Change point detection in a state space framework applied to climate change in Europe

Abstract

This work presents the statistical analysis of time series of monthly average temperatures in several European locations using a state space approach, where it is considered a model with a deterministic seasonal component and a stochastic trend. Temperature rise rates in Europe seem to have increased in the last decades when compared with longer periods, hence change point detection methods were applied to residuals state space models in order to identify these possible changes in the monthly temperature rise rates. In Northern Europe the change points were, almost all, identified in the late 1980s while in Central and Southeastern Europe was, for the majority of cities, in the 1990s and later.