Publication Date:
2012-03-13
Description:
Recently, there have been an increasing number of studies using change-point methods to detect artificial or natural discontinuities and regime shifts in climate. However, a major drawback with most of the currently used change-point methods is the lack of flexibility (able to detect one specific type of shift under the assumption that the residuals are independent). As temporal variations in climate are complex, it may be difficult to identify change points with very simple models. Moreover, climate time series are known to exhibit autocorrelation, which corresponds to a model misspecification if not taken into account and can lead to the detection of non-existent shifts. In this study, we extend a method known as the informational approach for change-point detection to take into account the presence of autocorrelation in the model. The usefulness and flexibility of this approach are demonstrated through applications. Furthermore, it is highly desirable to develop techniques that can detect shifts soon after they occur for climate monitoring. To address this, we also carried out a simulation study in order to investigate the number of years after which an abrupt shift is detectable. We use two decision rules in order to decide whether a shift is detected or not, which represents a trade-off between increasing our chances of detecting a shift and reducing the risk of detecting a shift while in reality there is none. We show that, as of now, we have good chances to detect an abrupt shift with a magnitude that is larger than that of the standard deviation in the series of observations. For shifts with a very large magnitude (three times the standard deviation), our simulation study shows that after only 4 years the probabilities of shift detection reach nearly 100 per cent. This reveals that the approach has potential for climate monitoring.
Print ISSN:
1364-503X
Electronic ISSN:
1471-2962
Topics:
Mathematics
,
Physics
,
Technology
Permalink
