Please use this identifier to cite or link to this item:
http://hdl.handle.net/10773/16200
Title: | Change-point detection in environmental time series based on the informational approach |
Author: | Costa, Marco Gonçalves, A. Manuela Teixeira, Lara |
Keywords: | change-point detection water quality data Schwarz Information Criterion mean and variance shift simulation study |
Issue Date: | Oct-2016 |
Publisher: | Salento University Publishing |
Abstract: | In this study, the Schwarz Information Criterion (SIC) is applied in order to detect change-points in the time series of surface water quality variables. The application of change-point analysis allowed detecting change-points in both the mean and the variance in series under study. Time variations in environmental data are complex and they can hinder the identification of the so-called change-points when traditional models are applied to this type of problems. The assumptions of normality and uncorrelation are not present in some time series, and so, a simulation study is carried out in order to evaluate the methodology’s performance when applied to non-normal data and/or with time correlation. |
Peer review: | yes |
URI: | http://hdl.handle.net/10773/16200 |
DOI: | 10.1285/i20705948v9n2p267 |
ISSN: | 2070-5948 |
Appears in Collections: | CIDMA - Artigos ESTGA - Artigos PSG - Artigos |
Files in This Item:
File | Description | Size | Format | |
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Change-point detection in environmental time series based on the informational approach.pdf | documento principal | 1.65 MB | Adobe PDF | View/Open |
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