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:ESTGA - Artigos

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