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Some Problems with Application of Change‐Point Detection Methods to Environmental Data
Author(s) -
Jarušková Daniela
Publication year - 1997
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/(sici)1099-095x(199709/10)8:5<469::aid-env265>3.0.co;2-j
Subject(s) - change detection , point (geometry) , computer science , series (stratigraphy) , statistics , econometrics , environmental science , mathematics , artificial intelligence , geology , geometry , paleontology
This paper summarizes the author's experience in researching methods of discovering a change in the behaviour of meteorological and hydrological series. Basic statistical tests applying ‘maximum’ type statistics to detect a sudden or gradual change in location are given. The author stresses that the characteristic properties of the meteorological and hydrological data, especially the dependence between neighbouring observations, have to be considered by performing statistcal tests for change‐point detection. © 1997 John Wiley & Sons, Ltd.