An MDL approach to the climate segmentation problem

Details An MDL approach to the climate segmentation problem An MDL approach to the climate segmentation problem

2010-10-07

arxiv.org/abs/1010.1397v1

Annals of Applied Statistics 2010, Vol. 4, No. 1, 299-319

Statistics

Applications

Published in at http://dx.doi.org/10.1214/09-AOAS289 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins

Scientific paper

10.1214/09-AOAS289

This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.

Affiliated with

Also associated with

No associations

Rating

An MDL approach to the climate segmentation problem does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with An MDL approach to the climate segmentation problem, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and An MDL approach to the climate segmentation problem will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-509494