AN MDL APPROACH TO THE CLIMATE SEGMENTATION PROBLEM

• 成果类型: Article
• 署名作者: Lu, Qiqi; Lund, Robert; Lee, Thomas C. M.
• 署名单位: Mississippi State University; Clemson University; Colorado State University System; Colorado State University Fort Collins; Chinese University of Hong Kong
• 刊物名称: ANNALS OF APPLIED STATISTICS
• ISSN/ISSBN: 1932-6157
• DOI: 10.1214/09-AOAS289
• 发表日期: 2010
• 页码: 299-319
• 关键词: changepoints

摘要

This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.