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

Research output: Contribution to Journal/Magazine › Journal article › peer-review

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Detection of changes in the characteristics of oceanographic time-series using changepoint analysis. / Killick, Rebecca; Eckley, Idris A.; Jonathan, Philip et al.
In: Ocean Engineering, Vol. 37, No. 13, 09.2010, p. 1120-1126.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Killick, R, Eckley, IA, Jonathan, P & Ewans, K 2010, 'Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.', Ocean Engineering, vol. 37, no. 13, pp. 1120-1126. https://doi.org/10.1016/j.oceaneng.2010.04.009

APA

Killick, R., Eckley, I. A., Jonathan, P., & Ewans, K. (2010). Detection of changes in the characteristics of oceanographic time-series using changepoint analysis. Ocean Engineering, 37(13), 1120-1126. https://doi.org/10.1016/j.oceaneng.2010.04.009

Vancouver

Killick R, Eckley IA, Jonathan P, Ewans K. Detection of changes in the characteristics of oceanographic time-series using changepoint analysis. Ocean Engineering. 2010 Sept;37(13):1120-1126. doi: 10.1016/j.oceaneng.2010.04.009

Author

Killick, Rebecca ; Eckley, Idris A. ; Jonathan, Philip et al. / Detection of changes in the characteristics of oceanographic time-series using changepoint analysis. In: Ocean Engineering. 2010 ; Vol. 37, No. 13. pp. 1120-1126.

Bibtex

@article{681e0edbd9df44c19d332abb960a49c0,
title = "Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.",
abstract = "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.",
keywords = "GOMOS, changepoint analysis, penalised likelihood, hindcast time series, significant wave height.",
author = "Rebecca Killick and Eckley, {Idris A.} and Philip Jonathan and Kevin Ewans",
note = "The final, definitive version of this article has been published in the Journal, Ocean Engineering, 37 (13), 2010, {\textcopyright} ELSEVIER.",
year = "2010",
month = sep,
doi = "10.1016/j.oceaneng.2010.04.009",
language = "English",
volume = "37",
pages = "1120--1126",
journal = "Ocean Engineering",
issn = "0029-8018",
publisher = "Elsevier Ltd",
number = "13",

}

RIS

TY - JOUR

T1 - Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

AU - Killick, Rebecca

AU - Eckley, Idris A.

AU - Jonathan, Philip

AU - Ewans, Kevin

N1 - The final, definitive version of this article has been published in the Journal, Ocean Engineering, 37 (13), 2010, © ELSEVIER.

PY - 2010/9

Y1 - 2010/9

N2 - 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.

AB - 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.

KW - GOMOS

KW - changepoint analysis

KW - penalised likelihood

KW - hindcast time series

KW - significant wave height.

U2 - 10.1016/j.oceaneng.2010.04.009

DO - 10.1016/j.oceaneng.2010.04.009

M3 - Journal article

VL - 37

SP - 1120

EP - 1126

JO - Ocean Engineering

JF - Ocean Engineering

SN - 0029-8018

IS - 13

ER -