Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México
Summary: In this paper, comparison results of parametric methodologies of change points, applied to maximum temperature records from the municipality of Tlaxco, Tlaxcala, México, are presented. Methodologies considered are likelihood ratio test, score test, and \textit{binary segmentation} (BS), \textit{pruned exact linear time} (PELT), and \textit{segment neighborhood} (SN). In order to compare such methodologies, a quality analysis of the data was performed; in addition, lost data were estimated with linear regression, and finally, SARIMA models were adjusted.
- A Bayes Approach to a Quality Control Model
- A robust method for shift detection in time series
- Algorithms for the optimal identification of segment neighborhoods
- An application of the maximum likelihood test to the change-point problem
- Bayesian detection of abnormal segments in multiple time series
- Bootstrapping confidence intervals for the change-point of time series
- Break detection for a class of nonlinear time series models
- Change detection in autoregressive time series
- CONTINUOUS INSPECTION SCHEMES
- Effect of dependence on statistics for determination of change
- Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
- Extensions of some classical methods in change point analysis
- scientific article; zbMATH DE number 425941 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- Inference about the change-point in a sequence of random variables
- Optimal detection of changepoints with a linear computational cost
- Structural Break Estimation for Nonstationary Time Series Models
- Testing and estimating change-points in time series
- Testing for a change in the parameter values and order of an autoregressive model
- Testing for change points in time series
- Testing for changes in multivariate dependent observations with an application to temperature changes
- The Cusum Test for Parameter Change in Time Series Models
- The effect of serial correlation on tests for parameter change at unknown time
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Wild binary segmentation for multiple change-point detection
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