We reanalyse the water discharges from the creek NacÏ etõ nsky . We demonstrate that the likelihood method can be used to detect possible changes in the parameters of the distributions of the observations.
Some Problems with Application of Change-Point Detection Methods to Environmental Data
✍ Scribed by Daniela Jarušková
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 202 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1180-4009
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✦ Synopsis
This paper summarizes the author's experience in researching methods of discovering a change in the behaviour of meteorological and hydrological series. Basic statistical tests applying `maximum' type statistics to detect a sudden or gradual change in location are given. The author stresses that the characteristic properties of the meteorological and hydrological data, especially the dependence between neighbouring observations, have to be considered by performing statistcal tests for change-point detection.
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