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Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

Killick, Rebecca and Eckley, Idris A. and Jonathan, Philip and Ewans, Kevin (2010) Detection of changes in the characteristics of oceanographic time-series using changepoint analysis. Ocean Engineering, 37 (13). pp. 1120-1126. ISSN 0029-8018

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    Abstract

    Changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900–2005. To detect a change in variance, the two-step procedure consists of (1) validating model assumptions per geographic location, followed by (2) application of a penalized likelihood changepoint algorithm. Results suggest that the most important changes in time-series variance occur in 1916 and 1933 at small clusters of boundary locations at which, in general, the variance reduces. No post-war changepoints are detected. The changepoint procedure can be readily applied to other environmental time-series.

    Item Type: Article
    Journal or Publication Title: Ocean Engineering
    Additional Information: The final, definitive version of this article has been published in the Journal, Ocean Engineering, 37 (13), 2010, © ELSEVIER.
    Uncontrolled Keywords: GOMOS ; changepoint analysis ; penalised likelihood ; hindcast time series ; significant wave height.
    Subjects: Q Science > QA Mathematics
    Departments: Faculty of Science and Technology > Mathematics and Statistics
    ID Code: 28449
    Deposited By: Dr Idris Eckley
    Deposited On: 30 Nov 2009 13:50
    Refereed?: Yes
    Published?: Published
    Last Modified: 09 Oct 2013 15:41
    Identification Number:
    URI: http://eprints.lancs.ac.uk/id/eprint/28449

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