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The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data. In this paper, we firstly summarize the definition and in-depth implication of the changepoint detection. The next…

Machine Learning · Statistics 2019-08-21 Yixiao Li , Gloria Lin , Thomas Lau , Ruochen Zeng

We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperature and rainfall series. The method incorporates critical…

Applications · Statistics 2017-03-21 Marcio Poletti Laurini

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

Methodology · Statistics 2023-10-26 Patrick Héas , Frédéric Cérou , Mathias Rousset

A new method of regime shift detection in the correlation coefficient is proposed. The method is designed to find multiple change-points with unknown locations in time series. It signals a possible regime shift in real time and allows for…

Methodology · Statistics 2015-07-24 Sergei Rodionov

Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…

Statistics Theory · Mathematics 2015-03-19 Yingcun Xia , Howell Tong

Using predictive adaptive arithmetic coding and the Minimum Description Length principle, we derive an efficient tool for model selection problems : the RIC information criterion. We then present an extension of these coding techniques to…

Methodology · Statistics 2007-05-23 Guilhem Coq , Olivier Alata , Marc Arnaudon , Christian Olivier

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello

Sub-seasonal climate forecasting (SSF) focuses on predicting key climate variables such as temperature and precipitation in the 2-week to 2-month time scales. Skillful SSF would have immense societal value, in areas such as agricultural…

Machine Learning · Computer Science 2020-06-25 Sijie He , Xinyan Li , Timothy DelSole , Pradeep Ravikumar , Arindam Banerjee

Starting from a classical Budyko-Sellers-Ghil energy balance model for the average surface temperature of the Earth, a nonautonomous version is designed by allowing the solar irradiance and the cloud cover coefficients to vary with time in…

Atmospheric and Oceanic Physics · Physics 2025-11-25 Iacopo P. Longo , Rafael Obaya , Ana M. Sanz

Using 55 years of daily average temperatures from a local weather station, I made a least-absolute-deviations (LAD) regression model that accounts for three effects: seasonal variations, the 11-year solar cycle, and a linear trend. The…

Data Analysis, Statistics and Probability · Physics 2012-09-05 Robert J. Vanderbei

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

In this work, a strategy to estimate the information transfer between the elements of a complex system, from the time series associated to the evolution of this elements, is presented. By using the nearest neighbors of each state, the local…

Information Theory · Computer Science 2018-12-05 P. Garcia , R. Mujica

The Bradley-Terry-Luce (BTL) model is a classic and very popular statistical approach for eliciting a global ranking among a collection of items using pairwise comparison data. In applications in which the comparison outcomes are observed…

Methodology · Statistics 2022-11-30 Wanshan Li , Daren Wang , Alessandro Rinaldo

Using optimal detection techniques with climate model simulations, most of the observed increase of near surface temperatures over the second half of the twentieth century is attributed to anthropogenic influences. However, the partitioning…

Atmospheric and Oceanic Physics · Physics 2016-08-03 Gareth S. Jones , Peter A. Stott , John F. B. Mitchell

A methodology is proposed, which addresses the caveat that line-of-sight emission spectroscopy presents in that it cannot provide spatially resolved temperature measurements in nonhomogeneous temperature fields. The aim of this research is…

Machine Learning · Computer Science 2022-12-16 Ruiyuan Kang , Dimitrios C. Kyritsis , Panos Liatsis

We apply two independent data analysis methodologies to locate stable climate states in an intermediate complexity climate model and analyze their interplay. First, drawing from the theory of quasipotentials, and viewing the state space as…

Atmospheric and Oceanic Physics · Physics 2021-07-07 Georgios Margazoglou , Tobias Grafke , Alessandro Laio , Valerio Lucarini

When recording the movement of individual animals, cells or molecules one will often observe changes in their diffusive behaviour at certain points in time along their trajectory. In order to capture the different diffusive modes assembled…

Statistical Mechanics · Physics 2024-10-21 Henrik Seckler , Ralf Metzler

The series of mean daily temperature of air recorded over a period of 215 years is used for analysing the dimensionality and the predictability of the atmospheric system. The total number of data points of the series is 78527. Other 37…

comp-gas · Physics 2009-10-28 Ales Raidl

Spatiotemporal dynamics models are fundamental for various domains, from heat propagation in materials to oceanic and atmospheric flows. However, currently available neural network-based spatiotemporal modeling approaches fall short when…

Machine Learning · Computer Science 2025-02-11 Valerii Iakovlev , Harri Lähdesmäki

A significant challenge in seasonal climate prediction is whether a prediction can beat climatology. We hereby present results from two data-driven models - a convolutional (CNN) and a recurrent (RNN) neural network - that predict 2 m…

Atmospheric and Oceanic Physics · Physics 2021-02-02 Etienne E. Vos , Ashley Gritzman , Sibusisiwe Makhanya , Thabang Mashinini , Campbell D. Watson