Penalized Maximal t Test for Detecting Undocumented Mean Change in Climate Data Series
Open Access
- 1 June 2007
- journal article
- Published by American Meteorological Society in Journal of Applied Meteorology and Climatology
- Vol. 46 (6), 916-931
- https://doi.org/10.1175/jam2504.1
Abstract
In this paper, a penalized maximal t test (PMT) is proposed for detecting undocumented mean shifts in climate data series. PMT takes the relative position of each candidate changepoint into account, to diminish the effect of unequal sample sizes on the power of detection. Monte Carlo simulation studies are conducted to evaluate the performance of PMT, in comparison with the most popularly used method, the standard normal homogeneity test (SNHT). An application of the two methods to atmospheric pressure series recorded at a Canadian site is also presented. It is shown that the false-alarm rate of PMT is very close to the specified level of significance and is evenly distributed across all candidate changepoints, whereas that of SNHT can be up to 10 times the specified level for points near the ends of series and much lower for the middle points. In comparison with SNHT, therefore, PMT has higher power for detecting all changepoints that are not too close to the ends of series and lower power for d...Keywords
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