Changepoint analysis of Klementinum temperature series

被引:5
|
作者
Jaruskova, D. [1 ]
Antoch, J. [2 ]
机构
[1] Czech Tech Univ, Fac Civil Engn, Dept Math, Prague, Czech Republic
[2] Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, Sokolovska 83, CZ-18675 Prague 8, Czech Republic
关键词
abrupt-shift; change in seasonal behavior; changepoint detection; gradual and multiple changes; Klementinum data; likelihood and Bayesian estimators; max-type and sum-type test statistics; MCMC; permutation principle; BAYESIAN-ANALYSIS; UNKNOWN TIMES; REGRESSION; TESTS; INFERENCE; PARAMETER; SHIFTS;
D O I
10.1002/env.2570
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
This paper presents a statistical analysis of the stationarity of the Prague-Klementinum temperature series. In the first part, the stationarity of annual means is rejected, and several nonstationary models are suggested to assess the increase in temperature in the most recent decades. The analysis shows that positions of the changepoint estimates depend largely on our decision as to whether we apply a discontinuous or a continuous piecewise linear model. In the second part, we study the stationarity of the seasonal behavior of the series, particularly the stationarity of the mean annual profiles. The analysis of the seasonal cycle shows that the increase in temperature has not the same character throughout the calendar year. Rather, an increase in temperature in winter days is larger than an increase in summer days, and the temperature difference between summer and winter days decreases.
引用
收藏
页数:13
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