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Change-point analysis in environmental time series

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Detalhes bibliográficos
Resumo:Change-points are present in many environmental time series. Time variations in environmental data are complex and they can hinder the identi - cation of the so-called change-points when traditional models are applied to this type of problems. In this study, it is proposed an alternative approach for the application of the change-point analysis by taking into account this data structure (seasonality and autocorrelation) based on the Schwarz Information Criterion (SIC). The approach was applied to time series of surface water quality variables measured at eight monitoring sites.
Autores principais:Gonçalves, A. Manuela
Outros Autores:Costa, Marco; Teixeira, Lara
Assunto:Change-point analysis SIC Autocorrelation Seasonality Mean and variance shift
Ano:2013
País:Portugal
Tipo de documento:comunicação em conferência
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
Descrição
Resumo:Change-points are present in many environmental time series. Time variations in environmental data are complex and they can hinder the identi - cation of the so-called change-points when traditional models are applied to this type of problems. In this study, it is proposed an alternative approach for the application of the change-point analysis by taking into account this data structure (seasonality and autocorrelation) based on the Schwarz Information Criterion (SIC). The approach was applied to time series of surface water quality variables measured at eight monitoring sites.