An MDL approach to the climate segmentation problem
Abstract
This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.
Cite
@article{arxiv.1010.1397,
title = {An MDL approach to the climate segmentation problem},
author = {QiQi Lu and Robert Lund and Thomas C. M. Lee},
journal= {arXiv preprint arXiv:1010.1397},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOAS289 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org)