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Activity Number: 601
Type: Contributed
Date/Time: Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistics and the Environment
Abstract - #304894
Title: An MDL Approach to the Climate Segmentation Problem
Author(s): QiQi Lu*+
Companies: Mississippi State University
Address: P.O. Drawer MA, Mississippi, MS, 39762,
Keywords: Changepoints ; Genetic algorithm ; Level shifts ; Periodic autoregression ; Minimum description length ; Time series
Abstract:

Changes in station instrumentation, location, or observer can often induce artificial discontinuities into climatic time series. For example, United States temperature recording stations average about six station relocation and instrumentation changes over a century of operation (Mitchell 1953). Many of these changepoint times are documented in station histories; however, other changepoint times are unknown for a variety of reasons. Even when a changepoint time is known, one may still question whether the change instills a mean shift in series observations. This talk introduces an information based approach to the multiple changepoint identification (segmentation) problem. Our methods are specifically tailored to climatic time series in that they allow for periodicities and autocorrelations.


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Revised September, 2008