on simulated series into which different types of changes were arbitrarily introduced. Applying the index to a 4‐year temperature and salinity series (weekly observations at the surface of a station in the bay of Villefranche sur Mer) leads to a coherent pattern of hydrological events.