Retrospective multivariate Bayesian change-point analysis: A simultaneous single change in the mean of several hydrological sequences

2000 ◽  
Vol 14 (4) ◽  
pp. 0243-0261 ◽  
Author(s):  
L. Perreault ◽  
É. Parent ◽  
J. Bernier ◽  
B. Bobée ◽  
M. Slivitzky
Keyword(s):  
Change Point ◽  
Change Point Analysis ◽  
Point Analysis ◽  
Change In The Mean ◽  
The Mean

scholarly journals Examination of Changes in Flood Data in Australia

Water ◽  
2019 ◽  
Vol 11 (8) ◽  
pp. 1734 ◽  
Author(s):  
Elias Ishak ◽  
Ataur Rahman
Keyword(s):  
Change Point ◽  
Change Point Detection ◽  
Change Point Analysis ◽  
Significance Level ◽  
Monotonic Trend ◽  
Point Analysis ◽  
Eastern Australia ◽  
Change In The Mean ◽  
The Mean ◽  
Point Detection

This study performs a simultaneous evaluation of gradual and abrupt changes in Australian annual maximum (AM) flood data using a modified Mann–Kendall and Pettitt change-point detection test. The results show that AM flood data in eastern Australia is dominated by downward trends. Depending on the significance level and study period under consideration, about 8% to 33% of stations are characterised by significant trends, where over 85% of detected significant trends are downward. Furthermore, the change-point analysis shows that the percentages of stations experiencing one abrupt change in the mean or in the direction of the trend are in the range of 8% to 33%, of which over 50% occurred in 1991, with a mode in 1995. Prominent resemblance between the monotonic trend and change-point analysis results is also noticed, in which a negative shift in the mean is observed at catchments that exhibited downward trends, and a positive shift in the mean is observed in the case of upward trends. Trend analysis of the segmented AM flood series based on their corresponding date indicates an absence of a significant trend, which may be attributed to the false detection of trends when the AM flood data are characterised by a shift in its mean.

A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns

2021 ◽  
Author(s):  
Aviral Kumar Tiwari ◽  
Cleiton Guollo Taufemback ◽  
Satish Kumar
Keyword(s):  
Change Point ◽  
Change Point Analysis ◽  
Point Analysis

Detection of Test Speededness Using Change-Point Analysis

Psychometrika ◽  
2015 ◽  
Vol 81 (4) ◽  
pp. 1118-1141 ◽  
Author(s):  
Can Shao ◽  
Jun Li ◽  
Ying Cheng
Keyword(s):  
Change Point ◽  
Change Point Analysis ◽  
Test Speededness ◽  
Point Analysis

Climate change effects on annual streamflow of Filyos River (Turkey)

2018 ◽  
Vol 11 (2) ◽  
pp. 420-433 ◽  
Author(s):  
Adem Yavuz Sönmez ◽  
Semih Kale
Keyword(s):  
Climate Change ◽  
Trend Analysis ◽  
Change Point ◽  
Change Point Analysis ◽  
Climatic Data ◽  
Climatic Parameters ◽  
Annual Streamflow ◽  
Climate Change Effects ◽  
Temperature And Precipitation ◽  
Point Analysis

Abstract The main purpose of this study was to estimate possible climate change effects on the annual streamflow of Filyos River (Turkey). Data for annual streamflow and climatic parameters were obtained from streamflow gauging stations on the river and Bartın, Karabük, Zonguldak meteorological observation stations. Time series analysis was performed on 46 years of annual streamflow data and 57 years of annual mean climatic data from three monitoring stations to understand the trends. Pettitt change-point analysis was applied to determine the change time and trend analysis was performed to forecast trends. To reveal the relationship between climatic parameters and streamflow, correlation tests, namely, Spearman's rho and Kendall's tau were applied. The results of Pettitt change-point analysis pointed to 2000 as the change year for streamflow. Change years for temperature and precipitation were detected as 1997 and 2000, respectively. Trend analysis results indicated decreasing trends in the streamflow and precipitation, and increasing trend in temperature. These changes were found statistically significant for streamflow (p < 0.05) and temperature (p < 0.01). Also, a statistically significant (p < 0.05) correlation was found between streamflow and precipitation. In conclusion, decreasing precipitation and increasing temperature as a result of climate change initiated a decrease in the river streamflow.

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