Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/43691
Título: | Change-point detection in environmental time series based on the informational approach |
Autor(es): | Costa, Marco Gonçalves, A. Manuela Teixeira, Lara |
Palavras-chave: | Change-point detection Water quality data Schwarz information criterion Mean and variance shift Simulation study |
Data: | 2016 |
Editora: | Ese - Salento University Publishing |
Revista: | Electronic Journal of Applied Statistical Analysis |
Citação: | Costa, M., Goncalves, A. M., & Teixeira, L. (2016). Change-point detection in environmental time series based on the informational approach. Electronic Journal of Applied Statistical Analysis, 9(2), 267-296. doi: 10.1285/i20705948v9n2p267 |
Resumo(s): | 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 identi cation 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. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/43691 |
DOI: | 10.1285/i20705948v9n2p267 |
ISSN: | 2070-5948 |
Arbitragem científica: | yes |
Acesso: | Acesso restrito UMinho |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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Paper-EJASA.pdf Acesso restrito! | 1,21 MB | Adobe PDF | Ver/Abrir |