JSM 2015 Preliminary Program

Online Program Home
My Program

Abstract Details

Activity Number: 179
Type: Contributed
Date/Time: Monday, August 10, 2015 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract #315642 View Presentation
Title: Detecting Change-Points using a Bayesian Approach for Climate Data
Author(s): Andrew Bartlett*
Companies: Southern Illinois University Edwardsville
Keywords: Change-Point ; Change Point Analysis ; Bayesian Framework ; Climatic Changes ; Bayesian Analysis ; Gibbs Sampling
Abstract:

Extreme weather and climate events such as hot spells, snow storms, and floods have recently had a major impact on the economy, environment, and human well-being. Thus, acting as a catalyst for concern about whether or not the climate is actually changing. One challenge when scientifically trying to determine whether or not the climate is actually changing is a change-point. A change-point is defined as any abrupt change or shift in the distribution and is the single most important contributing factor for inaccurate or accurate results. Traditional change-point methods focus exclusively on detecting an alteration or a shift in the arithmetic mean.

In this paper we present a Bayesian change-point detection algorithm for detecting change-points in climate data. We first develop the theory for a Bayesian approach using a hierarchical model to estimate the location and number of change-points within a climatic time series. We then discuss the implementation of our Gibbs Sampler algorithm to obtain posterior probabilities of the location of multiple change-points. We finally investigate the performance of our Bayesian change-point approach through comparison with a standard frequentist method. Both methods are applied to simulated and real temperature data collected from Chula Vista, California.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2015 program





For program information, contact the JSM Registration Department or phone (888) 231-3473.

For Professional Development information, contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

2015 JSM Online Program Home