Related papers: Single Changepoint Procedures
This work proposes a novel procedure to test for common structures across two high-dimensional factor models. The introduced test allows to uncover whether two factor models are driven by the same loading matrix up to some linear…
Soil moisture dynamics provide an indicator of soil health that scientists model via drydown curves. The typical modelling process requires the soil moisture time series to be manually separated into drydown segments and then exponential…
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a non-stationary spatio-temporal process as a piecewise…
There is an ongoing debate in the literature about whether the present global warming is increasing local and global temperature variability. The central methodological issues of this debate relate to the proper treatment of normalised…
Panel data analysis is an important topic in statistics and econometrics. Traditionally, in panel data analysis, all individuals are assumed to share the same unknown parameters, e.g. the same coefficients of covariates when the linear…
Using a recently developed formalism, we present an in-depth analysis of how the thermodynamics of the climate system varies with CO2 concentration by performing experiments with a simplified yet Earth-like climate model. We find that, in…
We propose novel methods for change-point testing for nonparametric estimators of expected shortfall and related risk measures in weakly dependent time series. We can detect general multiple structural changes in the tails of marginal…
The test of homogeneity for normal mixtures has been conducted in diverse research areas, but constructing a theory of the test of homogeneity is challenging because the parameter set for the null hypothesis corresponds to singular points…
Changepoints are essential for homogenizing categorical time series and analyzing their trends and variations. The original total cloud cover in Canada was recorded hourly in tenths (or eighths), exhibiting inherent seasonality and serial…
The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall…
The global mean surface temperature is widely studied to monitor climate change. A current debate centers around whether there has been a recent (post-1970s) surge/acceleration in the warming rate. This paper addresses whether an…
Change-points in time series data are usually defined as the time instants at which changes in their properties occur. Detecting change-points is critical in a number of applications as diverse as detecting credit card and insurance frauds,…
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…
Detecting recent changepoints in time-series can be important for short-term prediction, as we can then base predictions just on the data since the changepoint. In many applications we have panel data, consisting of many related univariate…
The Pettitt test has been widely used in climate change and hydrological analyzes. However, studies evidence difficulties of this test in detecting change points, especially in small samples. This study presents a bootstrap application of…
We analyze several aspects of a class of simple counting processes, that can emerge in some fields of applications where the presence of a change-point occurs. Under simple conditions we, in particular, prove a significant inequality for…
We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…
We use the discrete "wavelet transform microscope" to show that the surface air temperature signals of weather stations selected in Europe are monofractal. This study reveals that the information obtained in this way are richer than…
In standardized educational testing, test items are reused in multiple test administrations. To ensure the validity of test scores, the psychometric properties of items should remain unchanged over time. In this paper, we consider the…
Change point detection is an important part of time series analysis, as the presence of a change point indicates an abrupt and significant change in the data generating process. While many algorithms for change point detection have been…