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
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.
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