Global change science is a new research field, and one of the most important topics of which is the climate change study, to which great importance is attached by all governments of the world, and climatic abrupt change is one of manifestations of climate changes. Nowadays, research of climate change is mainly based on climatic proxy using traditional statistical method. However, climatic system is nonlinear, non-stationary and hierarchical, which makes even harder to detect and analyze abrupt climate changes. As well known, climatic system is made up of several sub-systems, and there may be inherent connections between them; however, there is only a few research methods and theories in this field. This article introduces a new detecting method, the heuristic segmentation algorithm, which is well fitted to nonlinear and non-stationary time series. Then, dealing with northern hemisphere tree rings and Beijing stalagmite based on high and low frequency series, we try to distinguish abrupt changes in different sles and disclose its physial mechanism. Defining a new physical quantity, the abrupt density, and analyzing the distribution characteristics of abrupt changes before and after 1000 a, We take Huabei area's climatic change as an example to explore the inherent connections between local and global areas.