Detection of changes in variance of oceanographic time-series using changepoint analysis |
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Authors: | Rebecca Killick Kevin Ewans |
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Institution: | a Department of Mathematics and Statistics, Lancaster University, Lancaster, LA1 4YF, UK b Shell International Exploration and Production, P.O. Box 60, 2280 AB Rijswijk, The Netherlands c Shell Technology Centre Thornton, P.O. Box 1, Chester, UK |
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Abstract: | 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. |
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Keywords: | GOMOS Changepoint analysis Penalized likelihood Hindcast time series Significant wave height |
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