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:
Journal 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:
/dk/atira/pure/researchoutput/libraryofcongress/qa
Subjects:
ID Code:
28449
Deposited By:
Deposited On:
30 Nov 2009 13:50
Refereed?:
Yes
Published?:
Published
Last Modified:
03 Apr 2020 01:21