Accepted author manuscript, 843 KB, PDF document
Available under license: CC BY: Creative Commons Attribution 4.0 International License
Final published version
Licence: CC BY: Creative Commons Attribution 4.0 International License
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Article number | e2762 |
---|---|
<mark>Journal publication date</mark> | 28/02/2023 |
<mark>Journal</mark> | Environmetrics |
Issue number | 1 |
Volume | 34 |
Number of pages | 15 |
Publication Status | Published |
Early online date | 26/09/22 |
<mark>Original language</mark> | English |
Different environmental variables are often monitored using different sampling rates; examples include half-hourly weather station measurements, daily (Formula presented.) data, and six-day satellite data. Further when researchers want to combine the data into a single analysis this often requires data aggregation or down-scaling. When one is seeking to identify changes within multivariate data, the aggregation and/or down-scaling processes obscure the changes we seek. In this article, we propose a novel changepoint detection algorithm which can analyze multiple time series for co-occurring changepoints with potentially different sampling rates, without requiring preprocessing to a standard sampling scale. We demonstrate the algorithm on synthetic data before providing an example identifying simultaneous changes in multiple variables at a location on the Greenland ice sheet using synthetic aperture radar and weather station data.