An objective change-point analysis of historical Atlantic hurricane numbers
Atmospheric and Oceanic Physics
2007-05-23 v1
Abstract
We perform an objective change-point analysis on 106 years of historical hurricane number data. The algorithm we use looks at all possible combinations of change-points and compares them in terms of the variances of the differences between real and modelled numbers. Overfitting is avoided by using cross-validation. We identify four change-points, and show that the presence of temporal structure in the hurricane number time series is highly statistically significant.
Cite
@article{arxiv.physics/0611071,
title = {An objective change-point analysis of historical Atlantic hurricane numbers},
author = {Stephen Jewson and Jeremy Penzer},
journal= {arXiv preprint arXiv:physics/0611071},
year = {2007}
}