Analysis of changepoint models

Eckley, Idris A.; Fearnhead, Paul; Killick, Rebecca

doi:10.1017/cbo9780511984679.011

Cited by 103 publications

(80 citation statements)

References 50 publications

(71 reference statements)

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“…In order to further investigate the temporal pattern of retreat on Novaya Zemlya, we use statistical change-point analysis (Eckley et al, 2011). We applied this to our frontalposition data for marine-and lake-terminating glaciers, and to the sea ice and air temperature data.…”

Section: Discussionmentioning

confidence: 99%

“…Change-point analysis allows us to automatically identify significant changes in the time series data and whether there has been a shift from one mode of behaviour to another (e.g. from slower to more rapid retreat) (Eckley et al, 2011). Formally, a change-point is a point in time where the statistical properties of prior data are different from the statistical properties of subsequent data; the data between two change-points are a segment.…”

Section: Discussionmentioning

confidence: 99%

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Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

et al. 2017

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Abstract. Novaya Zemlya (NVZ) has experienced rapid ice loss and accelerated marine-terminating glacier retreat during the past 2 decades. However, it is unknown whether this retreat is exceptional longer term and/or whether it has persisted since 2010. Investigating this is vital, as dynamic thinning may contribute substantially to ice loss from NVZ, but is not currently included in sea level rise predictions. Here, we use remotely sensed data to assess controls on NVZ glacier retreat between 1973/76 and 2015. Glaciers that terminate into lakes or the ocean receded 3.5 times faster than those that terminate on land. Between 2000 and 2013, retreat rates were significantly higher on marine-terminating outlet glaciers than during the previous 27 years, and we observe widespread slowdown in retreat, and even advance, between 2013 and 2015. There were some common patterns in the timing of glacier retreat, but the magnitude varied between individual glaciers. Rapid retreat between 2000 and 2013 corresponds to a period of significantly warmer air temperatures and reduced sea ice concentrations, and to changes in the North Atlantic Oscillation (NAO) and Atlantic Multidecadal Oscillation (AMO). We need to assess the impact of this accelerated retreat on dynamic ice losses from NVZ to accurately quantify its future sea level rise contribution.

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Section: Discussionmentioning

confidence: 99%

Section: Discussionmentioning

confidence: 99%

Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

et al. 2017

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“…This procedure is repeated until no further changepoints are detected. For pseudo-code of the BS method see for example Eckley et al (2011).…”

Section: Binary Segmentationmentioning

confidence: 99%

Optimal Detection of Changepoints With a Linear Computational Cost

Killick

Fearnhead

Eckley

2012

Journal of the American Statistical Association

1,805

1,472

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We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the genome, or in finance as we observe time-series over longer periods. We consider the common approach of detecting changepoints through minimising a cost function over possible numbers and locations of changepoints. method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations. This compares favourably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies we show that our new method can be orders of magnitude faster than these alternative exact methods. We also compare with the Binary Segmentation algorithm for identifying changepoints, showing that the exactness of our approach can lead to substantial improvements in the accuracy of the inferred segmentation of the data.

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“…The likelihood based approach was extended to changes in variance within normally distributed observations by Gupta and Tang (1987). The interested reader is referred to Silva and Teixeira (2008) and Eckley, Fearnhead, and Killick (2011) for a more comprehensive review.…”

Section: Single Changepoint Detectionmentioning

confidence: 99%

changepoint: AnRPackage for Changepoint Analysis

Killick¹,

Eckley²

2014

J. Stat. Soft.

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1,117

884

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One of the key challenges in changepoint analysis is the ability to detect multiple changes within a given time series or sequence. The changepoint package has been developed to provide users with a choice of multiple changepoint search methods to use in conjunction with a given changepoint method and in particular provides an implementation of the recently proposed PELT algorithm. This article describes the search methods which are implemented in the package as well as some of the available test statistics whilst highlighting their application with simulated and practical examples. Particular emphasis is placed on the PELT algorithm and how results differ from the binary segmentation approach.

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Analysis of changepoint models

Cited by 103 publications

References 50 publications

Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

Optimal Detection of Changepoints With a Linear Computational Cost

changepoint: AnRPackage for Changepoint Analysis

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