Change-point detection in environmental time series based on the informational approach

• Autor(a) principal: Costa, Marco
• Data de Publicação: 2016
• Outros Autores: Gonçalves, A. Manuela, Teixeira, Lara
• Tipo de documento: Artigo
• Idioma: eng
• Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
• Texto Completo: http://hdl.handle.net/10773/16200
• topic: change-point detection; water quality data; Schwarz Information Criterion; mean and variance shift; simulation study

In this study, the Schwarz Information Criterion (SIC) is applied in order to detect change-points in the time series of surface water quality variables. The application of change-point analysis allowed detecting change-points in both the mean and the variance in series under study. Time variations in environmental data are complex and they can hinder the identification of the so-called change-points when traditional models are applied to this type of problems. The assumptions of normality and uncorrelation are not present in some time series, and so, a simulation study is carried out in order to evaluate the methodology’s performance when applied to non-normal data and/or with time correlation.