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Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

Research output: Contribution to journalJournal article


Journal publication date09/2010
JournalOcean Engineering
Number of pages7
Original languageEnglish


Changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900–2005. To detect a change in variance, the two-step procedure consists of (1) validating model assumptions per geographic location, followed by (2) application of a penalized likelihood changepoint algorithm. Results suggest that the most important changes in time-series variance occur in 1916 and 1933 at small clusters of boundary locations at which, in general, the variance reduces. No post-war changepoints are detected. The changepoint procedure can be readily applied to other environmental time-series.

Bibliographic note

The final, definitive version of this article has been published in the Journal, Ocean Engineering, 37 (13), 2010, © ELSEVIER.