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Some new problems in changepoint analysis.

机译:变更点分析中的一些新问题。

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摘要

Climatological studies have often neglected changepoint effects when modeling various physical phenomena. Here, changepoints are plausible whenever a station location moves or its instruments are changed. There is frequently meta-data to perform sound statistical inferences that account for changepoint information. This dissertation focuses on two such problems in changepoint analysis.;The first problem we investigate involves assessing trends in daily snow depth series. Here, we introduce a stochastic storage model. The model allows for seasonal features, which permits the analysis of daily data. Changepoint times are shown to greatly influence estimated trends in one snow depth series and are accounted for in this analysis. The model is fitted by numerically minimizing a sum of squares of daily prediction errors. Standard errors for the model parameters, useful in making trend inferences, are presented. The methods are illustrated in the analysis of a century of daily snow depth observations from Napoleon, North Dakota. The results here show that snow depths are significantly declining at Napoleon, with spring ablation occurring earlier, and that changepoint features are very influential in deriving realistic trend estimates.;The second problem considers the asymptotic statistical properties of parameters in a general linear model experiencing infinitely many level shifts occurring at known times. It is felt that this setting is more realistic than standard infill asymptotics, where the number of data points between all changepoint times converges to infinity. Here, least squares estimators for m trend parameters are derived, and consistency is proven in the case of a short-memory time series error process.
机译:在对各种物理现象进行建模时,气候学研究通常忽略了变化点的影响。在这里,只要站点位置移动或其仪器发生更改,更改点就很合理。经常有元数据来执行合理的统计推断,从而说明了变更点信息。本文着重研究了变化点分析中的两个问题。我们研究的第一个问题是评估日积雪深度趋势。在这里,我们介绍一种随机存储模型。该模型考虑了季节性特征,从而可以分析每日数据。变更点时间显示出极大地影响了一个积雪序列的估计趋势,并且在此分析中对此进行了说明。通过在数值上最小化每日预测误差的平方和来拟合模型。给出了模型参数的标准误差,可用于进行趋势推断。在北达科他州拿破仑对一个世纪的每日降雪深度观测的分析中说明了这些方法。此处的结果表明,拿破仑的积雪深度显着下降,春季消融发生得更早,并且变化点特征对得出现实趋势估计非常有影响。;第二个问题考虑了在无穷大经验的一般线性模型中参数的渐近统计性质在已知时间发生许多电平转换。可以感觉到,此设置比标准填充渐近线更现实,在标准渐近线渐近线中,所有更改点时间之间的数据点数量收敛至无穷大。在这里,导出了m个趋势参数的最小二乘估计,并且在短存储器时间序列误差过程中证明了一致性。

著录项

  • 作者

    Woody, Jonathan R.;

  • 作者单位

    Clemson University.;

  • 授予单位 Clemson University.;
  • 学科 Mathematics.;Statistics.;Climate change.
  • 学位 Ph.D.
  • 年度 2009
  • 页码 63 p.
  • 总页数 63
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

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