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This paper proposes a new minimum description length procedure to detect multiple changepoints in time series data when some times are a priori thought more likely to be changepoints. This scenario arises with temperature time series…

Methodology · Statistics 2019-05-14 Yingbo Li , Robert Lund , Anuradha Hewaarachchi

This article considers the problem of modeling a class of nonstationary count time series using multiple change-points generalized integer-valued autoregressive (MCP-GINAR) processes. The minimum description length principle (MDL) is…

Applications · Statistics 2023-07-04 Danshu Sheng , Dehui Wang

In many complex systems, networks and graphs arise in a natural manner. Often, time evolving behavior can be easily found and modeled using time-series methodology. Amongst others, two common research problems in network analysis are…

Social and Information Networks · Computer Science 2020-07-02 Rex C. Y. Cheung , Alexander Aue , Seungyong Hwang , Thomas C. M. Lee

Climate changepoint (homogenization) methods abound today, with a myriad of techniques existing in both the climate and statistics literature. Unfortunately, the appropriate changepoint technique to use remains unclear to many. Further…

Applications · Statistics 2022-12-07 Robert B. Lund , Claudie Beaulieu , Rebecca Killick , Qiqi Lu , Xueheng Shi

This paper presents a statistical analysis of structural changes in the Central England temperature series, one of the longest surface temperature records available. A changepoint analysis is performed to detect abrupt changes, which can be…

Applications · Statistics 2022-10-19 Xueheng Shi , Claudie Beaulieu , Rebecca Killick , Robert Lund

Most climate trend studies analyze long-term trends as a proxy for climate dynamics. However, when examining seasonal data, it is unrealistic to assume that long-term trends remain consistent across all seasons. Instead, each season likely…

Applications · Statistics 2025-12-04 Jaechoul Lee , Mintaek Lee , Thea Sukianto

Modern statistical modeling is an important complement to the more traditional approach of physics where Complex Systems are studied by means of extremely simple idealized models. The Minimum Description Length (MDL) is a principled…

Physics and Society · Physics 2018-06-20 Juan Ignacio Perotti , Claudio Juan Tessone , Aaron Clauset , Guido Caldarelli

The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…

Machine Learning · Statistics 2013-02-15 Azaden Khaleghi , Daniil Ryabko

In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend…

Methodology · Statistics 2019-10-07 Yingbo Li , Robert Cezeaux , Di Yu

In river flow analysis and forecasting there are some key elements to consider in order to obtain reliable results. For example, seasonality is often accounted for in statistical models because climatic oscillations occurring every year…

Applications · Statistics 2019-06-19 Domenico Cucina , Manuel Rizzo , Eugen Ursu

Many astrophysical phenomena are time-varying, in the sense that their intensity, energy spectrum, and/or the spatial distribution of the emission suddenly change. This paper develops a method for modeling a time series of images. Under the…

Instrumentation and Methods for Astrophysics · Physics 2021-03-24 Cong Xu , Hans Moritz Günther , Vinay L. Kashyap , Thomas C. M. Lee , Andreas Zezas

Urbanization of an area is known to increase the temperature of the surrounding area. This phenomenon -- a so-called urban heat island (UHI) -- occurs at a local level over a period of time and has lasting impacts for historical data…

Methodology · Statistics 2021-07-30 Candace Berrett , Brianne Gurney , David Arthur , Todd Moon , Gus P. Williams

Although the applications of Non-Homogeneous Poisson Processes to model and study the threshold overshoots of interest in different time series of measurements have proven to provide good results, they needed to be complemented with an…

Applications · Statistics 2023-09-15 Biviana Marcela Suárez-Sierra , Arrigo Coen , Carlos Alberto Taimal

Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…

Change-point analysis is a flexible and computationally tractable tool for the analysis of times series data from systems that transition between discrete states and whose observables are corrupted by noise. The change-point algorithm is…

Data Analysis, Statistics and Probability · Physics 2015-05-22 Paul A. Wiggins , Colin H. LaMont

Change-point detection and estimation procedures have been widely developed in the literature. However, commonly used approaches in change-point analysis have mainly been focusing on detecting change-points within an entire time series…

Methodology · Statistics 2024-05-27 Chak Fung Choi , Chunxue Li , Chun Yip Yau , Zifeng Zhao

Many machine learning (ML) approaches are widely used to generate bioclimatic models for prediction of geographic range of organism as a function of climate. Applications such as prediction of range shift in organism, range of invasive…

Machine Learning · Computer Science 2013-06-19 Maumita Bhattacharya

Precise and reliable climate projections are required for climate adaptation and mitigation, but Earth system models still exhibit great uncertainties. Several approaches have been developed to reduce the spread of climate projections and…

Most environmental data come from a minority of well-monitored sites. An ongoing challenge in the environmental sciences is transferring knowledge from monitored sites to unmonitored sites. Here, we demonstrate a novel transfer learning…

Machine Learning · Computer Science 2021-08-11 Jared D. Willard , Jordan S. Read , Alison P. Appling , Samantha K. Oliver , Xiaowei Jia , Vipin Kumar

We introduce a novel geometry-oriented methodology, based on the emerging tools of topological data analysis, into the change point detection framework. The key rationale is that change points are likely to be associated with changes in…

Machine Learning · Statistics 2019-10-30 Umar Islambekov , Monisha Yuvaraj , Yulia R. Gel
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