Change-point analysis in environmental time series

• Autor(es): Gonçalves, A. Manuela ; Costa, Marco ; Teixeira, Lara
• Data: 2013
• Identificador Persistente: http://hdl.handle.net/10773/11738
• Origem: RIA - Repositório Institucional da Universidade de Aveiro
• Assunto(s): Change-point analysis; SIC; Autocorrelation; Seasonality; Mean and variance shift
• Tipo de Documento: Documento de conferência
• Idioma: Inglês

Descrição

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