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首页> 外文期刊>Journal of environment informatics >A Non-Parametric Approach for Change-Point Detection of Multi-Parameters in Time-Series Data
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A Non-Parametric Approach for Change-Point Detection of Multi-Parameters in Time-Series Data

机译:一种非参数化的时间序列数据多参数变化点检测方法

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Change-point analysis of time-series data plays a vital role in various fields of earth sciences under changing environments. Most of the analysis approaches were usually designed to detect the change-point in the level of time-series mean, In this study, we aimed to propose a non-parametric approach to detect the change-point of different parameters of time-series data, In this approach, the Bootstrap method, coupling with Kernel density estimation, was first used to estimate the probability distribution function (pdf) of a parameter before and after any potential change-points. Second, the Ar-index based on the uncross area of the two pdfs was designed to quantify the difference of the parameter before and after each potential change-point. Finally, the potential change-point owning the largest Ar-index value was determined as the locations of the change-point of the parameter. The hydrological extreme series from four stations in the Hanjiang basin were used to demonstrate this approach. The Pettitt test method commonly used in hydrology was employed as a comparison to indirectly analyze the reliability of the proposed approach. The results show that change-point detected by the proposed approach in the four stations are identified with those detected by the Pettitt approach in the level of time-series mean. But in comparison with the Pettitt test, the proposed approach can provide more detection information for other parameters, such as coefficient of variation (Cv) and coefficient of skewness (Cs) of the series. The results also show that the degree of change in the series mean is greater than its Cv and Cs, while the degree of change hi series Cv is greater than its Cs.
机译:在不断变化的环境下,时间序列数据的变化点分析在地球科学的各个领域中起着至关重要的作用。大多数分析方法通常被设计为检测时间序列均值水平的变化点,在这项研究中,我们旨在提出一种非参数化方法来检测时间序列数据不同参数的变化点,在这种方法中,首先使用Bootstrap方法与核密度估计相结合,用于估计任何潜在变化点之前和之后参数的概率分布函数(pdf)。其次,设计基于两个pdf的不交叉面积的Ar指数来量化每个潜在变化点前后的参数差异;最后,确定具有最大Ar-index值的潜在变化点作为参数变化点的位置。利用汉江流域4个站点的水文极端序列对该方法进行了论证。采用水文学中常用的Pettitt试验方法作为对比方法,间接分析了所提方法的可靠性。结果表明,所提方法在4个台站中检测到的变化点与Pettitt方法在时间序列均值水平上检测到的变化点一致。但与Pettitt检验相比,所提方法可以为序列的变异系数(Cv)和偏度系数(Cs)等其他参数提供更多的检测信息。结果表明:序列均值的变化程度大于其Cv和Cs,而hi系列Cv的变化程度大于其Cs。

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