Single Changepoint Procedures

Fuente: arXiv
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Main Authors: Lund, Robert, Shi, Xueheng
Format: Preprint
Published: 2025
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author Lund, Robert
Shi, Xueheng
author_facet Lund, Robert
Shi, Xueheng
contents Single changepoint tests have become a staple check for homogeneity of a climate time series, suggesting how climate has changed should non-homogeneity be declared. This paper summarizes the most prominent single changepoint tests used in today's climate literature, relating them to one and other and unifying their presentations. Asymptotic quantiles for the individual tests are presented. Derivations of the quantiles are given, enabling the reader to tackle cases not considered within. Our work here studies both mean and trend shifts, covering the most common settings arising in climatology. SOI and global temperature series are analyzed within to illustrate the techniques.
format Preprint
id arxiv_https___arxiv_org_abs_2511_17870
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Single Changepoint Procedures
Lund, Robert
Shi, Xueheng
Methodology
Applications
Single changepoint tests have become a staple check for homogeneity of a climate time series, suggesting how climate has changed should non-homogeneity be declared. This paper summarizes the most prominent single changepoint tests used in today's climate literature, relating them to one and other and unifying their presentations. Asymptotic quantiles for the individual tests are presented. Derivations of the quantiles are given, enabling the reader to tackle cases not considered within. Our work here studies both mean and trend shifts, covering the most common settings arising in climatology. SOI and global temperature series are analyzed within to illustrate the techniques.
title Single Changepoint Procedures
topic Methodology
Applications
url https://arxiv.org/abs/2511.17870