COST ES1206 Sub-Working Group "Data Homogenisation": 2nd Workshop – Warsaw, Poland

Robust, non-parametric techniques for the identification of change-points in the mean

23 Jan 2017, 16:15

15m

Military University of Technology, Warsaw, Poland

Oral Presentation Technical Session on Homogenization Algorithms Homogenization Algorithms

Speaker

Dr Roeland Van Malderen (Royal Meteorological Institute of Belgium)

Description

We present three different tests, based on non-parametric techniques, for the objective identification of discontinuities in the mean (or median) of time series. These change-point tests rely on (the sum of) the ranks of the values in the sequence and do not require ‘metadata’ or comparison with neighbouring stations or reference data. We also present how these three tests are combined to detect multiple change points in a time series.