Change-point analysis in environmental time series

• Author(s): Gonçalves, A. Manuela ; Costa, Marco ; Teixeira, Lara
• Date: 2013
• Persistent ID: http://hdl.handle.net/10773/11738
• Origin: RIA - Repositório Institucional da Universidade de Aveiro
• Subject(s): Change-point analysis; SIC; Autocorrelation; Seasonality; Mean and variance shift
• Document Type: Conference Object
• Language: English

Description

Change-points are present in many environmental time series. Time variations in environmental data are complex and they can hinder the identification of the so-called change-points when traditional models are applied to this type of problems. In this study, it is proposed an alternative approach for the application of the change-point analysis by taking into account this data structure (seasonality and autocorrelation) based on the Schwarz Information Criterion (SIC). The approach was applied to time series of surface water quality variables measured at eight monitoring sites