2015
DOI: 10.1175/jcli-d-14-00442.1
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Multiple Changepoint Detection Using Metadata

Abstract: This paper examines multiple changepoint detection procedures that use station history (metadata) information. Metadata records are available for some climate time series; however, these records are notoriously incomplete and many station moves and gauge changes are unlisted (undocumented). The shift in a series must be comparatively larger to declare a changepoint at an undocumented time. Also, the statistical methods for the documented and undocumented scenarios radically differ: a simple t test adequately d… Show more

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Cited by 18 publications
(18 citation statements)
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References 28 publications
(33 reference statements)
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“…where a, b > 0 are fixed hyper-parameters. The Beta-Binomial hierarchical priors in (4) and (5) are widely used in Bayesian model selection (Scott and Berger 2010), and have been adopted to detect changepoints (Giordani and Kohn 2008;Li and Lund 2015). Due to conjugacy, the marginal prior density of η has the following closed form, with β(·, ·) denoting the Beta function:…”
Section: Prior Specificationsmentioning
confidence: 99%
See 4 more Smart Citations
“…where a, b > 0 are fixed hyper-parameters. The Beta-Binomial hierarchical priors in (4) and (5) are widely used in Bayesian model selection (Scott and Berger 2010), and have been adopted to detect changepoints (Giordani and Kohn 2008;Li and Lund 2015). Due to conjugacy, the marginal prior density of η has the following closed form, with β(·, ·) denoting the Beta function:…”
Section: Prior Specificationsmentioning
confidence: 99%
“…For notation, all quantities superscripted with (1) refer to undocumented times; quantities superscripted with (2) refer to documented times. Following Li and Lund (2015), we posit that the undocumented times have a Beta-Binomial(a, b (1) ) prior, and independently, the documented times have a Beta-Binomial(a, b (2) ) prior. To make the metadata times more likely to induce true mean shifts, we impose b (1) > b (2) so that…”
Section: Prior Specificationsmentioning
confidence: 99%
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