Detection of changes in precipitation and runoff over eastern Canada and U.S. using a Bayesian approach

Inference about the existence and characteristics of changes in mean level of hydrometeorological sequences that may be generated by climatic variability is an important step before developing management rules in water resources systems. This paper presents a Bayesian approach, based on a single shifting model, which can be used to study a change in the mean level of a set of independent normal random variables. Two different problems are considered: the first is the detection of a change, while the second is the estimation of the change-point and its amplitude under the assumption that a change has occurred. This method is applied to precipitation and runoff data series over eastern Canada and U.S. during the twentieth century. The main results show an increase in the late sixties in the Eastern North American precipitation. This supports conclusions drawn from a number of studies which identified the late sixties to early seventies as a period of possible change.