the most common undocumented
changepoint date within the uncertainty window (meaning the discontinuity appears to be truly undocumented) 5.
For this reason, tests for
undocumented changepoints are inherently less sensitive than their counterparts used when changes are documented.
Have you considered that autocorrelation in the signal appears to break most commonly used
changepoint detection methods?
If
Mennian changepoint methods remove more negative steps than positive steps, it will increase the trend of the final temperature series (and vice versa).
Since each series is paired with a unique set of neighboring series, it is possible to determine whether more than one nearby series share the
same changepoint date.
Other possibilities within the frequentist framework would be to use estimation procedures based on the first - order Taylor expansion method or adaptive Guassian quadrature: Wang and McArdle (2008) used these for estimating the closely related (Chen, 1998; Hamaker, 2009) multilevel
changepoint model.
While changepoint methods do exist in conventional statistics, Menne's use of these methods to introduce thousands of breaks in noisy and somewhat contaminated data was novel.
After removing an estimate of land - level change, error - in -
variables changepoint analysis of the decompacted and original sea - level reconstructions identified three trends.
The magnitude of each
relative changepoint is calculated using the most appropriate two - phase regression model (e.g., a jump in mean with no trend in the series, a jump in mean within a general linear trend, etc.).
In addition, since
undocumented changepoints can occur in all series, accurate attribution of any particular discontinuity between two climate series is more challenging (Menne and Williams, 2005).
-LSB-...] stations to better - quality rural stations through biased detection
of changepoints.
Given that part of the purpose of the whole exercise is to determine if, and to what extent, there is an «overall warming trend in the data,» are you referring to an overall warming trend in the portion of the data that is not affected by
changepoint, or does initial application of the changepoint method contribute to this overall warming trend (iow, is it self - reinforcing / circular)?
This empirical technique results in approximately 1 cut for every 12.2 years of record, which is somewhat more than
the changepoint occurrence rate of one every 15 - 20 years reported by Menne et al. 2009.
Climate scientists have developed some homemade methods to adjust for such homogeneities, with Menne's
changepoint - based algorithm introduced a few years ago in connection with USHCN among the most prominent.
Wang, X., (2003) Comments on «Detection of Undocumented
Changepoints: A Revision of the Two - Phase Regression Model».
Any cluster of undocumented
changepoint dates that falls within overlapping windows of uncertainty is conflated to a single changepoint date according to 1.
This magnitude is used to estimate the «window of uncertainty» for
each changepoint date since the most probable date of an undocumented changepoint is subject to some sampling uncertainty, the magnitude of which is a function of the size of the changepoint.
The full matrix of
changepoint dates is then «unconfounded» by identifying the series common to multiple paired - difference series that have the same changepoint date.
A hierarchy of
changepoint models is used to distinguish whether the changepoint appears to be a change in mean with no trend (Alexandersson and Moberg, 1997), a change in mean within a general trend (Wang, 2003), or a change in mean coincident with a change in trend (Lund and Reeves, 2002).
Since all difference series are comprised of values from two series,
a changepoint date in any one difference series is temporarily attributed to both station series used to calculate the differences.
Tests for undocumented
changepoints, for example, require different sets of test - statistic percentiles than those used in analogous tests for documented discontinuities (Lund and Reeves, 2002).
Tests for undocumented
changepoints are then applied to each paired difference series.
Especially during
these changepoints we're enjoying now... Have a wonderful weekend, dear Candace!