Apr 26 – 27, 2016
Royal Observatory of Belgium (ROB)
Europe/Brussels timezone
<a href="https://events.oma.be/indico/event/19/">Next Event: 2nd COST ES1206 sub-WG Workshop on Data Homogenisation in Warsaw, Poland, 23-25 January 2017</a>

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

Apr 26, 2016, 3:25 PM
Nadir Room (Royal Observatory of Belgium (ROB))

Nadir Room

Royal Observatory of Belgium (ROB)

Avenue Circualire, 3 1180 Uccle (Brussels) Belgium
Oral Presentation Technical Session on Homogenization Algorithms Technical Session on Homogenization Algorithms


Dr Roeland Van Malderen (Royal Meteorological Institute of Belgium)


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 are able to identify multiple discontinuities and requires no 'metadata' or comparison with neighbouring stations or reference data. These tests are based on (the sum of) the ranks of the values in the sequence. We chose to use the Petitt-Mann-Whitney statistic, which is equivalent to the Wilcoxon rank-sum statistic, but gives a clear procedure for determining critical values. But, for comparison, we also discuss the more commonly used Wilcoxon rank-sum test and the cumulative sum test to detect change points in the mean in a time series.

Primary author

Dr Roeland Van Malderen (Royal Meteorological Institute of Belgium)


Dr Eric Pottiaux (Royal Observatory of Belgium (ROB))

Presentation materials

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