Detection of changes in variance of oceanographic time-series using changepoint analysis

OCEAN ENGINEERING

卷:37

Article

Killick, Rebecca¹  Eckley, Idris A.¹  Ewans, Kevin²  Jonathan, Philip³ 

[1] Univ Lancaster, Dept Math & Stat, Lancaster LA1 4YF, England

[2] Shell Int Explorat & Prod BV, NL-2280 AB Rijswijk, Netherlands

[3] Shell Technol Ctr Thornton, Chester, Cheshire, England

关键词: GOMOS;    Changepoint analysis;    Penalized likelihood;    Hindcast time series;    Significant wave height;   

DOI  :  10.1016/j.oceaneng.2010.04.009

来源: Elsevier

【 摘 要 】

Changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900-2005. To detect a change in variance, the two-step procedure consists of (1) validating model assumptions per geographic location, followed by (2) application of a penalized likelihood changepoint algorithm. Results suggest that the most important changes in time-series variance occur in 1916 and 1933 at small clusters of boundary locations at which, in general, the variance reduces. No post-war changepoints are detected. The changepoint procedure can be readily applied to other environmental time-series. (C) 2010 Elsevier Ltd. All rights reserved.

【 授权许可】

Free